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preface
part i. structural approach
1.  introduction to credit risk
     1.1  corporate bonds
          1.1.1  recovery rules
          1.1.2  safety covenants
          1.1.3  credit spreads
          1.1.4  credit p~tings
          1.1.5  corporate coupon bonds
          1.1.6  fixed and floating p~te notes
          1.1.7  bank loans and sovereign debt
          1.1.8  cross default
          1.1.9  default correlations
     1.2  vulnerable claims
          1.2.1  vulnerable claims with unilateral default risk...
          1.2.2  vulnerable claims with bilateral default risk
          1.2.3  defaultable interest rate contrazts
     1.3  credit derivatives
          1.3.1  default swaps and options
          1.3.2  total rate of return swaps
          1.3.3  credit linked notes
          1.3.4  asset swaps
          1.3.5  first-to-default contracts
          1.3.6  credit sprea swaps and options
     1.4  quantitative models of creditrisk
          1.4.1  structural models
          1.4.2  reduced-form models
          1.4.3  credit risk management
           1.4.4liquidity risk
          1.4.5  econometric studies
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