|
/
|
|
[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf
|
316.2 KB
|
|
[Bank of America] An Introduction to Agency MBS Derivatives.pdf
|
803.8 KB
|
|
[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf
|
141.6 KB
|
|
[Bank of America] Fixed-Rate IO Mortgages.pdf
|
164.5 KB
|
|
[Bank of America] Guide to Credit Default Swaptions.pdf
|
463.4 KB
|
|
[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf
|
340.7 KB
|
|
[Bank of America] Introduction to Agency CMO Structures.pdf
|
671.7 KB
|
|
[Bank of America] Introduction to Cross Currency Swaps.pdf
|
108.0 KB
|
|
[Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf
|
27.4 KB
|
|
[Bank of America] Outlook for the RMBS Market in 2007.pdf
|
1.1 MB
|
|
[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf
|
392.8 KB
|
|
[Bank of America] Pricing Mortgage-back Securities.pdf
|
672.4 KB
|
|
[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf
|
423.9 KB
|
|
[Bank of America] The Agency ARM MBS Sector.pdf
|
417.4 KB
|
|
[Bank of America] Trust IO-PO Market.pdf
|
378.5 KB
|
|
[Bank of America] Understanding Mortgage Dollar Rolls.pdf
|
502.0 KB
|
|
[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf
|
501.4 KB
|
|
[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf
|
452.8 KB
|
|
[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf
|
867.9 KB
|
|
[Barclays] CDS Curve Trading Handbook 2008.pdf
|
3.3 MB
|
|
[Barclays] Convertible Bonds - A Technical Introduction.pdf
|
684.9 KB
|
|
[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf
|
751.8 KB
|
|
[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf
|
988.4 KB
|
|
[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf
|
598.0 KB
|
|
[Barclays] Forward Starting Equity.pdf
|
197.4 KB
|
|
[Barclays] Global Inflation-Linked Products - A User's Guide.pdf
|
1.3 MB
|
|
[Barclays] Inflation Derivatives - A User's Guide.pdf
|
1.5 MB
|
|
[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf
|
605.0 KB
|
|
[Barra] Global Equity - Risk Model Handbook.pdf
|
1.3 MB
|
|
[Barra] Single Country Equity - Risk Model Handbook.pdf
|
443.8 KB
|
|
[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf
|
972.5 KB
|
|
[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf
|
1.1 MB
|
|
[Bear Stearns] Introduction to Asset-Backed CDS.pdf
|
1.5 MB
|
|
[Bear Stearns] RMBS Residuals - A Primer.pdf
|
318.3 KB
|
|
[Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf
|
42.3 KB
|
|
[Bear Stearns] The Outlook for Fixed Income 2007.pdf
|
239.0 KB
|
|
[Bear Stearns] Understanding CMO Toggle Floaters.pdf
|
98.8 KB
|
|
[Bear Stearns] Variance Swaps - An Introduction.pdf
|
130.7 KB
|
|
[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf
|
442.9 KB
|
|
[Bloomberg Magazine, Carr] The Innovator.pdf
|
732.5 KB
|
|
[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf
|
316.2 KB
|
|
[Bloomberg, Baver] Variance Gamma Option Model.pdf
|
192.3 KB
|
|
[Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf
|
196.3 KB
|
|
[Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf
|
188.5 KB
|
|
[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf
|
262.8 KB
|
|
[Bloomberg, Konikov] Basket Default Swaps.pdf
|
1.1 MB
|
|
[Bloomberg, Stein] FX Market Behavior and Valuation.pdf
|
360.4 KB
|
|
[Bloomberg, Stein] Mortgage Backed Valuation.pdf
|
2.0 MB
|
|
[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf
|
703.4 KB
|
|
[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf
|
205.8 KB
|
|
[BNP Paribas] Index Variance Arbitrage.pdf
|
539.9 KB
|
|
[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf
|
390.7 KB
|
|
[BNP Paribas] Quantitative Option Strategy.pdf
|
159.2 KB
|
|
[BNP Paribas] Smile Trading.pdf
|
227.0 KB
|
|
[BNP Paribas] Structured Retail Products.pdf
|
940.5 KB
|
|
[BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf
|
153.9 KB
|
|
[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf
|
336.2 KB
|
|
[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf
|
424.9 KB
|
|
[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf
|
509.7 KB
|
|
[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf
|
563.1 KB
|
|
[BNP Paribas] US Index Option Strategies.pdf
|
517.0 KB
|
|
[BNP Paribas] Volatility Investing Handbook.pdf
|
718.8 KB
|
|
[BNP Paribas] What Future for Dividends in Europe.pdf
|
135.5 KB
|
|
[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf
|
714.7 KB
|
|
[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf
|
394.7 KB
|
|
[Borak] FFT Based Option Pricing.pdf
|
376.6 KB
|
|
