Index of /transputer/finengineer

[ICO]NameLast modifiedSizeDescription
[DIR]Parent Directory  -
[ ][ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf23-Dec-2008 12:27 756K
[ ][ASX Australian Exchange] A Guide to the Pricing Conventions of SFE Interest Rate Products.pdf10-Mar-2009 12:04 96K
[ ][AVT] Initial Estimating and Refining Volatility.pdf10-Mar-2009 12:04 5.0M
[ ][AXA Investment] Why the Implied Correlation of Dispersion Has to be Higher Than the Correlation Swap Strike.pdf10-Mar-2009 12:04 1.0M
[ ][Adelson & Jacob Consulting] The Need to See Past the Data.pdf10-Mar-2009 12:04 35K
[ ][Advances in Futures and Options Research, Barone-Adesi] On the Valuation of American Put Options on Dividend-Paying Stocks.pdf10-Mar-2009 12:04 838K
[ ][Agder University College, Koekebakker] Electricity Term Structure Modelling.pdf10-Mar-2009 12:04 353K
[ ][Aite Group] Trends in OTC Equity Derivatives - Where do we go from here.pdf10-Mar-2009 12:04 160K
[ ][Amen] Introduction To Foreign Exchange.ppt10-Mar-2009 21:40 472K
[ ][Andrew Davidson & Co] An Implied Prepayment Model for MBS.pdf10-Mar-2009 12:04 783K
[ ][Andrew Davidson & Co] Divide and Conquer - Exploring New OAS Horizons.pdf10-Mar-2009 12:04 371K
[ ][Andrew Davidson & Co] Fixed-Rate Agency MBS Prepayments and Model Enhancements.pdf10-Mar-2009 12:04 187K
[ ][Andrew Davidson & Co] Interest Rate Modeling - A Conscientious Choice.pdf10-Mar-2009 12:04 270K
[ ][Andrew Davidson & Co] LOANDYNAMICS - AD&CO's Approach to Modeling Credit Risk.pdf10-Mar-2009 12:04 366K
[ ][Andrew Davidson & Co] The Relationship Between the Yield Curve and Mortgage Current Coupon.pdf10-Mar-2009 12:04 772K
[ ][Applied Mathematical Finance, Chung] Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy.pdf10-Mar-2009 12:04 6.0M
[ ][Applied Mathematical Finance, Hagan] Interpolation Methods for Curve Construction.pdf10-Mar-2009 12:04 717K
[ ][Applied Mathematical Finance, West] Calibration of the SABR Model in Illiquid Markets.pdf10-Mar-2009 12:04 439K
[ ][Applied Spectroscopy, Lodder] Quantile Analysis - A Method for Characterizing Data Distributions.pdf10-Mar-2009 12:04 264K
[ ][BNP Paribas, Atlan] Hybrid Equity-Credit Modelling.pdf03-Feb-2009 17:47 259K
[ ][BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf03-Feb-2009 17:47 1.6M
[ ][BNP Paribas] Corridor Variance Swaps - A Cheaper Way to Buy Volatility.pdf03-Feb-2009 17:47 146K
[ ][BNP Paribas] DivDax. Trade 2009-2010 dividend swap.pdf03-Feb-2009 17:47 123K
[ ][BNP Paribas] European Volatility Tracker - Feb 2006.pdf03-Feb-2009 17:47 362K
[ ][BNP Paribas] Guide to Structured Products.pdf03-Feb-2009 17:47 812K
[ ][BNP Paribas] Index Variance Arbitrage.pdf03-Feb-2009 17:47 527K
[ ][BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf03-Feb-2009 17:47 382K
[ ][BNP Paribas] Produits Derives - Change, Taux et Actions.pdf03-Feb-2009 17:47 2.1M
[ ][BNP Paribas] Quantitative Option Strategy.pdf03-Feb-2009 17:47 155K
[ ][BNP Paribas] Smile Trading.pdf03-Feb-2009 17:47 222K
[ ][BNP Paribas] Structured Retail Products.pdf03-Feb-2009 17:47 918K
[ ][BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf03-Feb-2009 17:47 150K
[ ][BNP Paribas] The High Yield Handbook, Part 1.pdf03-Feb-2009 17:47 4.8M
[ ][BNP Paribas] The High Yield Handbook, Part 2.pdf03-Feb-2009 17:47 4.5M
[ ][BNP Paribas] US Index Option Strategies.pdf03-Feb-2009 17:47 505K
[ ][BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf03-Feb-2009 17:47 328K
[ ][BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf03-Feb-2009 17:47 415K
[ ][BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf03-Feb-2009 17:47 498K
