Dam Rain and Cumulative Gain

Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions

De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process

Dealing with the Inventory Risk. A solution to the market making problem

Default and Systemic Risk in Equilibrium

Default Clustering in Large Portfolios: Typical Events

Default correlation, cluster dynamics and single names: The GPCL dynamical loss model

Default risk modeling beyond the first-passage approximation: Position-dependent killing

Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model

Default Swap Games Driven by Spectrally Negative Levy Processes

Defaultable Bonds via HKA

Defaultable bonds with an infinite number of Levy factors

Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures

Defining, Estimating and Using Credit Term Structures. Part 3: Consistent CDS-Bond Basis

Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Demand forecasting for companies with many branches, low sales numbers per product, and non-recurring orderings

Denoising Surprises in Option Pricing

Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility

Dependence of defaults and recoveries in structural credit risk models