[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf
|
184.1 KB
|
|
[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf
|
2.1 MB
|
|
[Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures-1.pdf
|
298.4 KB
|
|
[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf
|
298.4 KB
|
|
[Carr Futures, Panos] Trading the Unemployment Report.pdf
|
203.3 KB
|
|
[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf
|
727.2 KB
|
|
[CBOT] CBOT Soybean Crush Reference Guide.pdf
|
397.0 KB
|
|
[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf
|
376.5 KB
|
|
[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf
|
27.8 KB
|
|
[CFA Institute] Global Investment Performance Standards (GIPS).pdf
|
802.4 KB
|
|
[Chris] Market Risk for Volatility and Variance Swaps.pdf
|
165.0 KB
|
|
[Citibank] A General Review of CDO Valuation Methods.pdf
|
349.5 KB
|
|
[Citibank] Convertible Bonds - A Guide.pdf
|
549.5 KB
|
|
[Citibank] Correlation Trading Strategies.pdf
|
221.5 KB
|
|
[Citibank] CPDOs - The New Best Seller.pdf
|
516.9 KB
|
|
[Citibank] Guide to Mortgage-Back Securities.pdf
|
1.0 MB
|
|
[Citibank] Index-Linked Investment Products.pdf
|
182.6 KB
|
|
[Citibank] Interest Rates Workbook.pdf
|
2.0 MB
|
|
[Citibank] Introducing the Experimental Prepayment Model.pdf
|
792.0 KB
|
|
[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf
|
1.5 MB
|
|
[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf
|
1.6 MB
|
|
[Citibank] Latin America Training and Development Center - Basic Treasury.pdf
|
1.1 MB
|
|
[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf
|
1.8 MB
|
|
[Citibank] Latin America Training and Development Center - Debt Financing.pdf
|
980.9 KB
|
|
[Citibank] Latin America Training and Development Center - Equity Financing.pdf
|
706.9 KB
|
|
[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf
|
1.7 MB
|
|
[Citibank] Latin America Training and Development Center - Futures.pdf
|
1.9 MB
|
|
[Citibank] Latin America Training and Development Center - Interest Rates.pdf
|
1.0 MB
|
|
[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf
|
957.6 KB
|
|
[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf
|
211.7 KB
|
|
[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf
|
133.4 KB
|
|
[Citibank] Valuing Fixed-Rate IO Mortgages.pdf
|
76.9 KB
|
|
[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf
|
343.7 KB
|
|
[CK Locke and Partners] CFD Trading Manual.pdf
|
71.5 KB
|
|
[CME] Interest Rate Products - Advanced Topics.pdf
|
771.7 KB
|
|
[Columbia University, Derman] Trading Volatility as an Asset Class.pdf
|
358.0 KB
|
|
[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf
|
1.7 MB
|
|
[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf
|
124.6 KB
|
|
[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf
|
433.5 KB
|
|
[Courant Institute, Carr] Trading Autocorrelation.pdf
|
220.2 KB
|
|
[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf
|
245.8 KB
|
|
[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf
|
3.1 MB
|
|
[Credit Suisse] Credit Portfolio Modeling Handbook.pdf
|
2.6 MB
|
|
[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf
|
979.0 KB
|
|
[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf
|
1.1 MB
|
|
[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf
|
990.4 KB
|
|
[Credit Suisse] Institutional Considerations in the MBS Markets.pdf
|
1.5 MB
|
|
[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf
|
820.4 KB
|
|
[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf
|
16.1 MB
|
|
[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf
|
435.7 KB
|
|
[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf
|
729.2 KB
|
|
[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf
|
4.5 MB
|
|
[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf
|
299.4 KB
|
|
[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf
|
80.9 KB
|
|
[Deutsche Bank] Asset Valuation & Allocation Models.pdf
|
292.1 KB
|
|
[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf
|
25.1 KB
|
|
[Deutsche Bank] Credit Derivatives and Structured Credit.pdf
|
384.3 KB
|
|
[Deutsche Bank] Depositary Receipts Handbook.pdf
|
169.3 KB
|
|
[Deutsche Bank] FAS 133 Amendments.pdf
|
111.4 KB
|
|
[Deutsche Bank] High-Yield Credit Derivatives.pdf
|
147.6 KB
|
|
[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf
|
653.7 KB
|
|
[Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf
|
165.5 KB
|
|
[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf
|
418.4 KB
|
|
[Deutsche Bank] The Arbitrage CDO Market.pdf
|
160.6 KB
