Just a personal bookmark, the guide is from 2003. The 60 page PDF had been hosted at InvestingInBonds.com but that link has rotted so here is a 2005 capture by the Internet Archive.
...Credit Derivatives Modelling
Single credit modelling 31
Modelling default correlation 33
Valuation of correlation products 39
Estimating the dependency structure 43
Modelling credit options 47
Modelling hybrids 51
On September 5, 2008 we posted "Meltdown"-Société Générale" which linked to Albert Edwards' research note of a couple days earlier:
***Alert****Economic and equity market meltdown imminent****Alert***
A good call.
On September 7, 2008 Fannie Mae and Freddie Mac were placed into conservatorship.
On September 14, 2008 Merrill Lynch agreed to be acquired by Bank of America to avoid a Reg. T shut-down when markets re-opened.
On September 15 Lehman filed their bankruptcy petition.
On September 16 AIG became a 79.9% subsidiary of the U.S. Treasury.
Within 10 more days the Nation's largest thrift, WaMu was seized and five days later Wachovia gobbled up.
Good times, good times.
