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85D576B4EAF19301D6F0DD11AE4168363E2E4CF8
infohash:
498
文件数量
392.9 MB
文件大小
2015-10-15 10:20
创建日期
2025-1-21 20:19
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Books
[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf 308.81 KB
[Bank of America] An Introduction to Agency MBS Derivatives.pdf 784.97 KB
[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf 138.25 KB
[Bank of America] Fixed-Rate IO Mortgages.pdf 160.65 KB
[Bank of America] Guide to Credit Default Swaptions.pdf 452.54 KB
[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf 332.69 KB
[Bank of America] Introduction to Agency CMO Structures.pdf 655.92 KB
[Bank of America] Introduction to Cross Currency Swaps.pdf 105.45 KB
[Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf 26.72 KB
[Bank of America] Outlook for the RMBS Market in 2007.pdf 1.04 MB
[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf 383.61 KB
[Bank of America] Pricing Mortgage-back Securities.pdf 656.67 KB
[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf 414.01 KB
[Bank of America] The Agency ARM MBS Sector.pdf 407.66 KB
[Bank of America] Trust IO-PO Market.pdf 369.63 KB
[Bank of America] Understanding Mortgage Dollar Rolls.pdf 490.24 KB
[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf 489.63 KB
[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf 442.15 KB
[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf 847.55 KB
[Barclays] CDS Curve Trading Handbook 2008.pdf 3.16 MB
[Barclays] Convertible Bonds - A Technical Introduction.pdf 668.87 KB
[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf 734.18 KB
[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf 965.28 KB
[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf 583.97 KB
[Barclays] Forward Starting Equity.pdf 192.8 KB
[Barclays] Global Inflation-Linked Products - A User's Guide.pdf 1.26 MB
[Barclays] Inflation Derivatives - A User's Guide.pdf 1.47 MB
[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf 590.81 KB
[Barra] Global Equity - Risk Model Handbook.pdf 1.22 MB
[Barra] Single Country Equity - Risk Model Handbook.pdf 433.41 KB
[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf 949.71 KB
[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf 1.07 MB
[Bear Stearns] Introduction to Asset-Backed CDS.pdf 1.4 MB
[Bear Stearns] RMBS Residuals - A Primer.pdf 310.84 KB
[Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf 41.28 KB
[Bear Stearns] The Outlook for Fixed Income 2007.pdf 233.37 KB
[Bear Stearns] Understanding CMO Toggle Floaters.pdf 96.47 KB
[Bear Stearns] Variance Swaps - An Introduction.pdf 127.67 KB
[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf 432.52 KB
[Bloomberg Magazine, Carr] The Innovator.pdf 715.32 KB
[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf 308.83 KB
[Bloomberg, Baver] Variance Gamma Option Model.pdf 187.75 KB
[Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf 191.71 KB
[Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf 184.07 KB
[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf 256.65 KB
[Bloomberg, Konikov] Basket Default Swaps.pdf 1.02 MB
[Bloomberg, Stein] FX Market Behavior and Valuation.pdf 351.95 KB
[Bloomberg, Stein] Mortgage Backed Valuation.pdf 1.9 MB
[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf 686.92 KB
[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf 200.96 KB
[BNP Paribas] Index Variance Arbitrage.pdf 527.21 KB
[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf 381.53 KB
[BNP Paribas] Quantitative Option Strategy.pdf 155.49 KB
[BNP Paribas] Smile Trading.pdf 221.64 KB
[BNP Paribas] Structured Retail Products.pdf 918.49 KB
[BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf 150.31 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf 328.36 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf 414.89 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf 497.74 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf 549.91 KB
[BNP Paribas] US Index Option Strategies.pdf 504.91 KB
[BNP Paribas] Volatility Investing Handbook.pdf 701.91 KB
[BNP Paribas] What Future for Dividends in Europe.pdf 132.3 KB
[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf 697.95 KB
[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf 385.41 KB
[Borak] FFT Based Option Pricing.pdf 367.76 KB
[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf 179.82 KB
[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf 2.02 MB
[Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures-1.pdf 291.36 KB
[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf 291.36 KB
[Carr Futures, Panos] Trading the Unemployment Report.pdf 198.55 KB
[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf 710.12 KB
[CBOT] CBOT Soybean Crush Reference Guide.pdf 387.66 KB
[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf 367.63 KB
