Counterparty risk
- Practical Applications of Forgive, or Award Your Debtor? A Barrier Option ApproachDavid Sun and Chun-Da ChenPractical Applications July 2019, 7 (1) 1-5; DOI: https://doi.org/10.3905/pa.7.1.326
- Price Transparency in the U.S. Corporate Bond MarketsJerry H TempelmanThe Journal of Portfolio Management April 2009, 35 (3) 27-33; DOI: https://doi.org/10.3905/JPM.2009.35.3.027
- Risk InversePeter L BernsteinThe Journal of Portfolio Management April 2009, 35 (3) 1; DOI: https://doi.org/10.3905/JPM.2009.35.3.001
- Alpha-Beta Recombination:Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?Brian Upbin, Vadim Konstantinovsky and Bruce D PhelpsThe Journal of Portfolio Management January 2009, 35 (2) 80-101; DOI: https://doi.org/10.3905/JPM.2009.35.2.080
- European Market Quality Pre-/Post-MiFID: A Panel Discussion of Metrics for Market Integrity and EfficiencyHarris Frederick H. deB and Elisa Maree DiMarcoThe Journal of Trading September 2012, 7 (4) 7-26; DOI: https://doi.org/10.3905/jot.2012.7.4.007
- Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVASamim Ghamami and Lisa R. GoldbergThe Journal of Derivatives February 2014, 21 (3) 24-35; DOI: https://doi.org/10.3905/jod.2014.21.3.024
- CCPs: Their Risks, and How They Can Be ReducedJohn HullThe Journal of Derivatives August 2012, 20 (1) 26-29; DOI: https://doi.org/10.3905/jod.2012.20.1.026
- Editor's LetterPeter L. BernsteinThe Journal of Portfolio Management January 2008, 34 (2) 11; DOI: https://doi.org/10.3905/jpm.2008.701626
- An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way RiskTim XiaoThe Journal of Fixed Income June 2015, 25 (1) 84-95; DOI: https://doi.org/10.3905/jfi.2015.25.1.084
- Counterparty Credit Risk in the Municipal Bond MarketSan-Lin Chung, Chen-Wei Kao, Chunchi Wu and Chung-Ying YehThe Journal of Fixed Income June 2015, 25 (1) 7-33; DOI: https://doi.org/10.3905/jfi.2015.25.1.007
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