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[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf
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16.1 MB
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[US Navy] Mathematics, Basic Math, and Algebra.pdf
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14.5 MB
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[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf
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9.3 MB
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[NERC] NERC Operating Manual - June 2004.pdf
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8.9 MB
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[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.ppt
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8.4 MB
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[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf
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7.9 MB
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[Salomon Smith Barney] Introductory Guide to Equity Options.pdf
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7.1 MB
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[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf
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6.6 MB
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[Applied Mathematical Finance, Chung] Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy.pdf
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6.3 MB
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[Yale University, Welch] A First Course in Corporate Finance.pdf
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6.0 MB
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[Dubai International Financial Centre] A Guide to Islamic Finance In or From the DIFC.pdf
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5.4 MB
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[Lehman Brothers] Interest Rate Futures.pdf
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5.3 MB
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[AVT] Initial Estimating and Refining Volatility.pdf
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5.3 MB
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[JP Morgan] MBS Primer.pdf
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5.1 MB
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[BNP Paribas] The High Yield Handbook, Part 1.pdf
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5.0 MB
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[Goldman Sachs] Alt-A Market - An Introduction.pdf
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4.9 MB
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[BNP Paribas] The High Yield Handbook, Part 2.pdf
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4.7 MB
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[Northwestern University, Watson] Vector Autoregressions and Cointegration.pdf
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4.7 MB
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[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf
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4.5 MB
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[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf
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4.5 MB
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[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf
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4.2 MB
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[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf
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4.0 MB
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[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf
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3.9 MB
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[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf
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3.9 MB
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[Morgan Stanley] Structured Credit Insights 2006.pdf
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3.8 MB
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[STOXX] Dow Jones STOXX Index Guide - Version 13.pdf
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3.7 MB
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[Journal of Derivatives, Kjaer] Fast Pricing of Cliquet Options with Global Floor.pdf
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3.4 MB
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[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf
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3.4 MB
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[Barclays] CDS Curve Trading Handbook 2008.pdf
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3.3 MB
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[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf
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3.2 MB
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[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf
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3.1 MB
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[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf
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3.0 MB
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[JP Morgan] Option Trading and Variance Swaps.pdf
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2.8 MB
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[Bloomberg] Credit Default Swaps.pdf
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2.8 MB
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[RiskMetrics Group] Risk Management - A Practical Guide.pdf
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2.7 MB
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[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf
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2.6 MB
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[Credit Suisse] Credit Portfolio Modeling Handbook.pdf
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2.6 MB
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[Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf
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2.5 MB
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[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf
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2.5 MB
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[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf
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2.2 MB
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[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf
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2.2 MB
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[BNP Paribas] Produits Derives - Change, Taux et Actions.pdf
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2.2 MB
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[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf
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2.1 MB
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[Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf
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2.1 MB
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[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf
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2.1 MB
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[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf
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2.1 MB
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[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf
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2.1 MB
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[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf
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2.1 MB
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[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf
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2.1 MB
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[Bloomberg, Stein] Mortgage Backed Valuation.pdf
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2.0 MB
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[Citibank] Interest Rates Workbook.pdf
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2.0 MB
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[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf
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1.9 MB
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[JP Morgan] Variance Swaps.pdf
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1.9 MB
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[Citibank] Latin America Training and Development Center - Futures.pdf
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1.9 MB
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[JP Morgan] Depositary Receipts Reference Guide.pdf
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1.8 MB
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[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf
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1.8 MB
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[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.pdf
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1.8 MB
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[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf
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1.8 MB
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[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf
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1.8 MB
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[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf
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1.8 MB
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[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf
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1.8 MB
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[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf
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1.7 MB
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[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf
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1.7 MB
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[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differential Equation Approach.pdf
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1.7 MB
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[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf
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1.7 MB
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[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf
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1.7 MB
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[Journal of Finance, Barone-Adesi] Efficient Analytic Approximation of American Option Values.pdf
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1.6 MB
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[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf
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1.6 MB
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[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf
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1.6 MB
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[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf
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1.6 MB
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[Bloomberg, Dupire] Modelling Volatility Skews.ppt
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1.6 MB
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[Risk Magazine, Fruchard] Basis for Change.pdf
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1.6 MB
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[Barclays] Inflation Derivatives - A User's Guide.pdf
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1.5 MB
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[Credit Suisse] Institutional Considerations in the MBS Markets.pdf
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1.5 MB
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[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf
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1.5 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf
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1.5 MB
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[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf
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1.5 MB
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[Bear Stearns] Introduction to Asset-Backed CDS.pdf
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1.5 MB
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[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf
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1.5 MB
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[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf
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1.5 MB
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[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf
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1.4 MB
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[Merrill Lynch] The B2B Market Maker Book.pdf
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1.4 MB