[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf 27.12 KB
[CFA Institute] Global Investment Performance Standards (GIPS).pdf 783.59 KB
[Chris] Market Risk for Volatility and Variance Swaps.pdf 161.11 KB
[Citibank] A General Review of CDO Valuation Methods.pdf 341.32 KB
[Citibank] Convertible Bonds - A Guide.pdf 536.57 KB
[Citibank] Correlation Trading Strategies.pdf 216.31 KB
[Citibank] CPDOs - The New Best Seller.pdf 504.8 KB
[Citibank] Guide to Mortgage-Back Securities.pdf 1009.13 KB
[Citibank] Index-Linked Investment Products.pdf 178.34 KB
[Citibank] Interest Rates Workbook.pdf 1.89 MB
[Citibank] Introducing the Experimental Prepayment Model.pdf 773.45 KB
[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf 1.44 MB
[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf 1.54 MB
[Citibank] Latin America Training and Development Center - Basic Treasury.pdf 1.09 MB
[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf 1.74 MB
[Citibank] Latin America Training and Development Center - Debt Financing.pdf 957.92 KB
[Citibank] Latin America Training and Development Center - Equity Financing.pdf 690.29 KB
[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf 1.59 MB
[Citibank] Latin America Training and Development Center - Futures.pdf 1.78 MB
[Citibank] Latin America Training and Development Center - Interest Rates.pdf 1011.79 KB
[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf 935.2 KB
[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf 206.73 KB
[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf 130.26 KB
[Citibank] Valuing Fixed-Rate IO Mortgages.pdf 75.08 KB
[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf 335.69 KB
[CK Locke and Partners] CFD Trading Manual.pdf 69.85 KB
[CME] Interest Rate Products - Advanced Topics.pdf 753.59 KB
[Columbia University, Derman] Trading Volatility as an Asset Class.pdf 349.58 KB
[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf 1.59 MB
[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf 121.68 KB
[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf 423.31 KB
[Courant Institute, Carr] Trading Autocorrelation.pdf 215 KB
[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf 240.08 KB
[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf 2.92 MB
[Credit Suisse] Credit Portfolio Modeling Handbook.pdf 2.46 MB
[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf 956.05 KB
[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf 1.06 MB
[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf 967.22 KB
[Credit Suisse] Institutional Considerations in the MBS Markets.pdf 1.45 MB
[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf 801.16 KB
[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf 15.34 MB
[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf 425.54 KB
[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf 712.07 KB
[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf 4.3 MB
[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf 292.41 KB
[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf 78.99 KB
[Deutsche Bank] Asset Valuation & Allocation Models.pdf 285.22 KB
[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf 24.54 KB
[Deutsche Bank] Credit Derivatives and Structured Credit.pdf 375.31 KB
[Deutsche Bank] Depositary Receipts Handbook.pdf 165.37 KB
[Deutsche Bank] FAS 133 Amendments.pdf 108.78 KB
[Deutsche Bank] High-Yield Credit Derivatives.pdf 144.1 KB
[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf 638.39 KB
[Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf 161.6 KB
[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf 408.61 KB
[Deutsche Bank] The Arbitrage CDO Market.pdf 156.8 KB
[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf 235.44 KB
[Diko] Risk Premia in Electricity Forward Prices.pdf 439.87 KB
[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf 384.56 KB
[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf 829.46 KB
[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf 968.73 KB
[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf 1.04 MB
[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf 852.16 KB
[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf 829.46 KB
[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf 2.05 MB
[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf 2.08 MB
[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf 1.22 MB
[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf 114.07 KB
[Egar Technology, Ioffe] Variance Swap Pricing.pdf 267.96 KB
[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf 1.54 MB
[Egar Technology] Weather Derivatives.pdf 156.3 KB
[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf 572.1 KB
[Eurex] Volatility and its Measurements - The Design of a Volatility Index and the Execution of its Historical Time Series at the Deutsche Borse AG.pdf 393.79 KB
