quants

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[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf 15.3 MB
[US Navy] Mathematics, Basic Math, and Algebra.pdf 13.9 MB
[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf 8.8 MB
[NERC] NERC Operating Manual - June 2004.pdf 8.5 MB
[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.ppt 8.0 MB
[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf 7.6 MB
[Salomon Smith Barney] Introductory Guide to Equity Options.pdf 6.7 MB
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf 6.3 MB
[Applied Mathematical Finance, Chung] Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy.pdf 6.0 MB
[Yale University, Welch] A First Course in Corporate Finance.pdf 5.8 MB
[Dubai International Financial Centre] A Guide to Islamic Finance In or From the DIFC.pdf 5.2 MB
[Lehman Brothers] Interest Rate Futures.pdf 5.1 MB
[AVT] Initial Estimating and Refining Volatility.pdf 5.0 MB
[JP Morgan] MBS Primer.pdf 4.9 MB
[BNP Paribas] The High Yield Handbook, Part 1.pdf 4.8 MB
[Goldman Sachs] Alt-A Market - An Introduction.pdf 4.6 MB
[BNP Paribas] The High Yield Handbook, Part 2.pdf 4.5 MB
[Northwestern University, Watson] Vector Autoregressions and Cointegration.pdf 4.5 MB
[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf 4.3 MB
[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf 4.3 MB
[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf 4.0 MB
[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf 3.8 MB
[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf 3.8 MB
[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf 3.7 MB
[Morgan Stanley] Structured Credit Insights 2006.pdf 3.7 MB
[STOXX] Dow Jones STOXX Index Guide - Version 13.pdf 3.5 MB
[Journal of Derivatives, Kjaer] Fast Pricing of Cliquet Options with Global Floor.pdf 3.2 MB
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf 3.2 MB
[Barclays] CDS Curve Trading Handbook 2008.pdf 3.2 MB
[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf 3.0 MB
[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf 2.9 MB
[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf 2.9 MB
[JP Morgan] Option Trading and Variance Swaps.pdf 2.7 MB
[Bloomberg] Credit Default Swaps.pdf 2.7 MB
[RiskMetrics Group] Risk Management - A Practical Guide.pdf 2.6 MB
[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf 2.5 MB
[Credit Suisse] Credit Portfolio Modeling Handbook.pdf 2.5 MB
[Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf 2.4 MB
[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf 2.4 MB
[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf 2.1 MB
[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf 2.1 MB
[BNP Paribas] Produits Derives - Change, Taux et Actions.pdf 2.1 MB
[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf 2.0 MB
[Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf 2.0 MB
[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf 2.0 MB
[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf 2.0 MB
[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf 2.0 MB
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf 2.0 MB
[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf 2.0 MB
[Bloomberg, Stein] Mortgage Backed Valuation.pdf 1.9 MB
[Citibank] Interest Rates Workbook.pdf 1.9 MB
[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf 1.8 MB
[JP Morgan] Variance Swaps.pdf 1.8 MB
[Citibank] Latin America Training and Development Center - Futures.pdf 1.8 MB
[JP Morgan] Depositary Receipts Reference Guide.pdf 1.8 MB
[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf 1.7 MB
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.pdf 1.7 MB
[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf 1.7 MB
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf 1.7 MB
[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf 1.7 MB
[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf 1.7 MB
[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf 1.6 MB
[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf 1.6 MB
[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differential Equation Approach.pdf 1.6 MB
[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf 1.6 MB
[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf 1.6 MB
[Journal of Finance, Barone-Adesi] Efficient Analytic Approximation of American Option Values.pdf 1.6 MB
[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf 1.6 MB
[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf 1.5 MB
[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf 1.5 MB
[Bloomberg, Dupire] Modelling Volatility Skews.ppt 1.5 MB
[Risk Magazine, Fruchard] Basis for Change.pdf 1.5 MB
[Barclays] Inflation Derivatives - A User's Guide.pdf 1.5 MB
[Credit Suisse] Institutional Considerations in the MBS Markets.pdf 1.5 MB
[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf 1.4 MB
[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf 1.4 MB
[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf 1.4 MB
[Bear Stearns] Introduction to Asset-Backed CDS.pdf 1.4 MB
[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf 1.4 MB
[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf 1.4 MB
[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf 1.4 MB
[Merrill Lynch] The B2B Market Maker Book.pdf 1.4 MB
[JP Morgan] Just What You Need to Know About Variance Swaps.pdf 1.3 MB