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[JP Morgan] Just What You Need to Know About Variance Swaps.pdf
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1.4 MB
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[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf
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1.3 MB
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[University of California, Evans] An Introduction to Stochastic Differential Equations - Version 1.2.pdf
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1.3 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf
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1.3 MB
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[Barclays] Global Inflation-Linked Products - A User's Guide.pdf
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1.3 MB
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[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf
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1.3 MB
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[Barra] Global Equity - Risk Model Handbook.pdf
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1.3 MB
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[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf
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1.3 MB
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[Lehman Brothers] Understanding Hedge Fund Performance.pdf
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1.3 MB
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[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf
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1.3 MB
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[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf
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1.3 MB
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[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf
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1.2 MB
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[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf
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1.2 MB
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[Lehman Brothers] Mortgage Options - A Primer.pdf
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1.2 MB
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[JP Morgan] Institutional Hedging Activity.pdf
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1.2 MB
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[Journal of Risk, Rebonato] Evolving Yield Curves in the Real-World Measures - A Semi-Parametric Approach.pdf
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1.2 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf
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1.2 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf
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1.2 MB
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[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf
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1.2 MB
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[JP Morgan] Global Data Watch - August 2006.pdf
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1.2 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf
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1.2 MB
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[Citibank] Latin America Training and Development Center - Basic Treasury.pdf
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1.1 MB
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[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf
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1.1 MB
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[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf
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1.1 MB
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[Merrill Lynch] Credit Derivative Handbook 2003.pdf
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1.1 MB
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[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf
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1.1 MB
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[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf
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1.1 MB
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[AXA Investment] Why the Implied Correlation of Dispersion Has to be Higher Than the Correlation Swap Strike.pdf
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1.1 MB
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[Bank of America] Outlook for the RMBS Market in 2007.pdf
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1.1 MB
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[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf
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1.1 MB
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[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf
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1.1 MB
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[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf
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1.1 MB
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[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf
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1.1 MB
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[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf
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1.1 MB
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[Bloomberg, Konikov] Basket Default Swaps.pdf
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1.1 MB
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[Journal of International Money and Finance, Levy] Pricing European Average Rate Currency Options.pdf
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1.1 MB
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[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf
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1.1 MB
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[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.pdf
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1.0 MB
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[Citibank] Latin America Training and Development Center - Interest Rates.pdf
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1.0 MB
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[Odegaard] Financial Numerical Recipes in C++.pdf
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1.0 MB
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[Citibank] Guide to Mortgage-Back Securities.pdf
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1.0 MB
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[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf
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992.0 KB
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[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf
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990.4 KB
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[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf
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988.4 KB
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[Citibank] Latin America Training and Development Center - Debt Financing.pdf
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980.9 KB
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[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf
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979.0 KB
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[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf
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972.5 KB
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[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf
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967.2 KB
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[Journal of Econometrics, Phillips] Understanding Spurious Regression in Econometrics.pdf
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963.7 KB
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[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf
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963.7 KB
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[JP Morgan] Corporate Quantitative Weekly.pdf
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962.1 KB
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[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf
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957.6 KB
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[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf
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944.7 KB
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[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of Exotic Equity Options.pdf
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943.5 KB
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[BNP Paribas] Structured Retail Products.pdf
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940.5 KB
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[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf
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930.6 KB
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[European Central Bank] The Euro Bond Market Study - December 2004.pdf
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919.9 KB
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[Prudential Financial Research] Stock Valuation Models.pdf
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917.9 KB
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[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.ppt
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917.5 KB
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[Nielsen] Pricing Asian Options.pdf
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894.6 KB
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[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf
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892.3 KB
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[JP Morgan] Hybrid Primer.pdf
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891.7 KB
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[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf
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881.8 KB
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[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf
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876.1 KB
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[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf
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872.6 KB
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[JP Morgan] Oil & Gas Basics.pdf
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868.3 KB
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[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf
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867.9 KB
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[Advances in Futures and Options Research, Barone-Adesi] On the Valuation of American Put Options on Dividend-Paying Stocks.pdf
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858.1 KB
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[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf
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853.3 KB
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[Goldman Sachs] A Mortgage Product Primer.pdf
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852.4 KB
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[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf
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852.1 KB
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[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf
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849.4 KB
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[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf
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849.4 KB
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[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf
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846.2 KB
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[Morgan Stanley] Whay Hedge Funds Make Sense.pdf
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839.7 KB
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[BNP Paribas] Guide to Structured Products.pdf
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831.6 KB
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[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf
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823.1 KB
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[Moody's] Modeling Default Risk.pdf
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820.4 KB
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[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf
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820.4 KB
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[Bank of America] An Introduction to Agency MBS Derivatives.pdf
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803.8 KB
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[Journal of Hydrologic Engineering, Genest] Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask.pdf
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802.4 KB
