Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph - 2010 - Second edition.
chapter 1 The Basics of Credit Risk Management -- chapter 2 Modeling Correlated Defaults -- chapter 3 Asset Value Models -- chapter 4 The CreditRisk+ Model -- chapter 5 Risk Measures and Capital Allocation -- chapter 6 Term Structure of Default Probability -- chapter 7 Credit Derivatives --...