Machine generated contents note: pt. I INTRODUCTION -- 1.Non-Technical Introduction / Gillian Tett -- 2.Technical Introduction / Alexander Lipton -- pt. II STATISTICAL OVERVIEW -- 3.Default Recovery Rates and LGD in Credit Risk Modelling and Practice / Edward I. Altman -- 4.A Guide to Modelling Credit Term Structures / Arthur M. Berd -- 5.Statistical Data Mining Procedures in Generalized Cox Regressions / Zhen Wei -- pt. III SINGLE AND MULTI-NAME THEORY -- 6.An Exposition of CDS Market Models / Lutz Schloegl -- 7.Single- and Multi-Name Credit Derivatives: Theory and Practice / David Shelton -- 8.Marshall-Olkin Copula-Based Models / Youssef Elouerkhaoui -- 9.Contagion Models in Credit Risk / Mark H. A. Davis -- 10.Markov Chain Models of Portfolio Credit Risk / Alexander Herbertsson -- 11.Counterparty Risk in Credit Derivative Contracts / Jon Gregory -- 12.Credit Value Adjustment in the Extended Structural Default Model / Artur Sepp -- pt. IV BEYOND NORMALITY --

Contents note continued: 13.A New Philosophy of the Market / Elie Ayache -- 14.An EVT primer for credit risk / Paul Embrechts -- 15.Saddlepoint Methods in Portfolio Theory / Richard J. Martin -- pt. V SECURITIZATION -- 16.Quantitative Aspects of the Collapse of the Parallel Banking System / Alexander Batchvarov -- 17.Home Price Derivatives and Modelling / Alexander Levin -- 18.A Valuation Model for ABS CDOs / Alexander Lipton.