|
|
[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf
|
241.1 KB
|
|
[Diko] Risk Premia in Electricity Forward Prices.pdf
|
450.4 KB
|
|
[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf
|
393.8 KB
|
|
[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf
|
849.4 KB
|
|
[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf
|
992.0 KB
|
|
[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf
|
1.1 MB
|
|
[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf
|
872.6 KB
|
|
[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf
|
849.4 KB
|
|
[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf
|
2.1 MB
|
|
[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf
|
2.2 MB
|
|
[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf
|
1.3 MB
|
|
[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf
|
116.8 KB
|
|
[Egar Technology, Ioffe] Variance Swap Pricing.pdf
|
274.4 KB
|
|
[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf
|
1.6 MB
|
|
[Egar Technology] Weather Derivatives.pdf
|
160.0 KB
|
|
[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf
|
585.8 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
|
403.2 KB
|
|
[FEA] Power Price Simulation using Hybrid Models.pdf
|
187.3 KB
|
|
[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf
|
223.8 KB
|
|
[Federal Reserve Bank of Alanta, Fernбndez-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf
|
413.2 KB
|
|
[Federal Reserve Bank of Chicago] Structured Notes.pdf
|
272.3 KB
|
|
[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf
|
59.6 KB
|
|
[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf
|
258.0 KB
|
|
[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf
|
396.1 KB
|
|
[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf
|
524.0 KB
|
|
[FitchRatings] Asset-Backed Commercial Paper Explained.pdf
|
379.3 KB
|
|
[FitchRatings] Hybrid Securities - An Emperical View.pdf
|
151.8 KB
|
|
[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf
|
299.5 KB
|
|
[FOW, Smith] Adding a Floor to Equity Cliquets.pdf
|
76.5 KB
|
|
[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf
|
257.0 KB
|
|
[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf
|
411.4 KB
|
|
[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf
|
477.1 KB
|
|
[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf
|
221.3 KB
|
|
[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf
|
283.6 KB
|
|
[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf
|
1.4 MB
|
|
[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf
|
2.1 MB
|
|
[Goldman Sachs] A Mortgage Product Primer.pdf
|
852.4 KB
|
|
[Goldman Sachs] Alt-A Market - An Introduction.pdf
|
4.9 MB
|
|
[Goldman Sachs] Dividends and Dividend Swaps.pdf
|
320.3 KB
|
|
[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf
|
1.3 MB
|
|
[Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf
|
127.6 KB
|
|
[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf
|
122.4 KB
|
|
[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf
|
600.5 KB
|
|
[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf
|
261.1 KB
|
|
[Goldman Sachs] Understanding US Economic Statistics.pdf
|
311.9 KB
|
|
[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf
|
1.1 MB
|
|
[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf
|
550.9 KB
|
|
[Harvard Business School, Donahue] Note On Commodity Futures.pdf
|
750.8 KB
|
|
[Harvard Business School] Note on Commodity Futures.pdf
|
750.8 KB
|
|
[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf
|
239.7 KB
|
|
[Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf
|
200.7 KB
|
|
[HVB Group] Credit Derivatives Accounting.pdf
|
274.0 KB
|
|
[HVB Group] DJ ITRAXX - Credit at its Best.pdf
|
779.6 KB
|
|
[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf
|
360.0 KB
|
|
[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf
|
368.0 KB
|
|
[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf
|
392.6 KB
|
|
[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf
|
1.5 MB
|
|
[Imperial College, Albanese] Pricing Equity Default Swaps.pdf
|
268.3 KB
|
|
[Investopedia] Advanced Bond Concepts.pdf
|
463.9 KB
|
|
[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf
|
390.4 KB
|
|
[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf
|
279.7 KB
|
|
[ISDA] EMU and Market Conventions - Recent Developments.pdf
|
72.6 KB
|
|
[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf
|
577.1 KB
|
|
[ITO33, Henrotte] Variance Swaps.pdf
|
593.7 KB
|
|
[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf
|
212.9 KB
|
|
[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf
|
1.2 MB
|
|
[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf
|
233.7 KB
|
|
[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf
|
963.7 KB
|
|
[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf
|
1.3 MB
|
|
[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf
|
499.1 KB
|
|
[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf
|
237.9 KB
|
|
[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf
|
438.5 KB
|
|
[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf
|
491.3 KB
|
|
[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf
|
202.2 KB
|
|
[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf
|
97.2 KB
|
|
[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf
|
498.6 KB
|
|
[JP Morgan] A Framework for Valuing Financial Hybrids.pdf
|
505.5 KB
|
|
[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf
|
491.3 KB
|
|
[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf
|
498.6 KB
|
|
[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf
|
638.7 KB
|
|
[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf
|
232.9 KB
|
|
[JP Morgan] CDO Handbook.pdf
|
308.7 KB
|
|
[JP Morgan] Corporate Quantitative Weekly.pdf
|
962.1 KB
|
|
[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf
|
853.3 KB
|
|
[JP Morgan] Credit Correlation - A Guide.pdf
|
575.5 KB
|
|
[JP Morgan] Depositary Receipts Reference Guide.pdf
|
1.8 MB
|
|
[JP Morgan] Exploring the TUI Hybrid.pdf
|
75.0 KB
|
|
[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf
|
174.9 KB
|
|
[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf
|
202.2 KB
|
|
[JP Morgan] Global Data Watch - August 2006.pdf
|
1.2 MB
|
|
[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf
|
48.9 KB
|
|
[JP Morgan] Hybrid Primer.pdf
|
891.7 KB
|
|
[JP Morgan] Institutional Hedging Activity.pdf
|
1.2 MB
|
|
[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf
|
1.5 MB
|
|
[JP Morgan] Just What You Need to Know About Variance Swaps.pdf
|
1.4 MB
|
|
[JP Morgan] MBS Primer.pdf
|
5.1 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
|
63.3 KB
|
|
[JP Morgan] Oil & Gas Basics.pdf
|
868.3 KB
|
|
[JP Morgan] Option Trading and Variance Swaps.pdf
|
2.8 MB
|
|
[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf
|
26.1 KB
|
|
[JP Morgan] Profiting from Market Signals.pdf
|
227.1 KB
|
|
[JP Morgan] Relative Value Single Stock Volatility.pdf
|
800.6 KB
|
|
[JP Morgan] RiskMetrics - Technical Document.pdf
|
283.6 KB
|
|
[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf
|
724.2 KB
|
|
[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf
|
1.8 MB
|
|
[JP Morgan] The Price of Credit.pdf
|
85.6 KB
|
|
[JP Morgan] Variance Swaps.pdf
|
1.9 MB
|
|
[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf
|
318.3 KB
|
|
[JP Morgan] Volatility, Leverage, and Returns.pdf
|
306.3 KB
|
|
[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf
|
536.9 KB
|
|
[Leger] Monte Carlo for the Newbies.pdf
|
241.6 KB
|
|
[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf
|
368.8 KB
|
|
[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf
|
72.9 KB
|
|
[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf
|
944.7 KB
|
|
[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf
|
130.7 KB
|
|
[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf
|
536.6 KB
|
|
[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf
|
192.2 KB
|
|
[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf
|
350.4 KB
|
|
[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf
|
239.6 KB
|
|
[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf
|
550.5 KB
|
|
[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf
|
283.3 KB
|
|
[Lehman Brothers, Zhou] The Swap Curve.pdf
|
64.3 KB
|
|
[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf
|
1.5 MB
|
|
[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf
|
72.6 KB
|
|
[Lehman Brothers] Base Correlation Explained.pdf
|
455.7 KB
|
|
[Lehman Brothers] Changes to TBA Deliverable.pdf
|
253.5 KB
|
|
[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf
|
563.9 KB
|
|
[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf
|
342.7 KB
|
|
[Lehman Brothers] Credit Derivatives Primer.pdf
|
294.0 KB
|
|
[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf
|
172.9 KB
|
|
[Lehman Brothers] Defining the TBA Deliverable.pdf
|
272.8 KB
|
|
[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf
|
112.4 KB
|
|
