Credit risk modeling using Excel and VBA / Löffler, Gunter (Gunter Johannes)

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and

Credit risk modeling using Excel and VBA with DVD / Loffler, Gunter (Gunter Johannes)

Counterparty credit risk : the new challenge for global financial markets / Gregory, Jon, 1971-

CDS delivery option : better pricing of credit default swaps / Boberski, David.

Credit derivative strategies : new thinking on managing risk and return / Douglas, Rohan.

Market for Credit Derivatives -- Credit Default Swap -- Total Return Swap -- Asset Swap -- Collateralized

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Credit ratings -- Mathematical models.