Impact of the first to default time on Bilateral CVA
Implied Correlation for Pricing multi-FX options
Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives
Implied Probability Measures of Volatility
Implied volatility explosions: European calls and implied volatilities close to expiry in exponential Lévy models
Implied volatility formula of European Power Option Pricing
Improved Frechet bounds and model-free pricing of multi-asset options
Indifference price with general semimartingales
Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance
Information Asymmetry in Pricing of Credit Derivatives
Information-Based Asset Pricing
Information-based models for finance and insurance
Insurance, Reinsurance and Dividend Payment
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR
Interest-Rate Modeling with Multiple Yield Curves
Introduction into "Local Correlation Modelling"