[FEA] Power Price Simulation using Hybrid Models.pdf 182.89 KB
[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf 218.58 KB
[Federal Reserve Bank of Alanta, Fernбndez-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf 403.49 KB
[Federal Reserve Bank of Chicago] Structured Notes.pdf 265.95 KB
[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf 58.17 KB
[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf 251.98 KB
[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf 386.79 KB
[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf 511.71 KB
[FitchRatings] Asset-Backed Commercial Paper Explained.pdf 370.38 KB
[FitchRatings] Hybrid Securities - An Emperical View.pdf 148.23 KB
[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf 292.46 KB
[FOW, Smith] Adding a Floor to Equity Cliquets.pdf 74.7 KB
[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf 250.98 KB
[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf 401.77 KB
[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf 465.92 KB
[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf 216.08 KB
[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf 276.92 KB
[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf 1.36 MB
[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf 2 MB
[Goldman Sachs] A Mortgage Product Primer.pdf 832.4 KB
[Goldman Sachs] Alt-A Market - An Introduction.pdf 4.64 MB
[Goldman Sachs] Dividends and Dividend Swaps.pdf 312.76 KB
[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf 1.21 MB
[Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf 124.58 KB
[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf 119.57 KB
[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf 586.44 KB
[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf 254.97 KB
[Goldman Sachs] Understanding US Economic Statistics.pdf 304.61 KB
[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf 1.02 MB
[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf 537.99 KB
[Harvard Business School, Donahue] Note On Commodity Futures.pdf 733.17 KB
[Harvard Business School] Note on Commodity Futures.pdf 733.17 KB
[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf 234.09 KB
[Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf 195.97 KB
[HVB Group] Credit Derivatives Accounting.pdf 267.62 KB
[HVB Group] DJ ITRAXX - Credit at its Best.pdf 761.34 KB
[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf 351.54 KB
[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf 359.35 KB
[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf 383.37 KB
[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf 1.39 MB
[Imperial College, Albanese] Pricing Equity Default Swaps.pdf 262.04 KB
[Investopedia] Advanced Bond Concepts.pdf 453.03 KB
[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf 381.28 KB
[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf 273.18 KB
[ISDA] EMU and Market Conventions - Recent Developments.pdf 70.87 KB
[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf 563.56 KB
[ITO33, Henrotte] Variance Swaps.pdf 579.8 KB
[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf 207.94 KB
[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf 1.18 MB
[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf 228.21 KB
[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf 941.09 KB
[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf 1.2 MB
[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf 487.37 KB
[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf 232.29 KB
[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf 428.24 KB
[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf 479.78 KB
[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf 197.43 KB
[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf 94.87 KB
[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf 486.92 KB
[JP Morgan] A Framework for Valuing Financial Hybrids.pdf 493.61 KB
[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf 479.78 KB
[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf 486.92 KB
[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf 623.77 KB
[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf 227.47 KB
[JP Morgan] CDO Handbook.pdf 301.48 KB
[JP Morgan] Corporate Quantitative Weekly.pdf 939.57 KB
[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf 833.26 KB
[JP Morgan] Credit Correlation - A Guide.pdf 562.02 KB
[JP Morgan] Depositary Receipts Reference Guide.pdf 1.76 MB
[JP Morgan] Exploring the TUI Hybrid.pdf 73.23 KB
[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf 170.76 KB
[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf 197.43 KB
[JP Morgan] Global Data Watch - August 2006.pdf 1.1 MB
[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf 47.73 KB
[JP Morgan] Hybrid Primer.pdf 870.78 KB