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[CFA Institute] Global Investment Performance Standards (GIPS).pdf
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802.4 KB
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[Andrew Davidson & Co] An Implied Prepayment Model for MBS.pdf
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801.3 KB
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[JP Morgan] Relative Value Single Stock Volatility.pdf
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800.6 KB
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[Lehman Brothers] Introduction to Bond Math.pdf
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799.6 KB
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[Citibank] Introducing the Experimental Prepayment Model.pdf
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792.0 KB
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[Andrew Davidson & Co] The Relationship Between the Yield Curve and Mortgage Current Coupon.pdf
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790.9 KB
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[HVB Group] DJ ITRAXX - Credit at its Best.pdf
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779.6 KB
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[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf
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774.1 KB
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[CME] Interest Rate Products - Advanced Topics.pdf
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771.7 KB
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[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.pdf
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756.5 KB
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[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf
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755.0 KB
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[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models.pdf
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754.9 KB
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[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf
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751.8 KB
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[Lehman Brothers] The Specified Pool Handbook.pdf
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751.5 KB
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[Harvard Business School] Note on Commodity Futures.pdf
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750.8 KB
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[Harvard Business School, Donahue] Note On Commodity Futures.pdf
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750.8 KB
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[RiskMetrics Group] CreditGrades Technical Document.pdf
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739.3 KB
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[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf
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738.8 KB
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[Applied Mathematical Finance, Hagan] Interpolation Methods for Curve Construction.pdf
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734.6 KB
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[Bloomberg Magazine, Carr] The Innovator.pdf
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732.5 KB
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[Jackel] Stochastic Volatility Models - Past, Present and Future.pdf
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731.3 KB
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[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf
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729.2 KB
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[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf
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727.2 KB
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[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf
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724.2 KB
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[CSMA] CMBS Total Rate of Return Swaps.pdf
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721.7 KB
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[BNP Paribas] Volatility Investing Handbook.pdf
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718.8 KB
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[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf
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714.7 KB
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[Citibank] Latin America Training and Development Center - Equity Financing.pdf
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706.9 KB
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[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf
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703.4 KB
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[Societe Generale] Quantitative Strategy - Pricing Bespoke CDOs - Latest Developments.pdf
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688.9 KB
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[Barclays] Convertible Bonds - A Technical Introduction.pdf
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684.9 KB
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[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf
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676.6 KB
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[Bank of America] Pricing Mortgage-back Securities.pdf
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672.4 KB
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[Bank of America] Introduction to Agency CMO Structures.pdf
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671.7 KB
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[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf
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669.7 KB
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[Workshop on Computational Methods for Pricing and Hedging Exotic Options, Dixon] Calibrating Spread Options using a Seasonal Forward Model.pdf
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669.4 KB
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[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf
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653.7 KB
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[Sapient Derivatives Consulting Group] The DCG Quick Reference Guide to Credit Event Terminology.pdf
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652.9 KB
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[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf
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652.6 KB
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[Quantitative Finance, Cont] Dynamics of Implied Volatility Surfaces.pdf
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652.3 KB
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[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf
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650.2 KB
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[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated Markets.pdf
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649.6 KB
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[ISMA Centre, Alexander] Principal Component Analysis of Volatility Smiles and Skews.pdf
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647.3 KB
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[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf
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638.7 KB
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[Journal of Computational Finance, Sepp] Pricing Options on Realized Variance in Heston Model with Jumps in Returns and Volatility.pdf
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637.0 KB
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[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf
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625.7 KB
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[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf
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620.8 KB
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[Salomon Smith Barney] Principles of Principal Components - A Fresh Look at Risk, Hedging and Relative Value.pdf
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617.1 KB
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[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf
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612.8 KB
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[Merrill Lynch] Introduction to Securitisation.pdf
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611.6 KB
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[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf
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608.6 KB
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[Journal of Applied Mathematics and Decision Sciences, Francesco] Analysis of an Uncertain Volatility Model.pdf
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606.3 KB
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[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf
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605.0 KB
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[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf
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600.5 KB
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[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf
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598.0 KB
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[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf
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593.8 KB
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[ITO33, Henrotte] Variance Swaps.pdf
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593.7 KB
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[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf
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588.1 KB
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[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf
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585.8 KB
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[Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf
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583.5 KB
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[Journal of Financial Economics, Vasicek] An Equilibrium Characterization of the Term Structure.pdf
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580.3 KB
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[Salomon Brothers] Anatomy of Prepayments - The Salomon Brothers Prepayment Model.pdf
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580.1 KB
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[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf
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577.1 KB
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[Islamic Research and Training Institute, Mannan] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf
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577.1 KB
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[JP Morgan] Credit Correlation - A Guide.pdf
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575.5 KB
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[Nomura] ABS Credit Migrations 2004.pdf
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574.8 KB
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[Journal of Fixed Income, Bieri] Riding the Yield Curve - A Variety of Strategies.pdf
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572.6 KB
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[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf
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572.5 KB
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[Merrill Lynch, Youssfi] Convexity Adjustment for Volatility Swaps.ppt
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572.4 KB
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[Journal of Derivatives, Milevsky] A Closed-Form Approximation for Valuing Basket Options.pdf
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569.8 KB
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[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf
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563.9 KB
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[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf
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563.1 KB
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[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf
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550.9 KB
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[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf
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550.5 KB
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[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf
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550.5 KB
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[Citibank] Convertible Bonds - A Guide.pdf
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549.5 KB
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[Creative Computing, Stineman] A Consistently Well-Behaved Method of Interpolation.pdf
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543.8 KB
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[BNP Paribas] Index Variance Arbitrage.pdf
