Norbert Jobst & Arnaud de Servigny 
Handbook of Structured Finance, Chapter 4 
Modeling Credit Dependency

This chapter comes from the book The Handbook of Structured Finance, a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.