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Top Ten Most Viewed Authors

Here I list the ten most popularly "viewed" authors.  I find these names by summing the "hits" to all the pages with papers that they authored.  Then, taking these ten names, I list each researcher with their two most popular papers.  Remember, this is an exhibition, not a competition.  Please...no wagering.  Updated April-1

1 Monique JEANBLANC:

• Reduced Form Modelling for Credit Risk

• Convertible Bonds in a Defaultable Diffusion Model

2 Darrell Duffie:

• Liquidation Risk

• Credit Risk Modeling with Affine Processes

3 John Hull:

• Dynamic Models of Portfolio Credit Risk: A simplified approach

• Valuing Credit Default Swaps I: No Counterparty Default Risk

4 Damiano Brigo:

• Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis

• Counterparty Risk and Contingent CDS Valuation Under Correlation Between Interest-Rates and Default

5 Alan White:

• Dynamic Models of Portfolio Credit Risk: A simplified approach

• Valuing Credit Default Swaps I: No Counterparty Default Risk

6 Kay Giesecke:

• Portfolio Credit: Top Down vs. Bottom Up Approaches

• Premia for Correlated Default Risk

7 Greg M. Gupton:

• CreditMetrics™ -- Technical Document

• Fitch Equity Implied Rating and Probability of Default Model

8 Robert A. Jarrow:

• Liquidity Risk and Arbitrage Pricing Theory

• Modeling the Recovery Rate in a Reduced Form Model

9 Edward I. Altman:

• Predicting Financial Distress of Companies: Revisiting the Z-Score and Zeta® Models

• Default Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated Review of the Literature and Empirical Evidence

10 Marek Rutkowski:

• Convertible Bonds in a Defaultable Diffusion Model

• Defaultable Options in a Markovian Intensity Model of Credit Risk

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Last modified: May 13, 2008