Counterparty risk
- Editor’s LetterStephen FiglewskiThe Journal of Derivatives May 2017, 24 (4) 1-2; DOI: https://doi.org/10.3905/jod.2017.24.4.001
- Vulnerable Exotic DerivativesMarcos Escobar, Mirco Mahlstedt, Sven Panz and Rudi ZagstThe 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 RiskBert-Jan NautaThe 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 PortfoliosDariusz Gatarek and Juliusz JabłeckiThe 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 CVASamim Ghamami and Lisa R. GoldbergThe 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
OptionsPeter Klein and Jun YangThe Journal of Derivatives May 2013, 20 (4) 7-21; DOI: https://doi.org/10.3905/jod.2013.20.4.007 - Editor’s LetterStephen FiglewskiThe 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 ReducedJohn HullThe 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 ApproachGeorge M. Jabbour, Marat V. Kramin and Stephen D. YoungThe 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 MarketsJerry H TempelmanThe 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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