Credit Risk: Modeling, Valuation and Hedging

Counterparty Risk and Funding: A Tale of Two Puzzles

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Paris-Princeton Lectures on Mathematical Finance 2003

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003