[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf
|
528.2 KB
|
|
[Lehman Brothers] Focus - Israel Back to Basics.pdf
|
93.3 KB
|
|
[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf
|
120.7 KB
|
|
[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf
|
1.3 MB
|
|
[Lehman Brothers] Hybrid ARM Handbook.pdf
|
436.2 KB
|
|
[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf
|
593.8 KB
|
|
[Lehman Brothers] Interest Rate Futures.pdf
|
5.3 MB
|
|
[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf
|
550.5 KB
|
|
[Lehman Brothers] Introduction to Asset Swaps,pdf.pdf
|
106.5 KB
|
|
[Lehman Brothers] Introduction to Bond Math.pdf
|
799.6 KB
|
|
[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf
|
155.1 KB
|
|
[Lehman Brothers] Introduction to Investment Banking.pdf
|
481.5 KB
|
|
[Lehman Brothers] Introduction to Variable Rate Financing.pdf
|
245.4 KB
|
|
[Lehman Brothers] Modelling Credit - Theory and Practice.pdf
|
529.9 KB
|
|
[Lehman Brothers] Mortgage Convexity Risk.pdf
|
130.7 KB
|
|
[Lehman Brothers] Mortgage Options - A Primer.pdf
|
1.2 MB
|
|
[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf
|
755.0 KB
|
|
[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf
|
97.6 KB
|
|
[Lehman Brothers] Optionalising Carry Trades.pdf
|
204.0 KB
|
|
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf
|
1.8 MB
|
|
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf
|
359.8 KB
|
|
[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf
|
446.4 KB
|
|
[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf
|
650.2 KB
|
|
[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf
|
403.4 KB
|
|
[Lehman Brothers] The Hybrid ARM Handbook.pdf
|
436.2 KB
|
|
[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf
|
339.0 KB
|
|
[Lehman Brothers] The Shape of Implied Loss Distributions.pdf
|
353.5 KB
|
|
[Lehman Brothers] The Specified Pool Handbook.pdf
|
751.5 KB
|
|
[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf
|
429.1 KB
|
|
[Lehman Brothers] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf
|
283.3 KB
|
|
[Lehman Brothers] Understanding Hedge Fund Performance.pdf
|
1.3 MB
|
|
[Lehman Brothers] Valuation of Credit Default Swaps.pdf
|
402.9 KB
|
|
[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf
|
358.0 KB
|
|
[London Business School, Bunn] Forecasting Electricity Prices.pdf
|
363.4 KB
|
|
[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf
|
523.8 KB
|
|
[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf
|
204.8 KB
|
|
[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf
|
1.8 MB
|
|
[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf
|
3.9 MB
|
|
[Merrill Lynch, Balland] Forward Smile.pdf
|
107.6 KB
|
|
[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf
|
1.2 MB
|
|
[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf
|
2.5 MB
|
|
[Merrill Lynch] Correlation Trading.pdf
|
523.4 KB
|
|
[Merrill Lynch] Credit Derivatives Handbook 2000.pdf
|
388.9 KB
|
|
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf
|
3.4 MB
|
|
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf
|
6.6 MB
|
|
[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf
|
2.1 MB
|
|
[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf
|
876.1 KB
|
|
[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf
|
216.9 KB
|
|
[Merrill Lynch] Introduction to Securitisation.pdf
|
611.6 KB
|
|
[Merrill Lynch] Pricing Cancellable LCDS.pdf
|
258.6 KB
|
|
[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf
|
1.1 MB
|
|
[Merrill Lynch] The B2B Market Maker Book.pdf
|
1.4 MB
|
|
[Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf
|
306.0 KB
|
|
[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf
|
2.6 MB
|
|
[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf
|
608.6 KB
|
|
[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf
|
88.0 KB
|
|
[Moody's] Bank-Loan Loss Given Default.pdf
|
382.1 KB
|
|
[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf
|
676.6 KB
|
|
[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf
|
1.9 MB
|
|
[Moody's] Modeling Default Risk.pdf
|
820.4 KB
|
|
[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf
|
282.6 KB
|
|
[Moody's] Piercing the Country Ceiling - An Update.pdf
|
86.2 KB
|
|
[Moody's] Rating Preferred Stock and Hybrid Securities.pdf
|
175.1 KB
|
|
[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf
|
57.4 KB
|
|
[Moody's] Understanding the Risks in Credit Default Swaps.pdf
|
138.9 KB
|
|
[Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf
|
206.4 KB
|
|
[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf
|
98.5 KB
|
|
[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf
|
89.8 KB
|
|
[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf
|
3.0 MB
|
|
[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf
|
419.6 KB
|
|
[Morgan Stanley] Structured Credit Insights 2006.pdf
|
3.8 MB
|
|
[Morgan Stanley] Swaps.pdf
|
229.4 KB
|
|
[Morgan Stanley] Whay Hedge Funds Make Sense.pdf
|
839.7 KB
|
|
[Mount Lucas Management] The Mechanics of the Commodity Futures Markets - What They Are and How They Function.pdf
|
51.5 KB
|
|
[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf
|
7.9 MB
|
|
[NERC] NERC Operating Manual - June 2004.pdf
|
8.9 MB
|
|
[New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf
|
224.4 KB
|
|
[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf
|
129.6 KB
|
|
[Nielsen] Pricing Asian Options.pdf
|
894.6 KB
|
|
[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf
|
387.6 KB
|
|
[Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage Loans.pdf
|
263.3 KB
|
|
[Nomura] ABS Credit Migrations 2004.pdf
|
574.8 KB
|
|
[Nomura] ABS Credit Migrations.pdf
|
316.2 KB
|
|
[Nomura] ABS Gold Coast Report - Coverage of Selected Sessions of ABS East 2003.pdf
|
296.0 KB
|
|
[Nomura] ABX Index - The Constituent Breakdown.pdf
|
220.9 KB
|
|
[Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf
|
223.4 KB
|
|
[Nomura] Correlation Primer.pdf
|
194.9 KB
|
|
[Nomura] Credit Default Swap (CDS) Primer.pdf
|
52.8 KB
|
|
[Nomura] Economics in Focus - December 2005.pdf
|
99.9 KB
|
|
[Nomura] Holiday Special - December 2008.pdf
|
78.0 KB
|
|
[Nomura] Home Equity ABS Basics.pdf
|
280.1 KB
|
|
[Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf
|
354.3 KB
|
|
[Nomura] Jumbo MBS - Where's the Credit Enhancement.pdf
|
104.9 KB
|
|
[Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf
|
583.5 KB
|
|
[Nomura] MBS Basics.pdf
|
478.4 KB
|
|
[Nomura] Model Risk Update - Margins of Error and Scenario Analysis.pdf
|
299.8 KB
|
|
[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf
|
738.8 KB
|
|
[Nomura] Oops… They Did It Again - Jumbo MBS Credit Enhancement Levels Keep Falling.pdf
|
216.6 KB
|
|
[Nomura] Report from Boca Raton 2005 - Coverage of Selected Sessions of ABS East 2005.pdf
|
335.0 KB
|
|
[Nomura] Report from Orlando 2006 - Coverage of Selected Sessions of ABS East 2006.pdf
|
253.1 KB
|
|
[Nomura] Report from Orlando 2007 - Coverage of Selected Sessions of ABS East 2007.pdf
|
140.6 KB
|
|
[Nomura] Report from Paradise Island - Coverage of Selected Sessions of ABS East 2002.pdf
|
183.9 KB
|
|
[Nomura] Sub-prime Suprise... Not!.pdf
|
155.8 KB
|
|
[Nomura] Synthetic ABS Nuances.pdf
|
102.3 KB
|
|
[Nomura] Synthetic CMBS Primer.pdf
|
192.2 KB
|
|
[Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf
|
229.0 KB
|
|
[Nomura] Tranching Credit Risk - Examples with CDOs and the iTraxx Index.pdf
|
226.9 KB
|
|
[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf
|
612.8 KB
|
|
[NYBOT] The US Dollar Index Futures Contract.pdf
|
186.1 KB
|
|
[NYMEX] Crack Spread Handbook.pdf
|
309.2 KB
|
|
[Odegaard] Financial Numerical Recipes in C++.pdf
|
1.0 MB
|
|
[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf
|
2.2 MB
|
|
[Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf
|
65.6 KB
|
|
[Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf
|
290.4 KB
|
|
[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf
|
9.3 MB
|
|
[Prudential Financial Research] Stock Valuation Models.pdf
|
917.9 KB
|
|
[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf
|
1.1 MB
|
|
[Quantitative Finance, Carr] Optimal Positioning in Derivative Securities.pdf
|
266.7 KB
|
|
[Quantitative Finance, Fouque] Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment.pdf
|
289.6 KB
|
|
[RBS Greenwich Capital] 2007 MBS Outlook.pdf
|
305.4 KB
|
|
[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf
|
846.2 KB
|
|
[Risk Magazine, Foster] Trees from History.pdf
|
123.8 KB
|
|
[Risk Magazine, Frishling] A Discrete Question.pdf
|
45.2 KB
|
|
[Risk Magazine, Overhaus] Himalaya Options.pdf
|
100.0 KB
|
|
[Risk Magazine, Quessette] New Products, New Risks.pdf
|
132.3 KB
|
|
[Risk Magazine, Ren] Calibrating and Pricing with Embedded Local Volatility Models.pdf
|
318.9 KB
|
|
[Risk Magazine, Rubinstein] Unscrambling the Binary Code.pdf
|
79.5 KB
|
|
[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf
|
852.1 KB
|
|
[RiskMetrics Group] CreditGrades Technical Document.pdf
|
739.3 KB
|
|