[ ][BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf03-Feb-2009 17:47 550K
[ ][BNP Paribas] Volatility Investing Handbook.pdf03-Feb-2009 17:47 702K
[ ][BNP Paribas] What Future for Dividends in Europe.pdf03-Feb-2009 17:47 132K
[ ][Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf10-Mar-2009 12:04 2.0M
[ ][Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf03-Feb-2009 17:46 309K
[ ][Bank of America-Merrill Lynch] The Big Bang - A Guide to the Standardized CDS Contract.pdf10-Mar-2009 21:40 449K
[ ][Bank of America] An Introduction to Agency MBS Derivatives.pdf03-Feb-2009 17:46 785K
[ ][Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf03-Feb-2009 17:46 138K
[ ][Bank of America] Fixed-Rate IO Mortgages.pdf03-Feb-2009 17:46 161K
[ ][Bank of America] Guide to Credit Default Swaptions.pdf03-Feb-2009 17:46 453K
[ ][Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf03-Feb-2009 17:46 333K
[ ][Bank of America] Introduction to Agency CMO Structures.pdf03-Feb-2009 17:46 656K
[ ][Bank of America] Introduction to Cross Currency Swaps.pdf03-Feb-2009 17:46 105K
[ ][Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf03-Feb-2009 17:46 27K
[ ][Bank of America] Outlook for the RMBS Market in 2007.pdf03-Feb-2009 17:46 1.0M
[ ][Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf03-Feb-2009 17:46 384K
[ ][Bank of America] Pricing Mortgage-back Securities.pdf03-Feb-2009 17:46 657K
[ ][Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf03-Feb-2009 17:46 414K
[ ][Bank of America] The Agency ARM MBS Sector.pdf03-Feb-2009 17:46 408K
[ ][Bank of America] Trust IO-PO Market.pdf03-Feb-2009 17:46 370K
[ ][Bank of America] Understanding Mortgage Dollar Rolls.pdf03-Feb-2009 17:46 490K
[ ][Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf03-Feb-2009 17:46 490K
[ ][Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf03-Feb-2009 17:46 442K
[ ][Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf03-Feb-2009 17:46 848K
[ ][Barclays] CDS Curve Trading Handbook 2008.pdf03-Feb-2009 17:46 3.2M
[ ][Barclays] Convertible Bonds - A Technical Introduction.pdf03-Feb-2009 17:46 669K
[ ][Barclays] Correlation Modelling - From Vanilla to Exotic.pdf03-Feb-2009 17:46 734K
[ ][Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf03-Feb-2009 17:46 965K
[ ][Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf03-Feb-2009 17:46 584K
[ ][Barclays] Forward Starting Equity.pdf03-Feb-2009 17:46 193K
[ ][Barclays] Global Inflation-Linked Products - A User's Guide.pdf03-Feb-2009 17:46 1.3M
[ ][Barclays] Inflation Derivatives - A User's Guide.pdf03-Feb-2009 17:46 1.5M
[ ][Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf03-Feb-2009 17:46 591K
[ ][Barra] Global Equity - Risk Model Handbook.pdf03-Feb-2009 17:46 1.2M
[ ][Barra] Single Country Equity - Risk Model Handbook.pdf03-Feb-2009 17:46 433K
[ ][Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf03-Feb-2009 17:46 950K
[ ][Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf03-Feb-2009 17:46 1.1M
[ ][Bear Stearns] Introduction to Asset-Backed CDS.pdf03-Feb-2009 17:46 1.4M
[ ][Bear Stearns] RMBS Residuals - A Primer.pdf03-Feb-2009 17:46 311K
[ ][Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf03-Feb-2009 17:46 41K
[ ][Bear Stearns] The Outlook for Fixed Income 2007.pdf03-Feb-2009 17:46 233K
[ ][Bear Stearns] Understanding CMO Toggle Floaters.pdf03-Feb-2009 17:46 96K
[ ][Bear Stearns] Variance Swaps - An Introduction.pdf20-Feb-2009 06:10 128K
[ ][Benth] Analytical Approximation for the Price Dynamics of Spark Spread Options.pdf10-Mar-2009 12:05 256K
[ ][Bloomberg, Baver] Variance Gamma Option Model.pdf03-Feb-2009 17:47 188K