[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf 1.3 MB
[University of California, Evans] An Introduction to Stochastic Differential Equations - Version 1.2.pdf 1.3 MB
[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf 1.3 MB
[Barclays] Global Inflation-Linked Products - A User's Guide.pdf 1.3 MB
[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf 1.2 MB
[Barra] Global Equity - Risk Model Handbook.pdf 1.2 MB
[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf 1.2 MB
[Lehman Brothers] Understanding Hedge Fund Performance.pdf 1.2 MB
[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf 1.2 MB
[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf 1.2 MB
[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf 1.2 MB
[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf 1.2 MB
[Lehman Brothers] Mortgage Options - A Primer.pdf 1.2 MB
[JP Morgan] Institutional Hedging Activity.pdf 1.1 MB
[Journal of Risk, Rebonato] Evolving Yield Curves in the Real-World Measures - A Semi-Parametric Approach.pdf 1.1 MB
[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf 1.1 MB
[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf 1.1 MB
[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf 1.1 MB
[JP Morgan] Global Data Watch - August 2006.pdf 1.1 MB
[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf 1.1 MB
[Citibank] Latin America Training and Development Center - Basic Treasury.pdf 1.1 MB
[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf 1.1 MB
[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf 1.1 MB
[Merrill Lynch] Credit Derivative Handbook 2003.pdf 1.1 MB
[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf 1.1 MB
[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf 1.0 MB
[AXA Investment] Why the Implied Correlation of Dispersion Has to be Higher Than the Correlation Swap Strike.pdf 1.0 MB
[Bank of America] Outlook for the RMBS Market in 2007.pdf 1.0 MB
[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf 1.0 MB
[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf 1.0 MB
[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf 1.0 MB
[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf 1.0 MB
[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf 1.0 MB
[Bloomberg, Konikov] Basket Default Swaps.pdf 1.0 MB
[Journal of International Money and Finance, Levy] Pricing European Average Rate Currency Options.pdf 1.0 MB
[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf 1.0 MB
[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.pdf 1016.9 KB
[Citibank] Latin America Training and Development Center - Interest Rates.pdf 1011.8 KB
[Odegaard] Financial Numerical Recipes in C++.pdf 1009.8 KB
[Citibank] Guide to Mortgage-Back Securities.pdf 1009.1 KB
[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf 968.7 KB
[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf 967.2 KB
[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf 965.3 KB
[Citibank] Latin America Training and Development Center - Debt Financing.pdf 957.9 KB
[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf 956.1 KB
[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf 949.7 KB
[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf 944.5 KB
[Journal of Econometrics, Phillips] Understanding Spurious Regression in Econometrics.pdf 941.1 KB
[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf 941.1 KB
[JP Morgan] Corporate Quantitative Weekly.pdf 939.6 KB
[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf 935.2 KB
[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf 922.6 KB
[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of Exotic Equity Options.pdf 921.4 KB
[BNP Paribas] Structured Retail Products.pdf 918.5 KB
[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf 908.8 KB
[European Central Bank] The Euro Bond Market Study - December 2004.pdf 898.4 KB
[Prudential Financial Research] Stock Valuation Models.pdf 896.4 KB
[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.ppt 896.0 KB
[Nielsen] Pricing Asian Options.pdf 873.6 KB
[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf 871.4 KB
[JP Morgan] Hybrid Primer.pdf 870.8 KB
[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf 861.2 KB
[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf 855.5 KB
[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf 852.2 KB
[JP Morgan] Oil & Gas Basics.pdf 847.9 KB
[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf 847.6 KB
[Advances in Futures and Options Research, Barone-Adesi] On the Valuation of American Put Options on Dividend-Paying Stocks.pdf 838.0 KB
[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf 833.3 KB
[Goldman Sachs] A Mortgage Product Primer.pdf 832.4 KB
[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf 832.1 KB
[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf 829.5 KB
[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf 829.5 KB
[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf 826.4 KB
[Morgan Stanley] Whay Hedge Funds Make Sense.pdf 820.0 KB
[BNP Paribas] Guide to Structured Products.pdf 812.1 KB
[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf 803.9 KB
[Moody's] Modeling Default Risk.pdf 801.2 KB
[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf 801.2 KB
[Bank of America] An Introduction to Agency MBS Derivatives.pdf 785.0 KB
[Journal of Hydrologic Engineering, Genest] Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask.pdf 783.6 KB
[CFA Institute] Global Investment Performance Standards (GIPS).pdf 783.6 KB
[Andrew Davidson & Co] An Implied Prepayment Model for MBS.pdf 782.5 KB
[JP Morgan] Relative Value Single Stock Volatility.pdf 781.8 KB
[Lehman Brothers] Introduction to Bond Math.pdf 780.9 KB
[Citibank] Introducing the Experimental Prepayment Model.pdf 773.5 KB
[Andrew Davidson & Co] The Relationship Between the Yield Curve and Mortgage Current Coupon.pdf 772.4 KB
[HVB Group] DJ ITRAXX - Credit at its Best.pdf 761.3 KB
[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf 756.0 KB
[CME] Interest Rate Products - Advanced Topics.pdf 753.6 KB
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.pdf 738.8 KB
[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf 737.3 KB
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models.pdf 737.2 KB
[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf 734.2 KB
[Lehman Brothers] The Specified Pool Handbook.pdf 733.9 KB
[Harvard Business School] Note on Commodity Futures.pdf 733.2 KB
[Harvard Business School, Donahue] Note On Commodity Futures.pdf 733.2 KB
[RiskMetrics Group] CreditGrades Technical Document.pdf 722.0 KB
[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf 721.5 KB
[Applied Mathematical Finance, Hagan] Interpolation Methods for Curve Construction.pdf 717.4 KB
[Bloomberg Magazine, Carr] The Innovator.pdf 715.3 KB
[Jackel] Stochastic Volatility Models - Past, Present and Future.pdf 714.1 KB
[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf 712.1 KB
[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf 710.1 KB
[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf 707.2 KB
[CSMA] CMBS Total Rate of Return Swaps.pdf 704.7 KB
[BNP Paribas] Volatility Investing Handbook.pdf 701.9 KB
[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf 697.9 KB
[Citibank] Latin America Training and Development Center - Equity Financing.pdf 690.3 KB
[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf 686.9 KB
[Societe Generale] Quantitative Strategy - Pricing Bespoke CDOs - Latest Developments.pdf 672.8 KB
[Barclays] Convertible Bonds - A Technical Introduction.pdf 668.9 KB
[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf 660.7 KB
[Bank of America] Pricing Mortgage-back Securities.pdf 656.7 KB
[Bank of America] Introduction to Agency CMO Structures.pdf 655.9 KB
[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf 654.0 KB
[Workshop on Computational Methods for Pricing and Hedging Exotic Options, Dixon] Calibrating Spread Options using a Seasonal Forward Model.pdf 653.7 KB
[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf 638.4 KB
[Sapient Derivatives Consulting Group] The DCG Quick Reference Guide to Credit Event Terminology.pdf 637.6 KB
[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf 637.3 KB
[Quantitative Finance, Cont] Dynamics of Implied Volatility Surfaces.pdf 637.0 KB
[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf 634.9 KB
[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated Markets.pdf 634.4 KB
[ISMA Centre, Alexander] Principal Component Analysis of Volatility Smiles and Skews.pdf 632.1 KB
[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf 623.8 KB
[Journal of Computational Finance, Sepp] Pricing Options on Realized Variance in Heston Model with Jumps in Returns and Volatility.pdf 622.1 KB
[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf 611.0 KB
[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf 606.2 KB
[Salomon Smith Barney] Principles of Principal Components - A Fresh Look at Risk, Hedging and Relative Value.pdf 602.7 KB
[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf 598.5 KB
[Merrill Lynch] Introduction to Securitisation.pdf 597.3 KB
[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf 594.3 KB
[Journal of Applied Mathematics and Decision Sciences, Francesco] Analysis of an Uncertain Volatility Model.pdf 592.1 KB
[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf 590.8 KB
[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf 586.4 KB
[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf 584.0 KB
[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf 579.9 KB
[ITO33, Henrotte] Variance Swaps.pdf 579.8 KB
[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf 574.4 KB
[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf 572.1 KB
[Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf 569.8 KB
[Journal of Financial Economics, Vasicek] An Equilibrium Characterization of the Term Structure.pdf 566.7 KB
[Salomon Brothers] Anatomy of Prepayments - The Salomon Brothers Prepayment Model.pdf 566.5 KB
[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf 563.6 KB
[Islamic Research and Training Institute, Mannan] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf 563.6 KB
[JP Morgan] Credit Correlation - A Guide.pdf 562.0 KB
[Nomura] ABS Credit Migrations 2004.pdf 561.3 KB
[Journal of Fixed Income, Bieri] Riding the Yield Curve - A Variety of Strategies.pdf 559.2 KB
[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf 559.1 KB
[Merrill Lynch, Youssfi] Convexity Adjustment for Volatility Swaps.ppt 559.0 KB
[Journal of Derivatives, Milevsky] A Closed-Form Approximation for Valuing Basket Options.pdf 556.4 KB
[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf 550.7 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf 549.9 KB
[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf 538.0 KB
[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf 537.6 KB
[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf 537.6 KB
[Citibank] Convertible Bonds - A Guide.pdf 536.6 KB
[Creative Computing, Stineman] A Consistently Well-Behaved Method of Interpolation.pdf 531.1 KB
[BNP Paribas] Index Variance Arbitrage.pdf 527.2 KB
[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf 524.3 KB
[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf 524.0 KB
[King's College, Shaw] Differential Equations for Monte Carlo Recycling and a GPU-Optimized Normal Quantile.pdf 523.0 KB
[JPMorgan] Credit Derivatives - A Primer (1998 Edition).pdf 519.3 KB
[Lehman Brothers] Modelling Credit - Theory and Practice.pdf 517.5 KB
[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf 515.8 KB
[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochastic Processes.pdf 511.9 KB
[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf 511.7 KB
[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf 511.5 KB
[Merrill Lynch] Correlation Trading.pdf 511.1 KB
[BNP Paribas] US Index Option Strategies.pdf 504.9 KB
[Citibank] CPDOs - The New Best Seller.pdf 504.8 KB
[SwiftStandards] Category 4 - Collections & Cash Letters.pdf 499.0 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf 497.7 KB
[Risk Magazine, Castagna] The Vanna-Volga Method for Implied Volatilities.pdf 494.8 KB
[JP Morgan] A Framework for Valuing Financial Hybrids.pdf 493.6 KB
[Risk Magazine, Little] A Finite-Difference Method for the Valuation of Variance Swaps.pdf 492.5 KB
[Bank of America] Understanding Mortgage Dollar Rolls.pdf 490.2 KB
[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf 489.6 KB
[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf 487.4 KB
[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf 486.9 KB
[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf 486.9 KB
[UBS Warburg] CDO Insight.pdf 484.9 KB
[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf 484.8 KB
[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf 479.8 KB
[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf 479.8 KB
[Standard & Poor's] A Guide to the Loan Market.pdf 475.1 KB
[EDHEC Risk and Asset Management Research Centre] The Amaranth Collapse - What Happened and What Have We Learned Thus Far.pdf 472.4 KB
[Amen] Introduction To Foreign Exchange.ppt 471.5 KB
[Lehman Brothers] Introduction to Investment Banking.pdf 470.3 KB
[Nomura] MBS Basics.pdf 467.2 KB
[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf 465.9 KB
[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf 465.0 KB
[JPMorgan] Credit Derivatives - A Primer (2005 Edition).pdf 460.7 KB
[NASDAQ OMX] Corporate Actions Practice Guide.pdf 456.4 KB
[Investopedia] Advanced Bond Concepts.pdf 453.0 KB
[Bank of America] Guide to Credit Default Swaptions.pdf 452.5 KB
[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the United States.pdf 450.9 KB
[Bank of America-Merrill Lynch] The Big Bang - A Guide to the Standardized CDS Contract.pdf 448.6 KB
[Lehman Brothers] Base Correlation Explained.pdf 445.1 KB
[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf 444.0 KB
[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf 442.2 KB
[Diko] Risk Premia in Electricity Forward Prices.pdf 439.9 KB
[Applied Mathematical Finance, West] Calibration of the SABR Model in Illiquid Markets.pdf 439.2 KB
[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf 435.9 KB
[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.pdf 433.9 KB
[Barra] Single Country Equity - Risk Model Handbook.pdf 433.4 KB
[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf 432.5 KB
[Duff & Phelps Credit Rating Co] DCR's Criteria for Rating Cash Flow CDOs.pdf 429.8 KB
[Journal of Portfolio Management, Neuberger] The Log Contract.pdf 428.2 KB
[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf 428.2 KB
[Lehman Brothers] Hybrid ARM Handbook.pdf 425.9 KB
[Lehman Brothers] The Hybrid ARM Handbook.pdf 425.9 KB
[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf 425.5 KB
[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf 423.3 KB
[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf 419.0 KB
[Hagan] Credit Derivatives.pdf 418.1 KB
[Morgan Stanley] The Layman's Guide to Implied Correlation.pdf 415.7 KB
[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf 414.9 KB
[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf 414.8 KB
[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf 414.0 KB
[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf 409.8 KB
[Journal of Banking Finance, Corrado] A note on a simple, accurate formula to compute implied standard deviations.pdf 409.1 KB
[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf 408.6 KB
[Bank of America] The Agency ARM MBS Sector.pdf 407.7 KB
[Federal Reserve Bank of Alanta, Fernández-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf 403.5 KB
[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf 401.8 KB
[Societe Generale] Pricing and Hedging Correlation Products.pdf 396.6 KB
[Mathematical Finance, Gallucio] Theory and Calibration of Swap Market Models.pdf 394.8 KB
[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf 393.9 KB
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