[RiskMetrics Group] Risk Management - A Practical Guide.pdf
|
2.7 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf
|
1.2 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf
|
1.2 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.pdf
|
1.0 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf
|
1.2 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf
|
1.3 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf
|
1.5 MB
|
|
[Salomon Brothers] Understanding the Yield Curve, Part 7 - The Dynamic of the Shape of the Yield Curve.pdf
|
253.2 KB
|
|
[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf
|
1.1 MB
|
|
[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf
|
669.7 KB
|
|
[Salomon Smith Barney] Introductory Guide to Equity Options.pdf
|
7.1 MB
|
|
[Schoutens] Moment Swaps.pdf
|
130.4 KB
|
|
[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated Markets.pdf
|
649.6 KB
|
|
[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf
|
424.8 KB
|
|
[Societe Generale] Explanatory Note About the Exceptional Fraud - January 2008.pdf
|
57.0 KB
|
|
[Societe Generale] Pricing and Hedging Correlation Products.pdf
|
406.1 KB
|
|
[Societe Generale] Quantitative Strategy - Looking for Value in the Sub-Insurance Market.pdf
|
309.4 KB
|
|
[Societe Generale] Quantitative Strategy - Pricing Bespoke CDOs - Latest Developments.pdf
|
688.9 KB
|
|
[Sociйtй Gйnйrale] Investment in Power Generation - A Banker's Perspective.pdf
|
259.3 KB
|
|
[Standard & Poor's] A Guide to the Loan Market.pdf
|
486.5 KB
|
|
[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf
|
454.7 KB
|
|
[Standard & Poor's] CDO Spotlight - Overview of Modeling Methodology for Commodity CDO Structures.pdf
|
206.1 KB
|
|
[Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf
|
310.6 KB
|
|
[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf
|
476.1 KB
|
|
[STOXX] Dow Jones STOXX Index Guide - Version 13.pdf
|
3.7 MB
|
|
[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf
|
53.8 KB
|
|
[Super Computer Consulting, Nelken] Weather Derivatives - Pricing and Hedging.pdf
|
196.3 KB
|
|
[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf
|
1.2 MB
|
|
[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf
|
625.7 KB
|
|
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf
|
2.1 MB
|
|
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.pdf
|
1.8 MB
|
|
[SwiftStandards] Category 4 - Collections & Cash Letters.pdf
|
510.9 KB
|
|
[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf
|
4.5 MB
|
|
[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf
|
4.2 MB
|
|
[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf
|
3.9 MB
|
|
[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf
|
3.2 MB
|
|
[SwiftStandards] Category 6 - Treasury Markets Precious Metals (MT600 - MT699).pdf
|
395.4 KB
|
|
[SwiftStandards] Category 6 - Treasury Markets Syndications (MT643 - MT699).pdf
|
298.0 KB
|
|
[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf
|
892.3 KB
|
|
[SwiftStandards] Category 8 - Travellers Cheques (MT800 - MT899).pdf
|
358.3 KB
|
|
[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf
|
496.4 KB
|
|
[SwiftStandards] Category n - Common Group Messages (MTn90 - MTn99).pdf
|
166.8 KB
|
|
[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf
|
223.1 KB
|
|
[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf
|
2.1 MB
|
|
[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf
|
588.1 KB
|
|
[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf
|
1.1 MB
|
|
[The Bond Market Association] An Investors Guide to Collateralized Mortgage Obligations.pdf
|
190.8 KB
|
|
[The Bond Market Association] An Investors Guide to Pass-Through and Collateralized Mortgage Securities.pdf
|
111.5 KB
|
|
[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the United States.pdf
|
461.7 KB
|
|
[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf
|
823.1 KB
|
|
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models.pdf
|
754.9 KB
|
|
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.pdf
|
756.5 KB
|
|
[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf
|
967.2 KB
|
|
[The Journal of Political Economy, Black] The Pricing of Options and Corporate Liabilities.pdf
|
400.7 KB
|
|
[The Review of Economics and Statistics, Enders] Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes.pdf
|
237.7 KB
|
|
[UBS Investment Bank] UBS Bloomberg Constant Maturity Commodity Index (CMCI) Family.pdf
|
103.4 KB
|
|
[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf
