? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by … innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances … in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post …

. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings …, risk contributions, and simulation. …

In "Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model", the authors introduced a Markov copula model of … portfolio credit risk where pricing and hedging can be done in a sound theoretical and practical way. Further theoretical … backgrounds and practical details are developed in "A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula …