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T3. MODELS OF CREDIT RISK AND OTHER RISKS
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Fundamentals of Corporate Credit Analysis (Ganguin, Bilardello)
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Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (Saunders, Allen)
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Credit Risk Modeling using Excel and VBA (Loeffler, Posch)
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Credit Risk and Return Modeling: The Fixed Income Valuation Course (Nawalkha)
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An Introduction to Credit Risk Modeling (Bluhm, Overbeck, Wagner)
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The Credit Default Swap Basis (Choudhry)
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Recovery Risk: The Next Challenge in Credit Risk Management (Altman, Resti, Sironi)
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Credit Risk: Pricing, Measurement, and Management (Duffie, Singleton)
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CreditRisk+ in the Banking Industry (Gundlach, Lehrbass)
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Credit Ratings, Methodologies, Rationale and Default Risk (Ong)
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Managing Bank Risk: An Introduction to Broad-Base Credit Engineering (Glantz)
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Credit: The Complete Guide to Pricing, Hedging and Risk Management (Arvanitis, Gregory)
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The Handbook of Loan Syndications and Trading (Lsta, Sansone)
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Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings (Andritzky)
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Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (Matz, Neu)
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Credit Risk Models and the Basel Accords (Deventer, Imai)
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The Basel II Risk Parameters: Estimation, Validation, and Stress Testing (Engelmann, Rauhmeier)
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Understanding Credit Derivatives and Related Instruments (Bomfim)
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Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (Chacko, Sjöman, Motohashi, Dessain)
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Credit Derivatives and Structured Credit: A Guide for Investors (Bruyere, Cont, Copinot, Fery)
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T3. MODELS OF CREDIT RISK AND OTHER RISKS
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WELCOME & NEWS
T1. BASIC FIXED INCOME
T11. Basic Valuation, Term Structure, and Interest Rate Risk Measures
T12. Fixed Income Securities, Markets, and Institutions
T13. Central Banks, Monetary Policy, and Fixed Income Regulation
T19. Other Issues
Book Forums
Stigum's Money Market (Stigum, Crescenzi)
The Foreign Exchange and Money Markets Guide (Walmsley)
Interest Rate Risk Modeling: The Fixed Income Valuation Course (Nawalkha, Soto, Beliaeva)
Fixed Income Securities: Tools for Today’s Markets (Tuckman)
The Handbook of Fixed Income Securities (Fabozzi)
Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives (Questa)
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Martellini, Priaulet, Priaulet)
Interest Rate Risk Measurement and Management (Nawalkha, Chambers)
Handbook of Asset and Liability Management: From Models to Optimal Return Strategies (Adam)
Bank Asset & Liability Management: Strategy, Trading, Analysis (Choudhry)
The Eurodollar Futures and Options Handbook (Burghardt)
Inflation-Linked Products: A Guide for Investors and Asset and Liability Managers (Benaben)
The New Basel Capital Accord (Gup)
The Basel Handbook: A Guide for Financial Practitioners (Ong)
T2. MODELS OF INTEREST RATES
T21. Continuous-Time Mathematics and Martingale Valuation
T22. Short Rate Models for Valuation of Bonds and Basic Interest Rate Derivatives
T23. HJM, LIBOR, and Other Forward Rate Models for Valuation of Bonds and Basic Interest Rate Derivatives
T24. Valuation of Interest Rate Derivatives with Inflation, Multiple Currencies, and Complex Payoffs
T29. Other Issues
Book Forums
Interest Rate Models: An Introduction (Cairns)
Dynamic Term Structure Modeling: The Fixed Income Valuation Course (Nawalkha, Beliaeva, Soto)
Efficient Methods for Valuing Interest Rate Derivatives (Pelsser)
Interest-Rate Option Models (Rebonato)
Interest Rate Modelling (James, Webber)
Interest Rate Models - Theory and Practice, with Smile, Inflation, and Credit (Brigo, Mercurio)
Modelling Fixed Income Securities and Interest Rate Options (Jarrow)
Modern Pricing of Interest Rate Derivatives (Rebonato)
Robust Libor Modelling and Pricing of Derivative Products (Schoenmakers)
The Libor Market Model in Practice (Gatarek, Bachert, Maksymiuk)
Martingale Methods in Financial Modeling (Musiela, Rutkowski)
T3. MODELS OF CREDIT RISK AND OTHER RISKS
T31. Default Probability, Recovery Risk, Ratings, and Transition Matrices
T32. Models of Credit Risk for Valuing Default-Prone Bonds
T33. Valuation of Credit Derivatives
T39. Other Issues
Book Forums
Fundamentals of Corporate Credit Analysis (Ganguin, Bilardello)
Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (Saunders, Allen)
Credit Risk Modeling using Excel and VBA (Loeffler, Posch)
Credit Risk and Return Modeling: The Fixed Income Valuation Course (Nawalkha)
An Introduction to Credit Risk Modeling (Bluhm, Overbeck, Wagner)
The Credit Default Swap Basis (Choudhry)
Recovery Risk: The Next Challenge in Credit Risk Management (Altman, Resti, Sironi)
Credit Risk: Pricing, Measurement, and Management (Duffie, Singleton)
CreditRisk+ in the Banking Industry (Gundlach, Lehrbass)
Credit Ratings, Methodologies, Rationale and Default Risk (Ong)
Managing Bank Risk: An Introduction to Broad-Base Credit Engineering (Glantz)
Credit: The Complete Guide to Pricing, Hedging and Risk Management (Arvanitis, Gregory)
The Handbook of Loan Syndications and Trading (Lsta, Sansone)
Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings (Andritzky)
Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (Matz, Neu)
Credit Risk Models and the Basel Accords (Deventer, Imai)
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing (Engelmann, Rauhmeier)
Understanding Credit Derivatives and Related Instruments (Bomfim)
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (Chacko, Sjöman, Motohashi, Dessain)
Credit Derivatives and Structured Credit: A Guide for Investors (Bruyere, Cont, Copinot, Fery)
T4. FIXED INCOME STRUCTURED PRODUCTS
T41. Securitization and Special Purpose Vehicles (SPVs)
T42. Mortgage-Backed Securities and Collateralized Mortgage Obligations
T43. Asset-Backed Securities
T44. Collateralized Loan Obligations and Collateralized Debt Obligations (CDOs)
T49. Other Issues
Book Forums
Securitization: The Financial Instrument of the Future (Kothari)
The Structured Credit Handbook (Rajan, McDermott, Roy)
The Handbook of Structured Finance (Servigny, Jobst)
Introduction to Structured Finance (Fabozzi, Davis, Choudhry)
Structured Finance Modeling With Object-Oriented VBA (Tick)
Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide (Allman)
The Handbook of Mortgage-Backed Securities (Fabozzi)
Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities (Hayre)
Credit Derivatives: The Definitive Guide (Gregory)
Credit Derivatives CDOs & Structured Credit Products (Das)
Collateralized Debt Obligations: Structures and Analysis, (Lucas, Goodman, Fabozzi)
Global Securitisation and CDOs (Deacon)