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Counterparty risk

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  • Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives May 2017, 24 (4) 1-2; DOI: https://doi.org/10.3905/jod.2017.24.4.001
  • Vulnerable Exotic Derivatives
    Marcos Escobar, Mirco Mahlstedt, Sven Panz and Rudi Zagst
    The Journal of Derivatives February 2017, 24 (3) 84-102; DOI: https://doi.org/10.3905/jod.2017.24.3.084
  • Internal Valuation of Assets with Liquidity Risk
    Bert-Jan Nauta
    The Journal of Derivatives February 2017, 24 (3) 70-83; DOI: https://doi.org/10.3905/jod.2017.24.3.070
  • A Simple Model of Correlated Defaults with Application to Repo Portfolios
    Dariusz Gatarek and Juliusz Jabłecki
    The Journal of Derivatives November 2015, 23 (2) 8-23; DOI: https://doi.org/10.3905/jod.2015.23.2.008
  • Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA
    Samim Ghamami and Lisa R. Goldberg
    The Journal of Derivatives February 2014, 21 (3) 24-35; DOI: https://doi.org/10.3905/jod.2014.21.3.024
  • Counterparty Credit Risk and American
    Options
    Peter Klein and Jun Yang
    The Journal of Derivatives May 2013, 20 (4) 7-21; DOI: https://doi.org/10.3905/jod.2013.20.4.007
  • Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives May 2013, 20 (4) 1-2; DOI: https://doi.org/10.3905/jod.2013.20.4.001
  • CCPs: Their Risks, and How They Can Be Reduced
    John Hull
    The Journal of Derivatives August 2012, 20 (1) 26-29; DOI: https://doi.org/10.3905/jod.2012.20.1.026
  • Structural Default Modeling: A Lattice-Based Approach
    George M. Jabbour, Marat V. Kramin and Stephen D. Young
    The Journal of Derivatives May 2010, 17 (4) 44-53; DOI: https://doi.org/10.3905/jod.2010.17.4.044
  • Price Transparency in the U.S. Corporate Bond Markets
    Jerry H Tempelman
    The Journal of Portfolio Management April 2009, 35 (3) 27-33; DOI: https://doi.org/10.3905/JPM.2009.35.3.027

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