[1] "Pricing Derivatives of American and Game Type in Incomplete Markets", Masters Thesis, Vienna University of Technology, January 2003.

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

[3] "Frailty Correlated Default" (with Darrell Duffie, Guillaume Horel and Leandro Saita), Graduate School of Business, Stanford University, May 2006.

[4] "Computational Techniques for basic Affine Models of Portfolio Credit Risk", Working Paper, Stanford University, August 2007.

[5] "Risk Premia in Structured Credit Derivatives", Working Paper, Stanford University, September 2007.

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

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

[3] Structured Risk Premia v1.2 - Implementation for papers "Computational Techniques for basic Affine Models of Portfolio Credit Risk" and "Risk Premia in Structured Credit Derivatives." For instructions see readme.txt. Stanford University, August 2007.