Survey Articles and Other Publications

`` `Frontiers of Modern Financial Theory, Volume 1, Theory of Valuation,' A Review,'' Review of Financial Studies, Vol. 2 (1989), pp. 267-272.

`` `The New Palgrave: Finance,' A Review,'' Journal of Monetary Economics, Vol. 25 (1990), 477-480.

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

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

``Spanning in Security Markets'' and ``The Modigliani-Miller Theorem,'' The New Palgrave Dictionary of Money and Finance, (1992) edited by P. Newman, M. Milgate, and J. Eatwell, London: The Macmillan Press.

``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.

``Multi-Factor Interest Rate Models,'' with Rui Kan, Philosophical Transactions of The Royal Society, Series A, Volume 347, pp. 577-586, reprinted in Mathemtical Models in Finance, Chapman and Hall, 1995.

``Debt Management and Interest Rate Risk,'' Risk Management: Challenges and Solutions, ed. W. Beaver and G. Parker, McGraw-Hill Publishing Company, 1994.

``Incomplete Security Markets with Infinitely Many States: An Introduction'', Journal of Mathematical Economics, vol 26 (1996), 1-8.

``The Theory of Value in Security Markets,'' The Handbook of Mathematical Economics, volume IV, Chapter 31, edited by Werner Hildenbrand and Hugo Sonnenschein, North-Holland (1991), 1615-1682.

``Financial Market Innovation and Security Design'' (with Rohit Rahi), Journal of Economic Theory, vol. 65 (1995), pp. 1-42.

"Black, Merton, and Scholes - Their Central Contributions to Economics," Scandinavian Journal of Economics, Vol. 100 (1998), pp. 411-424, reprinted in {\it The Legacy of Fischer Black}, edited by Bruce Lehman, (New York: Oxford) 2005.

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

``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.

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

A Review of 'Stochastic Calculus for Finance' by Steven E. Shreve, forthcoming, Bulletin of the American Mathematical Society, (2008).

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.

The Failure Mechanics of Dealer Banks, Working Paper, Graduate School of Business, Stanford University, July 2009, forthcoming, Journal of Economic Perspectives.