Convex order properties of discrete realized variance and applications to variance options

Convex risk measures for good deal bounds

Correlation breakdown, copula credit default models and arbitrage

Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending

Counterparty risk valuation for CDS

Counterparty risk valuation for Energy-Commodities swaps: Impact of volatilities and correlation

Coupling Index and Stocks

Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk

Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model

Credit Default Swap Calibration and Equity Swap Valuation under Counterparty Risk with a Tractable Structural Model

Credit derivatives pricing with default density term structure modelled by Lévy random fields

Credit models and the crisis, or: how I learned to stop worrying and love the CDOs

Credit risk modeling using time-changed Brownian motion

Credit risk premia and quadratic BSDEs with a single jump

Credit Risk, Market Sentiment and Randomly-Timed Default

Critical Analysis of the Binomial-Tree approach to Convertible Bonds in the framework of Tsiveriotis-Fernandes model

Cumulant Expansion and Monthly Sum Derivative