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539.9 KB
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[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf
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536.9 KB
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[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf
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536.6 KB
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[King's College, Shaw] Differential Equations for Monte Carlo Recycling and a GPU-Optimized Normal Quantile.pdf
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535.5 KB
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[JPMorgan] Credit Derivatives - A Primer (1998 Edition).pdf
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531.8 KB
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[Lehman Brothers] Modelling Credit - Theory and Practice.pdf
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529.9 KB
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[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf
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528.2 KB
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[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochastic Processes.pdf
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524.1 KB
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[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf
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524.0 KB
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[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf
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523.8 KB
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[Merrill Lynch] Correlation Trading.pdf
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523.4 KB
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[BNP Paribas] US Index Option Strategies.pdf
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517.0 KB
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[Citibank] CPDOs - The New Best Seller.pdf
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516.9 KB
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[SwiftStandards] Category 4 - Collections & Cash Letters.pdf
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510.9 KB
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[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf
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509.7 KB
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[Risk Magazine, Castagna] The Vanna-Volga Method for Implied Volatilities.pdf
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506.7 KB
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[JP Morgan] A Framework for Valuing Financial Hybrids.pdf
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505.5 KB
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[Risk Magazine, Little] A Finite-Difference Method for the Valuation of Variance Swaps.pdf
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504.3 KB
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[Bank of America] Understanding Mortgage Dollar Rolls.pdf
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502.0 KB
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[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf
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501.4 KB
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[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf
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499.1 KB
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[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf
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498.6 KB
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[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf
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498.6 KB
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[UBS Warburg] CDO Insight.pdf
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496.5 KB
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[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf
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496.4 KB
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[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf
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491.3 KB
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[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf
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491.3 KB
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[Standard & Poor's] A Guide to the Loan Market.pdf
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486.5 KB
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[EDHEC Risk and Asset Management Research Centre] The Amaranth Collapse - What Happened and What Have We Learned Thus Far.pdf
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483.7 KB
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[Amen] Introduction To Foreign Exchange.ppt
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482.8 KB
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[Lehman Brothers] Introduction to Investment Banking.pdf
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481.5 KB
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[Nomura] MBS Basics.pdf
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478.4 KB
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[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf
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477.1 KB
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[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf
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476.1 KB
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[JPMorgan] Credit Derivatives - A Primer (2005 Edition).pdf
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471.7 KB
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[NASDAQ OMX] Corporate Actions Practice Guide.pdf
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467.4 KB
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[Investopedia] Advanced Bond Concepts.pdf
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463.9 KB
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[Bank of America] Guide to Credit Default Swaptions.pdf
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463.4 KB
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[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the United States.pdf
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461.7 KB
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[Bank of America-Merrill Lynch] The Big Bang - A Guide to the Standardized CDS Contract.pdf
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459.4 KB
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[Lehman Brothers] Base Correlation Explained.pdf
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455.7 KB
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[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf
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454.7 KB
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[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf
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452.8 KB
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[Diko] Risk Premia in Electricity Forward Prices.pdf
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450.4 KB
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[Applied Mathematical Finance, West] Calibration of the SABR Model in Illiquid Markets.pdf
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449.8 KB
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[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf
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446.4 KB
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[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.pdf
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444.3 KB
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[Barra] Single Country Equity - Risk Model Handbook.pdf
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443.8 KB
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[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf
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442.9 KB
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[Duff & Phelps Credit Rating Co] DCR's Criteria for Rating Cash Flow CDOs.pdf
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440.1 KB
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[Journal of Portfolio Management, Neuberger] The Log Contract.pdf
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438.5 KB
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[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf
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438.5 KB
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[Lehman Brothers] Hybrid ARM Handbook.pdf
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436.2 KB
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[Lehman Brothers] The Hybrid ARM Handbook.pdf
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436.2 KB
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[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf
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435.7 KB
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[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf
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433.5 KB
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[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf
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429.1 KB
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[Hagan] Credit Derivatives.pdf
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428.1 KB
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[Morgan Stanley] The Layman's Guide to Implied Correlation.pdf
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425.7 KB
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[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf
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424.9 KB
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[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf
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424.8 KB
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[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf
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423.9 KB
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[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf
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419.6 KB
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[Journal of Banking Finance, Corrado] A note on a simple, accurate formula to compute implied standard deviations.pdf
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419.0 KB
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[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf
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418.4 KB
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[Bank of America] The Agency ARM MBS Sector.pdf
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417.4 KB
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[Federal Reserve Bank of Alanta, Fernández-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf
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413.2 KB
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[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf
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411.4 KB
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[Societe Generale] Pricing and Hedging Correlation Products.pdf
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406.1 KB
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[Mathematical Finance, Gallucio] Theory and Calibration of Swap Market Models.pdf
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404.3 KB
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[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf
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403.4 KB
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[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
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403.2 KB
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[Lehman Brothers] Valuation of Credit Default Swaps.pdf
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402.9 KB
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[JPMorgan] Credit Derivatives 2003 - Advanced Credit Derivatives Valuation - Bridging Credit Default Swaps and Corporate Bonds.pdf
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402.1 KB
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[The Journal of Political Economy, Black] The Pricing of Options and Corporate Liabilities.pdf
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400.7 KB
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[CBOT] CBOT Soybean Crush Reference Guide.pdf
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397.0 KB
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[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf
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396.1 KB
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[SwiftStandards] Category 6 - Treasury Markets Precious Metals (MT600 - MT699).pdf
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395.4 KB
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[Nomura] Basel II and Banks - Key aspects and likely market impact.pdf
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395.0 KB
