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An Introduction to Copulas -- 2nd Edition
An Introduction to Copulas - 2nd Ed.

by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages
Fitch Quantitative Financial Research (QFR)
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The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
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JEL Classification G30
"General: Corporate Finance and Governance"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G30 classification.     (sorted by date)

When Do Firms Default? A Study of the Default Boundary
by Sergei A. Davydenko of the London Business School
(475K PDF) -- 53 pages -- August 1, 2007

Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K.
by Sergei A. Davydenko of the University of Toronto, and
Julian R. Franks of the London Business School
(379K PDF) -- 49 pages -- June 2007

Better Predictions of Income Volatility Using a Structural Default Model
by Roger M. Stein of Moody's Investors Service, and
Felipe Jordăo of Moody's Investors Service
(787K PDF) -- 29 pages -- November 26, 2005

Accounting Fraud and the Pricing of Corporate Liabilities Structural Models with Garbling
by Angelo Baglioni of the Catholic University – Milan, and
Umberto Cherubini of the University of Bologna
(408K PDF) -- 33 pages -- February 2005

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