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| The Joint Estimation of Term Structures and Credit Spreads Presentation of a new model to price the default-free and the credit default term structure. | |
| Modeling Default Risk Process for measuring, analyzing and managing default risk. Provided by KMV. | ||
| Credit Default Swap An article that applies risk-neutral pricing theory to the fair-value analysis of credit default swaps. | ||
| Credit Linked Notes Description and definition of credit linked notes, including a sample term sheet, by Lehman Brothers. | ||
| Credit Derivatives Primer Brief overview of the types of credit derivative products, by Vinod Kothari. | ||
| Valuation Models for Default-Risky Securities Overview of valuation models for pricing securities with a default risk component. | ||
| Characterizing Credit Spreads Analysis of the credit spread term structure. | ||
| ISDA's Comments on the Bank of Ireland's Draft-Rules on Credit Derivatives Commentary that includes definitions and uses of credit derivatives. | ||
| Default Swap Description and example of a credit default swap by Lehman Brothers. | ||
| The Japanese Nonperforming Loan Problem: Securitization as a Solution A 1999 working paper by Kay Herr and Goe Miyazaki. | ||
| Credit Derivatives Move Beyond Plain Vanilla An introduction to advanced credit derivative products by Sunil K. Aggrawal. | ||
| Portfolio Credit Derivatives Definition and description of portfolio credit derivatives by Lehman Brothers. | ||
| CreditTrade Analysis Analysis section includes background information on credit default swaps, asset swaps and total return swaps. | ||
| Finpipe.com Basic definition of credit derivatives. | ||
| Pricing Credit Derivatives Method of pricing credit swaps through hedge replication strategies written by Richard Skora. | ||
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