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[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf
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394.7 KB
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[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf
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393.8 KB
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[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf
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392.8 KB
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[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf
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392.6 KB
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[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf
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390.7 KB
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[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf
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390.4 KB
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[Merrill Lynch] Credit Derivatives Handbook 2000.pdf
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388.9 KB
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[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf
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387.6 KB
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[The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf
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385.8 KB
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[Risk Magazine, Burghardt] One Good Turn.pdf
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385.0 KB
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[Deutsche Bank] Credit Derivatives and Structured Credit.pdf
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384.3 KB
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[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf
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382.3 KB
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[Moody's] Bank-Loan Loss Given Default.pdf
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382.1 KB
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[Merrill Lynch] CDO Rating Methodologies Review.pdf
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381.5 KB
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[Henrard] Bonds Futures and Their Options - More than the Cheapest-to-Deliver; Quality Option and Marginning.pdf
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380.7 KB
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[Andrew Davidson & Co] Divide and Conquer - Exploring New OAS Horizons.pdf
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379.7 KB
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[FitchRatings] Asset-Backed Commercial Paper Explained.pdf
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379.3 KB
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[Bank of America] Trust IO-PO Market.pdf
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378.5 KB
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[Borak] FFT Based Option Pricing.pdf
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376.6 KB
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[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf
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376.5 KB
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[Andrew Davidson & Co] LOANDYNAMICS - AD&CO's Approach to Modeling Credit Risk.pdf
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374.5 KB
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[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf
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374.1 KB
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[Kellogg Graduate School of Management, Andersen] (Understanding, Optimizing, Using and Forecasting) Relalized Volatility and Correlation.pdf
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372.2 KB
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[BNP Paribas] European Volatility Tracker - Feb 2006.pdf
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370.8 KB
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[University of California, Stoft] Primer on Electricity Futures and Other Derivatives.pdf
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370.1 KB
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[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf
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368.8 KB
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[University of Illinois, Deng] Volatility Dispersion Trading.pdf
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368.2 KB
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[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf
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368.0 KB
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[London Business School, Bunn] Forecasting Electricity Prices.pdf
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363.4 KB
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[Università del Piemonte Orientale, Marazzina] Interest Rate Modelling - A MATLAB Implementation.pdf
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362.5 KB
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[Agder University College, Koekebakker] Electricity Term Structure Modelling.pdf
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361.4 KB
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[Bloomberg, Stein] FX Market Behavior and Valuation.pdf
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360.4 KB
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[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf
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360.0 KB
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[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf
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359.8 KB
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[SwiftStandards] Category 8 - Travellers Cheques (MT800 - MT899).pdf
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358.3 KB
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[Columbia University, Derman] Trading Volatility as an Asset Class.pdf
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358.0 KB
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[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf
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358.0 KB
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[ISDA] 2003 ISDA Credit Derivative Definitions.pdf
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355.4 KB
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[Computing, Spath] Exponential Spline Interpolation.pdf
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355.4 KB
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[Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf
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354.3 KB
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[Lehman Brothers] The Shape of Implied Loss Distributions.pdf
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353.5 KB
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[University of Tokyo, Osajima] The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf
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350.6 KB
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[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf
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350.4 KB
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[University of Freiburg, Eberlein] Sato Processes and the Valuation of Structured Products.pdf
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349.6 KB
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[Citibank] A General Review of CDO Valuation Methods.pdf
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349.5 KB
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[Citibank] General Review of CDO Valuation Methods.pdf
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349.5 KB
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[UBS Investment] CDPO an Asset Class on its Own or a Glorified Bearish Rated Equity.pdf
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349.3 KB
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[FitchRatings] Rating Securitizations Above the Sovereign Ceiling.pdf
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349.0 KB
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[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf
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343.7 KB
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[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf
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342.7 KB
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[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf
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340.7 KB
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[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf
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339.0 KB
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[University of London, Jacquier] Variance Dispersion and Correlation Swaps.pdf
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338.3 KB
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[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf
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336.2 KB
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[Nomura] Report from Boca Raton 2005 - Coverage of Selected Sessions of ABS East 2005.pdf
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335.0 KB
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[Risk Magazine, Bergomi] Smile Dynamics III.pdf
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334.1 KB
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[Goldman Sachs] Dividends and Dividend Swaps.pdf
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320.3 KB
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[Risk Magazine, Ren] Calibrating and Pricing with Embedded Local Volatility Models.pdf
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318.9 KB
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[Bear Stearns] RMBS Residuals - A Primer.pdf
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318.3 KB
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[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf
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318.3 KB
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[Lehman Brothers] A Guide to the Lehman Global Family of Fixed Income Indices.pdf
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316.4 KB
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[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf
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316.2 KB
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[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf
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316.2 KB
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[Nomura] ABS Credit Migrations.pdf
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316.2 KB
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[Goldman Sachs] Understanding US Economic Statistics.pdf
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311.9 KB
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[Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf
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310.6 KB
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[Societe Generale] Quantitative Strategy - Looking for Value in the Sub-Insurance Market.pdf
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309.4 KB
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[NYMEX] Crack Spread Handbook.pdf
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309.2 KB
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[JP Morgan] CDO Handbook.pdf
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308.7 KB
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[Federal Reserve Bank of New York, Fernald] The Pricing and Hedging of Index Amortizing Rate Swaps.pdf
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307.7 KB
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[JP Morgan] Volatility, Leverage, and Returns.pdf
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306.3 KB
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[Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf
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306.0 KB
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[RBS Greenwich Capital] 2007 MBS Outlook.pdf
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305.4 KB
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[University of Waterloo, Windcliff] Pricing Methods and Hedging Strategies for Volatility Derivatives.pdf
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302.2 KB
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[Nomura] Model Risk Update - Margins of Error and Scenario Analysis.pdf
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299.8 KB
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[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf
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299.5 KB
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[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf
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299.4 KB
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[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf
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298.4 KB