[JP Morgan] Institutional Hedging Activity.pdf 1.13 MB
[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf 1.41 MB
[JP Morgan] Just What You Need to Know About Variance Swaps.pdf 1.35 MB
[JP Morgan] MBS Primer.pdf 4.9 MB
[JP Morgan] Now You See It, Now You Don't - What Happened to US Heating Oil Stocks and Why It Doesn't Matter.pdf 61.77 KB
[JP Morgan] Oil & Gas Basics.pdf 847.91 KB
[JP Morgan] Option Trading and Variance Swaps.pdf 2.71 MB
[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf 25.46 KB
[JP Morgan] Profiting from Market Signals.pdf 221.79 KB
[JP Morgan] Relative Value Single Stock Volatility.pdf 781.83 KB
[JP Morgan] RiskMetrics - Technical Document.pdf 276.91 KB
[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf 707.24 KB
[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf 1.67 MB
[JP Morgan] The Price of Credit.pdf 83.63 KB
[JP Morgan] Variance Swaps.pdf 1.81 MB
[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf 310.83 KB
[JP Morgan] Volatility, Leverage, and Returns.pdf 299.08 KB
[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf 524.33 KB
[Leger] Monte Carlo for the Newbies.pdf 235.91 KB
[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf 360.17 KB
[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf 71.24 KB
[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf 922.58 KB
[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf 127.68 KB
[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf 524 KB
[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf 187.72 KB
[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf 342.16 KB
[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf 233.95 KB
[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf 537.56 KB
[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf 276.65 KB
[Lehman Brothers, Zhou] The Swap Curve.pdf 62.75 KB
[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf 1.4 MB
[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf 70.85 KB
[Lehman Brothers] Base Correlation Explained.pdf 445.07 KB
[Lehman Brothers] Changes to TBA Deliverable.pdf 247.59 KB
[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf 550.68 KB
[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf 334.68 KB
[Lehman Brothers] Credit Derivatives Primer.pdf 287.07 KB
[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf 168.8 KB
[Lehman Brothers] Defining the TBA Deliverable.pdf 266.45 KB
[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf 109.73 KB
[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf 515.78 KB
[Lehman Brothers] Focus - Israel Back to Basics.pdf 91.07 KB
[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf 117.85 KB
[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf 1.25 MB
[Lehman Brothers] Hybrid ARM Handbook.pdf 425.93 KB
[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf 579.88 KB
[Lehman Brothers] Interest Rate Futures.pdf 5.07 MB
[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf 537.56 KB
[Lehman Brothers] Introduction to Asset Swaps,pdf.pdf 104 KB
[Lehman Brothers] Introduction to Bond Math.pdf 780.89 KB
[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf 151.44 KB
[Lehman Brothers] Introduction to Investment Banking.pdf 470.25 KB
[Lehman Brothers] Introduction to Variable Rate Financing.pdf 239.68 KB
[Lehman Brothers] Modelling Credit - Theory and Practice.pdf 517.5 KB
[Lehman Brothers] Mortgage Convexity Risk.pdf 127.68 KB
[Lehman Brothers] Mortgage Options - A Primer.pdf 1.16 MB
[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf 737.3 KB
[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf 95.33 KB
[Lehman Brothers] Optionalising Carry Trades.pdf 199.21 KB
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf 1.68 MB
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf 351.37 KB
[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf 435.92 KB
[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf 634.92 KB
[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf 393.95 KB
[Lehman Brothers] The Hybrid ARM Handbook.pdf 425.93 KB
[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf 331.08 KB
[Lehman Brothers] The Shape of Implied Loss Distributions.pdf 345.18 KB
[Lehman Brothers] The Specified Pool Handbook.pdf 733.92 KB
[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf 419.03 KB
[Lehman Brothers] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf 276.65 KB
[Lehman Brothers] Understanding Hedge Fund Performance.pdf 1.22 MB
[Lehman Brothers] Valuation of Credit Default Swaps.pdf 393.49 KB
[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf 349.56 KB
[London Business School, Bunn] Forecasting Electricity Prices.pdf 354.85 KB
[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf 511.49 KB
[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf 199.97 KB
[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf 1.67 MB
