Cover -- Contents -- Foreword -- Introduction -- Part I: Expert Views -- Chapter 1 Origins of the Crisis and Suggestions for Further Research -- Chapter 2 Quantitative Finance: Friend or Foe? -- Part II: Credit Derivatives -- Chapter 3 An Introduction to Multiname Modeling in Credit Risk -- Chapter 4 A Simple Dynamic Model for Pricing and Hedging Heterogeneous Cdos -- Chapter 5 Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach -- Chapter 6 Dynamic Hedging of Synthetic Cdo Tranches: Bridging the Gap Between Theory and Practice -- Chapter 7 Filtering and Incomplete Information in Credit Risk -- Chapter 8 Options on Credit Default Swaps and Credit Default Indexes -- Part III: Credit Derivatives -- Chapter 9 Valuation of Structured Finance Products With Implied Factor Models -- Chapter 10 Toward Market-Implied Valuations of Cash-Flow Clo Structures -- Chapter 11 Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis -- Part IV: Counterparty Risk Pricing And Credit Valuation Adjustment -- Chapter 12 Cva Computation for Counterparty Risk Assessment in Credit Portfolios -- Chapter 13 Structural Counterparty Risk Valuation for Credit Default Swaps -- Chapter 14 Credit Calibration With Structural Models and Equity Return Swap Valuation Under Counterparty Risk -- Chapter 15 Counterparty Valuation Adjustments -- Chapter 16 Counterparty Risk Management and Valuation -- Part V: Equity To Credit -- Chapter 17 Pricing and Hedging With Equity-Credit Models -- Chapter 18 Unified Credit-Equity Modeling -- Part VI: Miscellanea -- Chapter 19 Liquidity Modeling for Credit Default Swaps: An Overview -- Chapter 20 Stressing Rating Criteria Allowing for Default Clustering: The Cpdo Case -- Chapter 21 Interacting Path Systems for Credit Risk -- Chapter 22 Credit Risk Contributions -- Conclusion -- Further Reading -- About the Contributors -- Index
