chapter 1 The Basics of Credit Risk Management -- chapter 2 Modeling Correlated Defaults -- chapter 3 Asset Value Models -- chapter 4 The CreditRisk+ Model -- chapter 5 Risk Measures and Capital Allocation -- chapter 6 Term Structure of Default Probability -- chapter 7 Credit Derivatives --...

chapter 1 Elements of Finance -- chapter 2 Binomial Models -- chapter 3 Diffusion Models -- chapter 4 Interest Rate Contracts -- chapter 5 Barrier Options -- chapter 6 Lookback Options -- chapter 7 American Options -- chapter 8 Contracts on Three or More Assets: Quantos, Rainbows and "Friends"...