[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf 3.76 MB
[Merrill Lynch, Balland] Forward Smile.pdf 105.06 KB
[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf 1.17 MB
[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf 2.37 MB
[Merrill Lynch] Correlation Trading.pdf 511.1 KB
[Merrill Lynch] Credit Derivatives Handbook 2000.pdf 379.75 KB
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf 3.23 MB
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf 6.32 MB
[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf 1.96 MB
[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf 855.54 KB
[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf 211.77 KB
[Merrill Lynch] Introduction to Securitisation.pdf 597.31 KB
[Merrill Lynch] Pricing Cancellable LCDS.pdf 252.53 KB
[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf 1.03 MB
[Merrill Lynch] The B2B Market Maker Book.pdf 1.35 MB
[Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf 298.78 KB
[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf 2.52 MB
[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf 594.3 KB
[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf 85.91 KB
[Moody's] Bank-Loan Loss Given Default.pdf 373.17 KB
[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf 660.71 KB
[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf 1.84 MB
[Moody's] Modeling Default Risk.pdf 801.16 KB
[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf 276.01 KB
[Moody's] Piercing the Country Ceiling - An Update.pdf 84.16 KB
[Moody's] Rating Preferred Stock and Hybrid Securities.pdf 170.98 KB
[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf 56.04 KB
[Moody's] Understanding the Risks in Credit Default Swaps.pdf 135.66 KB
[Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf 201.57 KB
[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf 96.2 KB
[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf 87.69 KB
[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf 2.91 MB
[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf 409.81 KB
[Morgan Stanley] Structured Credit Insights 2006.pdf 3.65 MB
[Morgan Stanley] Swaps.pdf 224.04 KB
[Morgan Stanley] Whay Hedge Funds Make Sense.pdf 820 KB
[Mount Lucas Management] The Mechanics of the Commodity Futures Markets - What They Are and How They Function.pdf 50.29 KB
[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf 7.55 MB
[NERC] NERC Operating Manual - June 2004.pdf 8.46 MB
[New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf 219.14 KB
[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf 126.55 KB
[Nielsen] Pricing Asian Options.pdf 873.65 KB
[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf 378.52 KB
[Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage Loans.pdf 257.09 KB
[Nomura] ABS Credit Migrations 2004.pdf 561.3 KB
[Nomura] ABS Credit Migrations.pdf 308.8 KB
[Nomura] ABS Gold Coast Report - Coverage of Selected Sessions of ABS East 2003.pdf 289.02 KB
[Nomura] ABX Index - The Constituent Breakdown.pdf 215.74 KB
[Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf 218.13 KB
[Nomura] Correlation Primer.pdf 190.3 KB
[Nomura] Credit Default Swap (CDS) Primer.pdf 51.52 KB
[Nomura] Economics in Focus - December 2005.pdf 97.57 KB
[Nomura] Holiday Special - December 2008.pdf 76.2 KB
[Nomura] Home Equity ABS Basics.pdf 273.5 KB
[Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf 345.95 KB
[Nomura] Jumbo MBS - Where's the Credit Enhancement.pdf 102.42 KB
[Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf 569.79 KB
[Nomura] MBS Basics.pdf 467.23 KB
[Nomura] Model Risk Update - Margins of Error and Scenario Analysis.pdf 292.76 KB
[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf 721.51 KB
[Nomura] Oops… They Did It Again - Jumbo MBS Credit Enhancement Levels Keep Falling.pdf 211.54 KB
[Nomura] Report from Boca Raton 2005 - Coverage of Selected Sessions of ABS East 2005.pdf 327.11 KB
[Nomura] Report from Orlando 2006 - Coverage of Selected Sessions of ABS East 2006.pdf 247.17 KB
[Nomura] Report from Orlando 2007 - Coverage of Selected Sessions of ABS East 2007.pdf 137.29 KB
[Nomura] Report from Paradise Island - Coverage of Selected Sessions of ABS East 2002.pdf 179.56 KB
[Nomura] Sub-prime Suprise... Not!.pdf 152.1 KB
[Nomura] Synthetic ABS Nuances.pdf 99.87 KB
[Nomura] Synthetic CMBS Primer.pdf 187.65 KB
[Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf 223.62 KB
[Nomura] Tranching Credit Risk - Examples with CDOs and the iTraxx Index.pdf 221.58 KB
[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf 598.46 KB
[NYBOT] The US Dollar Index Futures Contract.pdf 181.75 KB
[NYMEX] Crack Spread Handbook.pdf 301.92 KB
[Odegaard] Financial Numerical Recipes in C++.pdf 1009.77 KB
[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf 2.09 MB
[Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf 64.05 KB
[Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf 283.6 KB
[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf 8.84 MB
[Prudential Financial Research] Stock Valuation Models.pdf 896.42 KB
[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf 1.04 MB
[Quantitative Finance, Carr] Optimal Positioning in Derivative Securities.pdf 260.48 KB
[Quantitative Finance, Fouque] Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment.pdf 282.84 KB
[RBS Greenwich Capital] 2007 MBS Outlook.pdf 298.25 KB
[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf 826.41 KB
[Risk Magazine, Foster] Trees from History.pdf 120.87 KB
[Risk Magazine, Frishling] A Discrete Question.pdf 44.18 KB
[Risk Magazine, Overhaus] Himalaya Options.pdf 97.64 KB
[Risk Magazine, Quessette] New Products, New Risks.pdf 129.16 KB
[Risk Magazine, Ren] Calibrating and Pricing with Embedded Local Volatility Models.pdf 311.39 KB
[Risk Magazine, Rubinstein] Unscrambling the Binary Code.pdf 77.67 KB
[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf 832.11 KB
[RiskMetrics Group] CreditGrades Technical Document.pdf 722.02 KB
[RiskMetrics Group] Risk Management - A Practical Guide.pdf 2.6 MB
[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf 1.1 MB
[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf 1.12 MB
[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.pdf 1016.85 KB
[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf 1.11 MB
[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf 1.27 MB
[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf 1.41 MB
[Salomon Brothers] Understanding the Yield Curve, Part 7 - The Dynamic of the Shape of the Yield Curve.pdf 247.26 KB
[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf 1.07 MB
[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf 654 KB
[Salomon Smith Barney] Introductory Guide to Equity Options.pdf 6.75 MB
[Schoutens] Moment Swaps.pdf 127.3 KB
[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated Markets.pdf 634.42 KB
[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf 414.83 KB
[Societe Generale] Explanatory Note About the Exceptional Fraud - January 2008.pdf 55.69 KB
[Societe Generale] Pricing and Hedging Correlation Products.pdf 396.57 KB
[Societe Generale] Quantitative Strategy - Looking for Value in the Sub-Insurance Market.pdf 302.18 KB
[Societe Generale] Quantitative Strategy - Pricing Bespoke CDOs - Latest Developments.pdf 672.79 KB
[Sociйtй Gйnйrale] Investment in Power Generation - A Banker's Perspective.pdf 253.22 KB
[Standard & Poor's] A Guide to the Loan Market.pdf 475.09 KB
[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf 444 KB
[Standard & Poor's] CDO Spotlight - Overview of Modeling Methodology for Commodity CDO Structures.pdf 201.24 KB
[Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf 303.28 KB
[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf 464.95 KB
[STOXX] Dow Jones STOXX Index Guide - Version 13.pdf 3.53 MB
[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf 52.58 KB
[Super Computer Consulting, Nelken] Weather Derivatives - Pricing and Hedging.pdf 191.69 KB
[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf 1.1 MB
[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf 610.99 KB
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf 1.97 MB
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.pdf 1.71 MB
[SwiftStandards] Category 4 - Collections & Cash Letters.pdf 498.95 KB
[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf 4.28 MB
[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf 4.01 MB
[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf 3.71 MB
[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf 3.04 MB
[SwiftStandards] Category 6 - Treasury Markets Precious Metals (MT600 - MT699).pdf 386.16 KB
[SwiftStandards] Category 6 - Treasury Markets Syndications (MT643 - MT699).pdf 291 KB
[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf 871.4 KB
[SwiftStandards] Category 8 - Travellers Cheques (MT800 - MT899).pdf 349.91 KB
[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf 484.78 KB
[SwiftStandards] Category n - Common Group Messages (MTn90 - MTn99).pdf 162.88 KB
[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf 217.86 KB
[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf 2 MB
[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf 574.36 KB
[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf 1.01 MB
[The Bond Market Association] An Investors Guide to Collateralized Mortgage Obligations.pdf 186.3 KB
[The Bond Market Association] An Investors Guide to Pass-Through and Collateralized Mortgage Securities.pdf 108.92 KB
[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the United States.pdf 450.89 KB
[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf 803.85 KB
