## Survey Articles

Comment on "Risk Topography," by Brunnermeier, Gorton, and Krishnamurthy, in *NBER Macroeconomics Annual 2011*, edited by Daron Acemoglu and Michael Woodford. Chicago: University of Chicago Press, 2012, pp. 177-183.

"Policy Issues Facing the Market for Credit Derivatives" in *The Road Ahead for the Fed*, edited by John D. Ciorciari and John B. Taylor, Hoover Institution Press, 2009.

"A Review of 'Stochastic Calculus for Finance" by Steven E. Shreve, *Bulletin of the American Mathematical Society *2009, Volume 46: 165-174.

"Credit Risk Modeling with Affine Processes,'' Cattedra Galileana Lectures, Scuola Normale, Pisa, April, 2002, *Journal of Banking and Finance *2005, Volume 29: 2751-2802.

"Black, Merton, and Scholes - Their Central Contributions to Economics," *Scandinavian Journal of Economics *1998, Volume 100: 411-424, reprinted in *The Legacy of Fischer Black*, edited by Bruce Lehman, (New York: Oxford) 2005. The publication is available at www.onlinelibrary.wiley.com.

"Credit Risk for OTC Derivatives Portfolios: Exposure and Valuation" (with Eduardo Canabarro), in *ALM of Financial Institutions*, edited by Leo Tilman, Institutional Investor Books, 2004.

"Intertemporal Asset Pricing Theory" in *Handbook of The Economics of Finance, Volume 1 Part 2, Financial Markets and Asset Pricing*, 2003, edited by George Constantinides, Milton Harris, and Rene Stulz, Amsterdam: Elsevier North-Holland, Chapter 11: 639-742.

"An Overview of Value at Risk'' with Jun Pan, *Journal of Derivatives *1997, Volume 4: 7-49, reprinted in *Options Markets, *edited by G. Constantinides and A. G. Malliaris, London: Edward Elgar, 2000.

"Incomplete Security Markets with Infinitely Many States: An Introduction,'' *Journal of Mathematical Economics *1996, Volume 26: 1-8.

"Financial Market Innovation and Security Design'' (with Rohit Rahi), *Journal of Economic Theory *1995, Volume 65: 1-42.

"Multi-Factor Term Structure Models" (with Rui Kan), *Philosophical Transactions of The Royal Society, Series A*, Volume 347: 577-586, reprinted in *Mathemtical Models in Finance*, Chapman and Hall, 1995.

"Martingales, Arbitrage, and Portfolio Choice,'' *Proceedings of The European Congress of Mathematics, Volume II, Invited Lectures,* edited by A. Joeseph and R. Rentschler, Boston: Birkhäuser Press, 1994, pages 3-21.

"Debt Management and Interest Rate Risk,'' *Risk Management: Challenges and Solutions*, edited by W. Beaver and G. Parker, McGraw-Hill Publishing Company, 1994.

"Asset Pricing in Incomplete Markets", *Hitotsubashi Journal of Economics* 1993, Volume 34, Special Issue: pp. 139-148.

"Spanning in Security Markets,'' *The New Palgrave Dictionary of Money and Finance*, edited by P. Newman, M. Milgate, and J. Eatwell, London: The Macmillan Press, 1992.

"The Modigliani-Miller Theorem,'' *The New Palgrave Dictionary of Money and Finance*, edited by P. Newman, M. Milgate, and J. Eatwell, London: The Macmillan Press, 1992.

"The Nature of Incomplete Security Markets,'' *Advances in Economic Theory, Volume 2*, edited by Jean-Jacques Laffont, Cambridge University Press (1992), 214-262.

"Intertemporal General Equilibrium: Comment,'' *Value and Capital, Fifty Years Later*, edited by Lionel McKenzie and Stefano Zamagni, London: Macmillan (1991), 461-468.

"The Theory of Value in Security Markets," *The Handbook of Mathematical Economics *1991, Volume IV, Chapter 31, 1615-1682, edited by Werner Hildenbrand and Hugo Sonnenschein, North-Holland.

" 'The New Palgrave: Finance,' A Review,'' *Journal of Monetary Economics *1990, Volume 25: 477-480.

" 'Frontiers of Modern Financial Theory, Volume 1, Theory of Valuation,' A Review,'' *Review of Financial Studies *1989, Volume 2: 267-272.