[Downloaded Papers] Risk Management

Downloaded Papers -- Default Risk
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	( Please check DefaultRisk.com for details. )
	(1)　Valuation of a CDO and an n^th to Default CDS Without Monte Carlo Simulation 　　 ( By John Hull of the University of Toronto, and Alan White of the University of Toronto )
	(2)　The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements 　　 ( By John Hull of the University of Toronto, Mirela Predescu of the University of Toronto, and Alan White of the University of Toronto )
	(3)　Basket Default Swaps, CDO's and Factor Copulas 　　 ( By Jean-Paul Laurent of the University of Lyon & BNP Paribas, and Jon Gregory of BNP Paribas )
	(4)　Credit Derivatives in an Affine Framework 　　 ( By Li Chen of Princeton University, and Damir Filipovi? of Princeton University )
	(5)　Pricing Baskets using Gaussian Copula and BET Methodology: a Market Test 　　 ( By Joao Garcia of Dexia Group, Geert Gielens of Dexia Bank in Belgium, Luc Leonard of Dexia Group, and Tony Van Gestel of Dexia Group )
	(6)　The Credit-Default Swap Market: Is Credit Protection Priced Correctly? 　　 ( By Francis A. Longstaff of UCLA and the National Bureau of Economics Research, Sanjay Mithal of Deutsche Bank, and Eric Neis of UCLA )
	(7)　A Note on Survival Measures and the Pricing of Options on Credit Default Swaps 　　 ( By Philipp J. Schonbucher of ETH Zurich )
	(8)　Analysis and Valuation of Subordinate Structures in Collateralized Baskets of Defaultable Obligations 　　 ( By Masahiko Egami of Princeton University, and Kian Esteghamat of Princeton University )
	(9)　Debt Subordination and The Pricing of Credit Default Swaps 　　 ( By Peter B. Lee of the California Institute of Technology, Mark B. Wise of the California Institute of Technology, and Vineer Bhansali of PIMCO )
	(10)　An Empirical Study of Credit Default Swaps 　　 ( By Frank Skinner of the University of Reading, and Antonio Diaz of the Universidad de Castilla - la Mancha )
	(11)　Credit Risk Transfer 　　 ( By BIS Committee on the Global Financial System )
	(12)　Valuation of Credit Default Swap and Swaptions 　　 ( By Farshid Jamshidian of NIB Capital Bank )
	(13)　Collateralised Debt Obligations 　　 ( By Domenico Picone of the City University Business School, London and the Royal Bank of Scotland )
	(14)　Credit Risk and Credit Derivatives in Banking 　　 ( By Udo Broll of Saarland University, and Thilo Pausch of the University of Augsburg )
	(15)　An Empirical Comparison of Default Swap Pricing Models 　　 ( By Patrick Houweling of Erasmus University Rotterdam and Rabobank Int'l, and Ton Vorst of Erasmus University Rotterdam and ABN Amro )
	(16)　A Rating-based Model for Credit Derivatives 　　 ( By Raphael Douady of RiskData, and Monique Jeanblanc of Evry University )
	(17)　Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets Information Sufficient to Evaluate Credit Risk 　　 ( By Didier Cossin of HEC, University of Lausanne, IMD and Fame, Tomas Hricko of HEC, University of Lausanne and Fame, Daniel Aunon-Nerin, University of Lausanne and Fame, and Zhijiang Huang, University of Lausanne and Fame )
	(18)　The Valuation of Credit Default Swap Options 　　 ( By John Hull of the University of Toronto, and Alan White of the University of Toronto )
	(19)　On Risk Neutral Pricing of CDOs 　　 ( By Roy Mashal of the Columbia Business School )
	(20)　A Unified Model for Credit Derivatives 　　 ( By Alain Belanger of Scotia Capital, Steven E. Shreve of Carnegie Mellon University, and Dennis Wong of Bank of America Corporation )
	(21)　Pricing Multiname Credit Derivatives: Heavy Tailed Hybrid Approach 　　 ( By Roy Mashal of the Columbia Business School, and Marco Naldi of Lehman Brothers, Inc. )
	(22)　On The Pricing of Credit Spread Options: a Two Factor HW-BK Algorithm 　　 ( By Joao Garcia of Artesia BC, Helmut Van Ginderen of Artesia BC, and Reinaldo Garcia of the University of California at Berkeley. )
	(23)　A Simple Model for Valuing Default Swaps when both Market and Credit Risk are Correlated 　　 ( By Robert Jarrow of Cornell University, and Yildiray Yildirim or Syracuse University )
	(24)　Credit Derivatives in Emerging Markets 　　 ( By Romain G. Ranciere of New York University )
	(25)　Modelling Dependence for Credit Derivatives with Copulas 　　 ( By Jouanin, J-F. , G. Rapuch, G. Riboulet and Thierry Roncalli all of Credit Lyonnais )
	(26)　Credit Switch 　　 ( By Karan Bhanot of the University of Texas )
	(27)　Pricing Credit Derivatives with Uncertain Default Probabilities 　　 ( By Vivien Brunel of Direction de la Recherche et de l’Innovation HSBC CCF )
	(28)　Valuing Credit Default Swaps I: No Counterparty Default Risk 　　 ( By John Hull of the University of Toronto and, Alan White of the University of Toronto )
	(29)　Contagion in Latin America: an Analysis of Credit Derivatives 　　 ( By Jessica Beattie of Duke University )
	(30)　The Valuation of Default-Triggered Credit Derivatives 　　 ( By Ren-Raw Chen of Rutgers University, and Ben J. Sopranzetti of Rutgers University )
	(31)　Optimal Shortfall Hedging of Credit Risk 　　 ( By Christopher M. J. Lotz of the Department of Statistics, University of Bonn )
	(32)　A Tree Implementation of a Credit Spread Model for Credit Derivatives 　　 ( By Philipp J. Schonbucher of the Department of Statistics, Bonn University, Bonn University )
	(33)　Default Implied Volatility for Credit Spread 　　 ( By C. K. Zheng of Morgan Stanley Dean Witter )
	(34)　A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives 　　 ( By Sanjiv Ranjan Das of Harvard University, Rangarajan K. Sundaram of New York University )
	(35)　A Note on the Pricing of Default Swaps 　　 ( By Louis Scott of Morgan Stanley & Co. Incorporated )
	(36)　Pricing Credit Risk Derivatives 　　 ( By Philipp J. Schonbucher of the London School of Economics )
	(37)　First-to-Default Valuation 　　 ( By Darrell Duffie of the Universite de Paris, Dauphine, and Stanford University )
	(38)　Credit Derivatives in Banking: Useful Tools for Loan Risk Management? 　　 ( By Gregory R. Duffee of the University of California at Berkeley, and Chunsheng Zhou of University of California at Riverside )
	(39)　Credit Derivatives: New Financial Instruments for Controlling Credit Riskn 　　 ( By Robert S. Neal of the Federal Reserve Bank of Kansas City )