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本附件包括：

• Abid and Naifar-Copula Based Simulation Procedures for Pricing Basket Credit Derivatives-University of Sfax-200703.pdf
• Alabanese and Vidler-a Structural Model for Credit Equity Derivatives and Bespoke CDOs-20070301.pdf
• Albanese and Vidler-Dynamic Conditioning and Credit Correlation Baskets-20080325.pdf
• Albrecher et al-a Generic One Factor Levy Model for Pricing Synthetic CDOs.pdf
• Antonov et al-Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures-NumeriX-20050523.pdf
• CDO Squared a Closer Look at Correlation-Fitch Ratings-20040202.pdf
• Claudio Ferrarese-a Comparative Analysis of Correlation Skew Modeling Techniques for CDO Index Tranches-MPRA-20060908.pdf
• Collateralized Debt Obligation Supplement-Total Securitization-2007.pdf
• Crane and van der Hoek-Using Distortions of Copulas for CDOs-University of Adelaide.pdf
• First Generation CPDO Case Study on Performance and Ratings-Derivative Fitch-20070418.pdf
• Garcia et al-Levy Base Correlation-20070904.pdf
• Hisakado et al-Correlated Binomial Models and Correlation Structures-20071009.pdf
• Hofert and Scherer-CDO Pricing with Nested Archimedean Copulas-Universitat ULM-200803.pdf
• Hull and White-Forwards and European Options on CDO Tranches-University of Toronto-200703.pdf
• Hull and White-Valuation of a CDO and an n to Default CDS Without MC Sim -University of Toront, 200409.pdf