Climbing Down from the Top: Single Name Dynamics in Credit Top Down Models

Closed form asymptotics for local volatility models

Collateralized CDS and Default Dependence

Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades

Conditional Density Models for Asset Pricing

Conservative delta hedging under transaction costs

Consistent Long-Term Yield Curve Prediction

Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model

Consistent price systems and face-lifting pricing under transaction costs

Consistent Valuation of Bespoke CDO Tranches

Constant Maturity Credit Default Swap Pricing with Market Models

Continuous time Ehrenfest process in term structure modelling

Continuously monitored barrier options under Markov processes

Controlled options: derivatives with added flexibility

Convergence of Heston to SVI

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