Authors	Title of Paper	Affiliations
Zhen Wei	Data Mining Procedures in Generalized	Department of Statistics, Stanford Univresity
	Cox Regressions	Sequoia Hall, 390 Serra Mall, Stanford, CA 94305
Daniel Totouom and Margaret Armstrong	Dynamic Copula Processes: A New Way	BNPParibas
	of Modelling CDO Tranches	CERNA, Ecole des Mines de Paris
Jean-Pierre Fouque and Xianwen Zhou	Perturbed Gaussian Copula	1. Department of Statistics and Applied Probability
		University of California, Santa Barbara, CA 93106-3110
		2. Financial Engineering Group, RBS Greenwich Capital
		Greenwich, CT 06830
A. Lopatin and T. Misirpashaev	Two-Dimensional Markovian Model for	1. NumeriX LLC, 4320 Winfield Rd. Suite 200
	Dynamics of Adequate Credit Loss	Warrenville, IL 60555
		2. Same as for 1.
Lijuan Cao	An Empirical Study of Pricing and Hedging	1. Financial Studies of Fudan University
Zhang Jingqing	Collateralized Debt Obligation (CDO)	HanDan Road, ShangHai, P.R. China
Lim Kian Guan		2. Financial Studies of Fudan University
Zhonghui Zhao		HanDan Road, ShangHai, P.R. China
		3. Department of Business, Singapore Management Univ.
		469 Bukit Timah Road, Singapore, 259756
		4. Department of Finance of Fudan University
		HanDan Road, ShangHai, P.R. China, 200433
Kanak Patel	The Determinants of Default Correlations	1. University of Cambridge, Department of Land Economy
Ricardo Pereira		19 Silver Street, Campbridge, CB3 9EP UK
		2. Same as address for 1.
Wenbo Hu and Alec N. Kercheval	The Skewed t Distribution for Portfolio	1. Bell Trading
	Credit Risk	2. Department of Mathematics, Florida State Univ.
		Tallahassee, FL 32306-4510
Jingyi Zhu	Jump Diffusion in Credit Modeling: A Partial	Department of Mathematics
	Integro-differential Equation Approach	University of Utah
		Salt Lake City, Utah 84112
Knut Solna	TBA	Department of Mathematics,103 MST Building
		University of California at Irvine
		Irvine, CA 92697-3875
Bjorn Flesaker	TBA