Counterparty Risk and the Impact of Collateralization in CDS Contracts

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

Counterparty Risk Valuation: A Marked Branching Diffusion Approach

Coupled Oscillator Model of the Business Cycle with Fluctuating Goods Markets

Coupling Index and Stocks

Cousins VRI standard stars in the M 67 dipper asterism

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

Credit contagion and risk management with multiple non-ordered defaults

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 Default Swaps Liquidity modeling: A survey

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

Credit derivatives: instruments of hedging and factors of instability. The example of ?Credit Default Swaps? on French reference entities

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

Credit risk - A structural model with jumps and correlations

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