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 Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004 by Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Springer, (October 1, 2007), Paperback, 248 pages |  | Training Discounted for DefaultRisk.com visitors only:
 The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion by Philipp J. Schönbucher, WBS Training, August 2003, DVD / Interactive CD-ROM | Sponsor: Shop at Amazon.com and support DefaultRisk.com |


| | JEL Classification C69 "Other: Mathematical Methods and Programming"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C69 classification. (sorted by date) An Integrated Pricing Model for Defaultable Loans and Bonds by Mario Onorato of City University (London), and Edward I. Altman of New York University (532K PDF) – 21 pages -- March 2005 Optimal Credit Limit Management Under Different Information Regimes by Markus Leippold of the University of Zürich, Paolo Vanini of the Swiss Banking Institute, University of Zürich & Zürcher Kantonalbank, and Silvan Ebnoether of Zürcher Kantonalbank (466K PDF) -- 29 pages -- February 27, 2005 A Simple Model of Credit Contagion by Daniel Egloff of Zürcher Kantonalbank, Markus Leippold of the University of Zurich, and Paolo Vanini of the University of Southern Switzerland & Zürcher Kantonalbank (1,555K PDF) -- 51 pages -- February 18, 2004 Modeling Default Dependence with Threshold Models by Ludger Overbeck of Deutsche Bank AG, and Wolfgang Schmidt of Hochschule für Bankwirtschaft (229K PDF) -- 17 pages -- March 18, 2003
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