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models.pdf 737.24 KB
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.pdf 738.78 KB
[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf 944.51 KB
[The Journal of Political Economy, Black] The Pricing of Options and Corporate Liabilities.pdf 391.32 KB
[The Review of Economics and Statistics, Enders] Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes.pdf 232.14 KB
[UBS Investment Bank] UBS Bloomberg Constant Maturity Commodity Index (CMCI) Family.pdf 101 KB
[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf 908.76 KB
[UBS Investment] CDPO an Asset Class on its Own or a Glorified Bearish Rated Equity.pdf 341.07 KB
[UBS Warburg] CDO Insight.pdf 484.88 KB
[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.pdf 245.13 KB
[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf 1.55 MB
[Universidad Torcuato Di Tella, Merener] Swap Rate Variance Swaps.pdf 217.41 KB
[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf 1.71 MB
[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf 1.05 MB
[University of California, Evans] An Introduction to Stochastic Differential Equations - Version 1.2.pdf 1.28 MB
[University of California, Silverman] Solution of the Black Scholes Equation using the Green's Function of the Diffusion Equation.pdf 109.38 KB
[University of California, Stoft] Primer on Electricity Futures and Other Derivatives.pdf 361.4 KB
[University of Chicago, Lee] Corridor Variance Swap.pdf 83.03 KB
[University of Chicago, Lee] Gamma Swap.pdf 73.94 KB
[University of Chicago, Lee] Weighted Variance Swap.pdf 91.27 KB
[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Option Embedded Contracts.pdf 245.05 KB
[University of Essex, Liu] Realized Volatility Fixings - Why They are Different.pdf 187.24 KB
[University of Frankfurt, Vilkov] Variance Risk Premium Demystified.pdf 270.66 KB
[University of Freiburg, Eberlein] Sato Processes and the Valuation of Structured Products.pdf 341.44 KB
[University of Ibadan, Ugbebor] Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Markets.pdf 51.7 KB
[University of Illinois, Deng] Volatility Dispersion Trading.pdf 359.57 KB
[University of London, Jacquier] Variance Dispersion and Correlation Swaps.pdf 330.33 KB
[University of London, Jacquier] Volatility Seminar - Some notes on Variance Swaps and Volatility Derivatives.pdf 138.95 KB
[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf 606.2 KB
[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf 861.16 KB
[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf 1.64 MB
[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf 3.78 MB
[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf 1.29 MB
[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf 1.04 MB
[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf 637.33 KB
[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of Exotic Equity Options.pdf 921.42 KB
[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differential Equation Approach.pdf 1.6 MB
[University of Tokyo, Osajima] The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf 342.34 KB
[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units.pdf 260.92 KB
[University of Twente, Vellekoop] Cash Dividends and Future Prices on Discontinuous Filtrations.pdf 150.54 KB
[University of Twente, Vellekoop] Cash Dividends and Futures Prices on Discontinuous Filtrations.pdf 150.54 KB
[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.pdf 433.87 KB
[University of Waterloo, Windcliff] Pricing Methods and Hedging Strategies for Volatility Derivatives.pdf 295.13 KB
[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochastic Processes.pdf 511.85 KB
[University of Wollongong, Zhu] An Exact and Explicit Solution for the Value of American Put and its Optimal Exercise Boundary.pdf 204.38 KB
[Universitа del Piemonte Orientale, Marazzina] Interest Rate Modelling - A MATLAB Implementation.pdf 354.01 KB
[Unversity Paris IX Dauphine, Geman] Towards a European Market of Electricity - Spot and Derivatives Trading.pdf 44.59 KB
[US Navy] Mathematics, Basic Math, and Algebra.pdf 13.85 MB
[Vienna University, Redl] Modeling Electricity Futures.pdf 126.53 KB
[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf 244.62 KB
[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing Exotic Interest Rate Derivatives.pdf 195.96 KB
[Wall Street Journal, Slater] When Hedge Funds Meet Islamic Finance.pdf 105.82 KB
[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf 373.32 KB
[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf 365.37 KB
[Yale University, Welch] A First Course in Corporate Finance.pdf 5.77 MB
[YieldCurve] CDO-Note - Synthetic CDO Note Pricing Model Fact Sheet.pdf 97.15 KB
[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf 559.05 KB
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