I've ordered these from Amazon
- Credit Derivatives: Life after Copulas
http://www.amazon.co.uk/exec/obidos/ASIN/9812709495
- Credit Derivative Strategies: New Thinking on Managing Risk and Return
http://www.amazon.co.uk/exec/obidos/ASIN/1576601870
In the meantime I am rereading Tavokalis' Collateralized Debt Obligations and Structured Finance
http://www.amazon.co.uk/Collateralized-Debt-Obligations-Structured-Finance/dp/0471462209/ref=sr_1_2?ie=UTF8&s=books&qid=1204044324&sr=1-2
- the recent subprime events make it worth a revisit!