|
930.6 KB
|
|
[UBS Investment] CDPO an Asset Class on its Own or a Glorified Bearish Rated Equity.pdf
|
349.3 KB
|
|
[UBS Warburg] CDO Insight.pdf
|
496.5 KB
|
|
[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.pdf
|
251.0 KB
|
|
[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf
|
1.6 MB
|
|
[Universidad Torcuato Di Tella, Merener] Swap Rate Variance Swaps.pdf
|
222.6 KB
|
|
[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf
|
1.8 MB
|
|
[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf
|
1.1 MB
|
|
[University of California, Evans] An Introduction to Stochastic Differential Equations - Version 1.2.pdf
|
1.3 MB
|
|
[University of California, Silverman] Solution of the Black Scholes Equation using the Green's Function of the Diffusion Equation.pdf
|
112.0 KB
|
|
[University of California, Stoft] Primer on Electricity Futures and Other Derivatives.pdf
|
370.1 KB
|
|
[University of Chicago, Lee] Corridor Variance Swap.pdf
|
85.0 KB
|
|
[University of Chicago, Lee] Gamma Swap.pdf
|
75.7 KB
|
|
[University of Chicago, Lee] Weighted Variance Swap.pdf
|
93.5 KB
|
|
[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Option Embedded Contracts.pdf
|
250.9 KB
|
|
[University of Essex, Liu] Realized Volatility Fixings - Why They are Different.pdf
|
191.7 KB
|
|
[University of Frankfurt, Vilkov] Variance Risk Premium Demystified.pdf
|
277.2 KB
|
|
[University of Freiburg, Eberlein] Sato Processes and the Valuation of Structured Products.pdf
|
349.6 KB
|
|
[University of Ibadan, Ugbebor] Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Markets.pdf
|
52.9 KB
|
|
[University of Illinois, Deng] Volatility Dispersion Trading.pdf
|
368.2 KB
|
|
[University of London, Jacquier] Variance Dispersion and Correlation Swaps.pdf
|
338.3 KB
|
|
[University of London, Jacquier] Volatility Seminar - Some notes on Variance Swaps and Volatility Derivatives.pdf
|
142.3 KB
|
|
[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf
|
620.8 KB
|
|
[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf
|
881.8 KB
|
|
[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf
|
1.7 MB
|
|
[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf
|
4.0 MB
|
|
[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf
|
1.3 MB
|
|
[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf
|
1.1 MB
|
|
[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf
|
652.6 KB
|
|
[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of Exotic Equity Options.pdf
|
943.5 KB
|
|
[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differential Equation Approach.pdf
|
1.7 MB
|
|
[University of Tokyo, Osajima] The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf
|
350.6 KB
|
|
[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units.pdf
|
267.2 KB
|
|
[University of Twente, Vellekoop] Cash Dividends and Future Prices on Discontinuous Filtrations.pdf
|
154.2 KB
|
|
[University of Twente, Vellekoop] Cash Dividends and Futures Prices on Discontinuous Filtrations.pdf
|
154.2 KB
|
|
[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.pdf
|
444.3 KB
|
|
[University of Waterloo, Windcliff] Pricing Methods and Hedging Strategies for Volatility Derivatives.pdf
|
302.2 KB
|
|
[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochastic Processes.pdf
|
524.1 KB
|
|
[University of Wollongong, Zhu] An Exact and Explicit Solution for the Value of American Put and its Optimal Exercise Boundary.pdf
|
209.3 KB
|
|
[Universitа del Piemonte Orientale, Marazzina] Interest Rate Modelling - A MATLAB Implementation.pdf
|
362.5 KB
|
|
[Unversity Paris IX Dauphine, Geman] Towards a European Market of Electricity - Spot and Derivatives Trading.pdf
|
45.7 KB
|
|
[US Navy] Mathematics, Basic Math, and Algebra.pdf
|
14.5 MB
|
|
[Vienna University, Redl] Modeling Electricity Futures.pdf
|
129.6 KB
|
|
[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf
|
250.5 KB
|
|
[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing Exotic Interest Rate Derivatives.pdf
|
200.7 KB
|
|
[Wall Street Journal, Slater] When Hedge Funds Meet Islamic Finance.pdf
|
108.4 KB
|
|
[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf
|
382.3 KB
|
|
[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf
|
374.1 KB
|
|
[Yale University, Welch] A First Course in Corporate Finance.pdf
|
6.0 MB
|
|
[YieldCurve] CDO-Note - Synthetic CDO Note Pricing Model Fact Sheet.pdf
|
99.5 KB
|
|
[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf
|
572.5 KB
|
|
Total files 498
|