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[Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf
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298.4 KB
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[SwiftStandards] Category 6 - Treasury Markets Syndications (MT643 - MT699).pdf
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298.0 KB
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[Nomura] ABS Gold Coast Report - Coverage of Selected Sessions of ABS East 2003.pdf
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296.0 KB
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[Lehman Brothers] Credit Derivatives Primer.pdf
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294.0 KB
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[Deutsche Bank] Asset Valuation & Allocation Models.pdf
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292.1 KB
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[Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf
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290.4 KB
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[Quantitative Finance, Fouque] Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment.pdf
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289.6 KB
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[FitchRatings] Structured Finance in Latin America’s Domestic Markets.pdf
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289.2 KB
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[Standard & Poor's] CMBS Property Evaluation Criteria.pdf
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286.0 KB
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[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf
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283.6 KB
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[JP Morgan] RiskMetrics - Technical Document.pdf
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283.6 KB
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[Lehman Brothers] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf
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283.3 KB
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[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf
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283.3 KB
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[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf
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282.6 KB
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[Nomura] Home Equity ABS Basics.pdf
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280.1 KB
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[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf
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279.7 KB
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[Risk Magazine, Derman] Finding a Job in Finance.pdf
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278.3 KB
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[University of Frankfurt, Vilkov] Variance Risk Premium Demystified.pdf
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277.2 KB
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[Andrew Davidson & Co] Interest Rate Modeling - A Conscientious Choice.pdf
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276.8 KB
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[Egar Technology, Ioffe] Variance Swap Pricing.pdf
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274.4 KB
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[HVB Group] Credit Derivatives Accounting.pdf
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274.0 KB
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[Lehman Brothers] Defining the TBA Deliverable.pdf
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272.8 KB
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[Federal Reserve Bank of Chicago] Structured Notes.pdf
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272.3 KB
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[Applied Spectroscopy, Lodder] Quantile Analysis - A Method for Characterizing Data Distributions.pdf
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270.1 KB
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[Imperial College, Albanese] Pricing Equity Default Swaps.pdf
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268.3 KB
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[Finance and Stochastics, Fusai] An Exact Analytical Soltion for Discrete Barrier Options.pdf
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267.7 KB
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[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units.pdf
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267.2 KB
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[Quantitative Finance, Carr] Optimal Positioning in Derivative Securities.pdf
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266.7 KB
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[BNP Paribas, Atlan] Hybrid Equity-Credit Modelling.pdf
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265.0 KB
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[Erasmus University, Hallerback] An Improved Estimator for Black-Scholes-Merton Implied Volatility.pdf
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263.5 KB
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[Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage Loans.pdf
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263.3 KB
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[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf
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262.8 KB
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[Benth] Analytical Approximation for the Price Dynamics of Spark Spread Options.pdf
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262.3 KB
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[New York University Credit Seminar, Levi] A Relationship Between Default Probability and Equity Volatility.pdf
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261.9 KB
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[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf
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261.1 KB
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[Société Générale] Investment in Power Generation - A Banker's Perspective.pdf
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259.3 KB
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[Merrill Lynch] Pricing Cancellable LCDS.pdf
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258.6 KB
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[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf
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258.0 KB
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[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf
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257.0 KB
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[Lehman Brothers] Changes to TBA Deliverable.pdf
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253.5 KB
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[Salomon Brothers] Understanding the Yield Curve, Part 7 - The Dynamic of the Shape of the Yield Curve.pdf
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253.2 KB
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[Nomura] Report from Orlando 2006 - Coverage of Selected Sessions of ABS East 2006.pdf
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253.1 KB
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[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.pdf
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251.0 KB
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[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Option Embedded Contracts.pdf
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250.9 KB
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[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf
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250.5 KB
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[Proceedings of the 2004 Winter Simulation Conference, L'Ecuyer] Quasi-Monte Carlo Methods in Finance.pdf
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247.0 KB
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[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf
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245.8 KB
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[Lehman Brothers] Introduction to Variable Rate Financing.pdf
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245.4 KB
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[Leger] Monte Carlo for the Newbies.pdf
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241.6 KB
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[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf
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241.1 KB
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[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf
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239.7 KB
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[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf
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239.6 KB
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[Bear Stearns] The Outlook for Fixed Income 2007.pdf
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239.0 KB
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[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf
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237.9 KB
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[The Review of Economics and Statistics, Enders] Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes.pdf
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237.7 KB
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[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf
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233.7 KB
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[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf
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232.9 KB
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[Morgan Stanley] Swaps.pdf
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229.4 KB
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[Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf
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229.0 KB
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[King's College, Shaw] Eco-mputational Finance - Differential Equations for Monte Carlo Recycling.pdf
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228.6 KB
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[JP Morgan] Profiting from Market Signals.pdf
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227.1 KB
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[BNP Paribas] Smile Trading.pdf
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227.0 KB
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[Nomura] Tranching Credit Risk - Examples with CDOs and the iTraxx Index.pdf
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226.9 KB
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[New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf
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224.4 KB
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[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf
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223.8 KB
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[Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf
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223.4 KB
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[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf
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223.1 KB
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[Universidad Torcuato Di Tella, Merener] Swap Rate Variance Swaps.pdf
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222.6 KB
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[Proceedings of the 2004 Winter Simulation Conference, Lemieux] Randomized Quasi-Monte Carlo - A Tool for Improving the Efficiency of Simulations in Finance.pdf
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222.4 KB
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[Citibank] Correlation Trading Strategies.pdf
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221.5 KB
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[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf
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221.3 KB
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[Nomura] ABX Index - The Constituent Breakdown.pdf
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220.9 KB
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[Courant Institute, Carr] Trading Autocorrelation.pdf
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220.2 KB
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[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf
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216.9 KB
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[Nomura] Oops… They Did It Again - Jumbo MBS Credit Enhancement Levels Keep Falling.pdf
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216.6 KB
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[Journal of Derivatives, Hull] Valuation of a CDO and an nth to Default CDS without Monte Carlo Simulation.pdf
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213.6 KB
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finengineer.html
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213.2 KB
