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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,
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| | These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the E4 classification. (sorted by date) Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads
by Dan Covitz of the Federal Reserve Board, and
Chris Downing of the Rice University
(248K PDF) -- 42 pages -- October 2, 2002 The Dynamics of Corporate Credit Spreads
by Fred Joutz of George Washington University,
Sattar A. Mansi of Texas Tech University, and
William F. Maxwell of Texas Tech University
(133K PDF) -- 37 pages -- May 2001
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