Paper makers: Trying to avoid the crunch
Paper companies' paper is in danger of being worth less than the paper it's printed on. But some companies are finding ways to survive

Tweaking Archimedes to find tail risk
Natalia Puzanova describes a new way of constructing hierarchical Archimedean copulas which ensures that sampling is straightforward and that tail risk is not underestimated

Calculating risk in real time
Luca Capriotti, Jacky Lee and Matthew Peacock describe a new technique that can hugely reduce the time taken to calculate credit risk in a Monte Carlo simulation

Investigating bubble trouble
Robert Jarrow and Philip Protter describe how a new way of looking at price bubbles gives insights into how some debt instruments fail to reflect the underlying values of their assets