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[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf
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212.9 KB
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[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf
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211.7 KB
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[University of Wollongong, Zhu] An Exact and Explicit Solution for the Value of American Put and its Optimal Exercise Boundary.pdf
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209.3 KB
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[Journal of Derivatives, Hull] The Valuation of Credit Default Swap Options.pdf
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208.9 KB
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[New York University, Avellaneda] Pricing and Hedging Derivative Securities in Markets with Uncertain Volatilities.pdf
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208.4 KB
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[Risk Magazine, Bergomi] Smile Dynamics.pdf
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206.4 KB
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[Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf
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206.4 KB
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[Standard & Poor's] CDO Spotlight - Overview of Modeling Methodology for Commodity CDO Structures.pdf
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206.1 KB
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[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf
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205.8 KB
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[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf
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204.8 KB
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[Lehman Brothers] Optionalising Carry Trades.pdf
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204.0 KB
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[Carr Futures, Panos] Trading the Unemployment Report.pdf
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203.3 KB
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[FitchRatings] Synthetic Overview for CMBS Investors.pdf
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202.3 KB
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[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf
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202.2 KB
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[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf
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202.2 KB
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[Citibank] Mortgage Basics Overview.ppt
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201.7 KB
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[Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf
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200.7 KB
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[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing Exotic Interest Rate Derivatives.pdf
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200.7 KB
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[LIFFE] LIFFE Options - A Guide to Trading Strategies.pdf
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198.1 KB
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[Barclays] Forward Starting Equity.pdf
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197.4 KB
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[Nomura] CDO-CDS Update 01-09-2007.pdf
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196.9 KB
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[Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf
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196.3 KB
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[Super Computer Consulting, Nelken] Weather Derivatives - Pricing and Hedging.pdf
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196.3 KB
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[Nomura] Correlation Primer.pdf
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194.9 KB
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[Bloomberg, Baver] Variance Gamma Option Model.pdf
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192.3 KB
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[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf
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192.2 KB
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[Nomura] Synthetic CMBS Primer.pdf
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192.2 KB
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[Norma Fixed Income Research] Synthetic CMBS Primer.pdf
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192.2 KB
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[Andrew Davidson & Co] Fixed-Rate Agency MBS Prepayments and Model Enhancements.pdf
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191.9 KB
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[University of Essex, Liu] Realized Volatility Fixings - Why They are Different.pdf
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191.7 KB
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[The Bond Market Association] An Investors Guide to Collateralized Mortgage Obligations.pdf
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190.8 KB
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[Proceedings of the 2004 Winter Simulation Conference, Staum] Efficent Simulations for Option Pricing.pdf
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189.4 KB
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[European Securitisation Forum] European Securitisation - A Resource Guide.pdf
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189.1 KB
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[Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf
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188.5 KB
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[Nomura] CDO-CDS Update 02-21-2006.pdf
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187.6 KB
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[FEA] Power Price Simulation using Hybrid Models.pdf
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187.3 KB
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[NYBOT] The US Dollar Index Futures Contract.pdf
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186.1 KB
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[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf
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184.1 KB
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[Nomura] Report from Paradise Island - Coverage of Selected Sessions of ABS East 2002.pdf
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183.9 KB
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[Citibank] Index-Linked Investment Products.pdf
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182.6 KB
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[Copenhagen Business School, Nielsen] Dividends in the Theory of Derivative Securities Pricing.pdf
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176.9 KB
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[Moody's] Rating Preferred Stock and Hybrid Securities.pdf
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175.1 KB
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[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf
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174.9 KB
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[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf
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172.9 KB
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[Journal of Finance, Black] Interest Rates as Options.pdf
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171.8 KB
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[Risk Magazine, Bergomi] Smile Dynamics II.pdf
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169.6 KB
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[Deutsche Bank] Depositary Receipts Handbook.pdf
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169.3 KB
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[JPMorgan] Introducing Standard First to Default Baskets.pdf
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169.2 KB
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[SwiftStandards] Category n - Common Group Messages (MTn90 - MTn99).pdf
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166.8 KB
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[Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf
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165.5 KB
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[Standard & Poor's] Trade Receivable Criteria.pdf
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165.1 KB
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[Chris] Market Risk for Volatility and Variance Swaps.pdf
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165.0 KB
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[Bank of America] Fixed-Rate IO Mortgages.pdf
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164.5 KB
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[Risk Magazine, Andersen] All Your Hedges in One Basket.pdf
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164.4 KB
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[Aite Group] Trends in OTC Equity Derivatives - Where do we go from here.pdf
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164.3 KB
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[FitchRatings] Credit Policy - 2006 European SF Outlook Chart.pdf
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162.6 KB
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[Deutsche Bank] The Arbitrage CDO Market.pdf
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160.6 KB
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[Egar Technology] Weather Derivatives.pdf
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160.0 KB
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[BNP Paribas] Quantitative Option Strategy.pdf
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159.2 KB
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[Nomura] Sub-prime Suprise... Not!.pdf
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155.8 KB
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[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf
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155.1 KB
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[Bond Exchange of South Africa] Bond Pricing Formula - Specifications.pdf
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154.6 KB
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[University of Twente, Vellekoop] Cash Dividends and Futures Prices on Discontinuous Filtrations.pdf
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154.2 KB
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[BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf
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153.9 KB
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[FitchRatings] Hybrid Securities - An Emperical View.pdf
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151.8 KB
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[BNP Paribas] Corridor Variance Swaps - A Cheaper Way to Buy Volatility.pdf
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149.1 KB
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[Deutsche Bank] High-Yield Credit Derivatives.pdf
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147.6 KB
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[University of London, Jacquier] Volatility Seminar - Some notes on Variance Swaps and Volatility Derivatives.pdf
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142.3 KB
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[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf
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141.6 KB
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[Nomura] Report from Orlando 2007 - Coverage of Selected Sessions of ABS East 2007.pdf
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140.6 KB
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[Moody's] Understanding the Risks in Credit Default Swaps.pdf
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138.9 KB
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[BNP Paribas] What Future for Dividends in Europe.pdf
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135.5 KB
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[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf
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133.4 KB
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[Risk Magazine, Quessette] New Products, New Risks.pdf
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132.3 KB
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[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf
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130.7 KB
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[Lehman Brothers] Mortgage Convexity Risk.pdf
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130.7 KB
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[Bear Stearns] Variance Swaps - An Introduction.pdf
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130.7 KB
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[Schoutens] Moment Swaps.pdf
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130.4 KB
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[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf
