"A Framework for the Analysis of Unevenly-Spaced Time Series Data," August 2012.

"Algorithms for Unevenly-Spaced Time Series: Moving Averages and Other Rolling Operators," April 2012. An implementation of the algorithms is available for the programming language C.

"A Note on Trend and Seasonality Estimation for Unevenly-Spaced Time Series," April 2012.

"Computational Techniques for basic Affine Models of Portfolio Credit Risk," 2009, Journal of Computational Finance 13, 63-97. An implementation is available in Matlab.

"Frailty Correlated Default" (with Darrell Duffie, Guillaume Horel and Leandro Saita), 2009, Journal of Finance 64, 2089-2123.

"Risk Premia in Structured Credit Derivatives," Working Paper, Stanford University, September 2007. The implementation is available in Matlab.

"A multivariate GARCH model with volatility spill-over and time-varying correlations," Working Paper, Stanford University, March 2006.

Swiss Finance Institute Outstanding Paper Award 2008 - Award for the paper "Frailty Correlated Default", Fall 2008.

Research assistant for BIS Working Paper on credit risk transfer.

Risk Magazine - An article about tail risk in the credit markets and connections with "Frailty Correlated Default", Summer 2008.

"Multi-Name Credit Derivatives Pricing and Risk Premia," Slides for Econ/Finance/Investment Science Colloquy, Stanford University, May 2007.

"Corporate Default Risk: Charter Communications" (with Darrell Duffie), Slides for GSB F320 Debt Markets, February 2007.