New book - Credit Risk Frontiers

Credit Risk Frontiers is now available on Amazon.  The full title is Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity, edited by Tomasz Bielecki, Damiano Brigo, and Frederic Patras.  I wrote two chapters for the book:

   Counterparty Valuation Adjustments
 
and

   Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis

If you are interested, please pick up a copy and write a nice review!  Thanks.

For reference, here's the table of contents:

Foreword (Greg M.Gupton).
Introduction (Tomasz R. Bielecki, DamianoBrigo, and Frederic Patras).
PART I: EXPERT VIEWS.
CHAPTER 1: Origins of the Crisis and Suggestions for Further Research (Jean-Pierre Lardy).
CHAPTER 2: Quantitative Finance: Friend or Foe? (Benjamin Herzog and Julien Turc).
PART II: CREDIT DERIVATIVES: METHODS.
CHAPTER 3: An Introduction to Multiname Modeling in Credit Risk (Aurelien Alfonsi).
CHAPTER 4: A Simple Dynamic Model for Pricing and Hedging Heterogeneous CDOs (Andrei V. Lopatin).
CHAPTER 5: Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach (Igor Halperin).
CHAPTER 6: Dynamic Hedging of Synthetic CDO Tranches: Bridging the Gap between Theory and Practice (Areski Cousin and Jean-Paul Laurent).
CHAPTER 7: Filtering and Incomplete Information in Credit Risk (Rudiger Frey and Thorsten Schmidt).
CHAPTER 8: Options on Credit Default Swaps and Credit Default Indexes (Marek Rutkowski).
PART III: CREDIT DERIVATIVES: PRODUCTS.
CHAPTER 9: Valuation of Structured Finance Products with Implied FactorModels (Jovan Nedeljkovic, Dan Rosen, and David Saunders).
CHAPTER 10: Toward Market-Implied Valuations of Cash-Flow CLO Structures (Philippos Papadopoulos).
CHAPTER 11: Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis (Harvey J. Stein, Alexander L. Belikoff, Kirill Levin, and Xusheng Tian).
PART IV: COUNTERPARTY RISK PRICING AND CREDIT VALUATION ADJUSTMENT.
CHAPTER 12: CVA Computation for Counterparty Risk Assessment in Credit Portfolios (Samson Assefa, Tomasz R. Bielecki, Stephane Crepey, and Monique Jeanblanc).
CHAPTER 13: Structural Counterparty Risk Valuation for Credit Default Swaps (Christophette Blanchet-Scalliet and Frederic Patras).
CHAPTER 14: Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk (Damiano Brigo, Massimo Morini, and Marco Tarenghi).
CHAPTER 15: Counterparty Valuation Adjustments (Harvey J. Stein and Kin Pong Lee).
CHAPTER 16: Counterparty Risk Management and Valuation (Michael Pykhtin).
PART V: EQUITY TO CREDIT.
CHAPTER 17: Pricing and Hedging with Equity-Credit Models (Benjamin Herzog and Julien Turc).
CHAPTER 18: Unified Credit-Equity Modeling (Vadim Linetsky and Rafael Mendoza-Arriaga).
PART VI: MISCELLANEA: LIQUIDITY, RATINGS, RISK CONTRIBUTIONS, AND SIMULATION.
CHAPTER 19: Liquidity Modeling for Credit Default Swaps: An Overview (Damiano Brigo, Mirela Predescu, and Agostino Capponi).
CHAPTER 20: Stressing Rating Criteria Allowing for Default Clustering: The CPDO Case (RobertoTorresetti and Andrea Pallavicini).
CHAPTER 21: Interacting Path Systems for Credit Risk (Pierre Del Moral and Frederic Patras).
CHAPTER 22: Credit Risk Contributions (Dan Rosen and David Saunders).
Conclusion (Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras).
Further Reading.
About the Contributors.
Index.