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129.6 KB
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[Vienna University, Redl] Modeling Electricity Futures.pdf
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129.6 KB
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[Klassen] Pricing Variance Swaps with Cash Dividends.pdf
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128.2 KB
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[Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf
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127.6 KB
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[BNP Paribas] DivDax. Trade 2009-2010 dividend swap.pdf
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126.2 KB
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[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf
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124.6 KB
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[Risk Magazine, Foster] Trees from History.pdf
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123.8 KB
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[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf
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122.4 KB
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[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf
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120.7 KB
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[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf
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116.8 KB
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[Journal of Economic Development, Islam] The Purchasing Power Parity Relationship - Causality and Cointegration Tests Using Korea-US Exchange Rate and Prices.pdf
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115.2 KB
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[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf
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112.4 KB
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[University of California, Silverman] Solution of the Black Scholes Equation using the Green's Function of the Diffusion Equation.pdf
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112.0 KB
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[The Bond Market Association] An Investors Guide to Pass-Through and Collateralized Mortgage Securities.pdf
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111.5 KB
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[Deutsche Bank] FAS 133 Amendments.pdf
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111.4 KB
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[Wall Street Journal, Slater] When Hedge Funds Meet Islamic Finance.pdf
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108.4 KB
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[Bank of America] Introduction to Cross Currency Swaps.pdf
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108.0 KB
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[Merrill Lynch, Balland] Forward Smile.pdf
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107.6 KB
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[Lehman Brothers] Introduction to Asset Swaps,pdf.pdf
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106.5 KB
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[Nomura] Jumbo MBS - Where's the Credit Enhancement.pdf
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104.9 KB
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[UBS Investment Bank] UBS Bloomberg Constant Maturity Commodity Index (CMCI) Family.pdf
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103.4 KB
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[Nomura] Synthetic ABS Nuances.pdf
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102.3 KB
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[Risk Magazine, Overhaus] Himalaya Options.pdf
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100.0 KB
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[Nomura] Economics in Focus - December 2005.pdf
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99.9 KB
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[YieldCurve] CDO-Note - Synthetic CDO Note Pricing Model Fact Sheet.pdf
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99.5 KB
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[Bear Stearns] Understanding CMO Toggle Floaters.pdf
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98.8 KB
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[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf
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98.5 KB
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[ASX Australian Exchange] A Guide to the Pricing Conventions of SFE Interest Rate Products.pdf
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98.0 KB
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[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf
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97.6 KB
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[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf
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97.2 KB
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[University of Chicago, Lee] Weighted Variance Swap.pdf
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93.5 KB
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[Lehman Brothers] Focus - Israel Back to Basics.pdf
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93.3 KB
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[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf
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89.8 KB
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[Journal of Applied Corporate Finance, Arzac] Percs, Decs, and Other Mandatory Convertibles.pdf
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88.2 KB
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[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf
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88.0 KB
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[Moody's] Piercing the Country Ceiling - An Update.pdf
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86.2 KB
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[JP Morgan] The Price of Credit.pdf
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85.6 KB
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[Merrill Lynch] CDS Physical Settlement.pdf
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85.3 KB
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[University of Chicago, Lee] Corridor Variance Swap.pdf
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85.0 KB
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[Risk Magazine, Carr] Introducing the Covariance Swap.pdf
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82.6 KB
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[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf
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80.9 KB
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[Risk Magazine, Rubinstein] Unscrambling the Binary Code.pdf
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79.5 KB
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[Nomura] Holiday Special - December 2008.pdf
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78.0 KB
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[Citibank] Valuing Fixed-Rate IO Mortgages.pdf
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76.9 KB
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[FOW, Smith] Adding a Floor to Equity Cliquets.pdf
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76.5 KB
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[University of Chicago, Lee] Gamma Swap.pdf
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75.7 KB
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[JP Morgan] Exploring the TUI Hybrid.pdf
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75.0 KB
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[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf
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72.9 KB
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[ISDA] EMU and Market Conventions - Recent Developments.pdf
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72.6 KB
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[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf
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72.6 KB
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[CK Locke and Partners] CFD Trading Manual.pdf
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71.5 KB
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[Commodities Now, Sikorski] EU Emissions Trading - What Does It Mean for an Electricity Generator.pdf
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67.5 KB
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[Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf
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65.6 KB
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[Lehman Brothers, Zhou] The Swap Curve.pdf
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64.3 KB
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[JP Morgan] Now You See It, Now You Don't - What Happened to US Heating Oil Stocks and Why It Doesn't Matter.pdf
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63.3 KB
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[The Bond Market Association] The Asset-Backed Market in 1999 and the Outlook for 2000.pdf
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60.7 KB
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[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf
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59.6 KB
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[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf
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57.4 KB
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[Societe Generale] Explanatory Note About the Exceptional Fraud - January 2008.pdf
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57.0 KB
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[Risk Magazine, Cardenas] Monte Carlo within a Day.pdf
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57.0 KB
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[Moody's] The Relative Stability of Cash-Flow vs. Market-Value CDO Ratings.pdf
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54.4 KB
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[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf
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53.8 KB
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[University of Ibadan, Ugbebor] Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Markets.pdf
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52.9 KB
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[Nomura] Credit Default Swap (CDS) Primer.pdf
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52.8 KB
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[Mount Lucas Management] The Mechanics of the Commodity Futures Markets - What They Are and How They Function.pdf
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51.5 KB
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[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf
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48.9 KB
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[Unversity Paris IX Dauphine, Geman] Towards a European Market of Electricity - Spot and Derivatives Trading.pdf
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45.7 KB
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[Risk Magazine, Frishling] A Discrete Question.pdf
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45.2 KB
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[JPMorgan] Introducing Base Correlations.pdf
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44.7 KB
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[Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf
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42.3 KB
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[Adelson & Jacob Consulting] The Need to See Past the Data.pdf
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36.0 KB
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[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf
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27.8 KB
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[Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf
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27.4 KB
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[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf
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26.1 KB
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[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf
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25.1 KB
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[Duff & Phelps Credit Rating Co] DCR Rates First-Ever Weather-Linked Notes.pdf
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14.2 KB
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[Duff & Phelps Credit Rating Co] DCR Rates Asian Diversified Funding Bond CBO.pdf
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13.4 KB
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transputer.html
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0.4 KB
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Total files 631
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