[ ][Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf03-Feb-2009 17:47 192K
[ ][Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf03-Feb-2009 17:47 184K
[ ][Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf03-Feb-2009 17:47 257K
[ ][Bloomberg, Dupire] Modelling Volatility Skews.ppt03-Feb-2009 17:47 1.5M
[ ][Bloomberg, Konikov] Basket Default Swaps.pdf03-Feb-2009 17:47 1.0M
[ ][Bloomberg, Stein] FX Market Behavior and Valuation.pdf03-Feb-2009 17:47 352K
[ ][Bloomberg, Stein] Mortgage Backed Valuation.pdf03-Feb-2009 17:47 1.9M
[ ][Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf03-Feb-2009 17:47 687K
[ ][Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf03-Feb-2009 17:47 201K
[ ][Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf03-Feb-2009 17:47 433K
[ ][Bloomberg Magazine, Carr] The Innovator.pdf03-Feb-2009 17:47 715K
[ ][Bloomberg Magazine, Carr] The Value of Volatiliity.pdf03-Feb-2009 17:47 309K
[ ][Bloomberg] Credit Default Swaps.pdf10-Mar-2009 21:40 2.7M
[ ][Bond Exchange of South Africa] Bond Pricing Formula - Specifications.pdf10-Mar-2009 06:54 151K
[ ][Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf03-Feb-2009 17:47 698K
[ ][Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf03-Feb-2009 17:47 385K
[ ][Borak] FFT Based Option Pricing.pdf03-Feb-2009 17:47 368K
[ ][Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf03-Feb-2009 17:47 180K
[ ][Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf23-Dec-2008 12:28 2.0M
[ ][CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf23-Dec-2008 12:29 291K
[ ][CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf03-Feb-2009 17:47 710K
[ ][CBOT] CBOT Soybean Crush Reference Guide.pdf03-Feb-2009 17:47 388K
[ ][CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf23-Dec-2008 12:29 27K
[ ][CFA Institute] Global Investment Performance Standards (GIPS).pdf23-Dec-2008 12:29 784K
[ ][CK Locke and Partners] CFD Trading Manual.pdf03-Feb-2009 17:48 70K
[ ][CME] Interest Rate Products - Advanced Topics.pdf03-Feb-2009 17:48 754K
[ ][CSMA] CMBS Total Rate of Return Swaps.pdf10-Mar-2009 12:07 705K
[ ][Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf03-Feb-2009 17:47 291K
[ ][Carr Futures, Panos] Trading the Unemployment Report.pdf03-Feb-2009 17:47 199K
[ ][Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf03-Feb-2009 17:47 368K
[ ][Chris] Market Risk for Volatility and Variance Swaps.pdf03-Feb-2009 17:48 161K
[ ][Citibank] A General Review of CDO Valuation Methods.pdf03-Feb-2009 17:48 341K
[ ][Citibank] CPDOs - The New Best Seller.pdf03-Feb-2009 17:48 505K
[ ][Citibank] Convertible Bonds - A Guide.pdf03-Feb-2009 17:48 537K
[ ][Citibank] Correlation Trading Strategies.pdf03-Feb-2009 17:48 216K
[ ][Citibank] General Review of CDO Valuation Methods.pdf10-Mar-2009 12:06 341K
[ ][Citibank] Guide to Mortgage-Back Securities.pdf03-Feb-2009 17:48 1.0M
[ ][Citibank] Index-Linked Investment Products.pdf23-Dec-2008 12:29 178K
[ ][Citibank] Interest Rates Workbook.pdf03-Feb-2009 17:48 1.9M
[ ][Citibank] Introducing the Experimental Prepayment Model.pdf03-Feb-2009 17:48 773K
[ ][Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf03-Feb-2009 17:48 1.4M
[ ][Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf03-Feb-2009 17:48 1.5M
[ ][Citibank] Latin America Training and Development Center - Basic Treasury.pdf03-Feb-2009 17:48 1.1M
[ ][Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf03-Feb-2009 17:48 1.7M
[ ][Citibank] Latin America Training and Development Center - Debt Financing.pdf03-Feb-2009 17:48 958K
[ ][Citibank] Latin America Training and Development Center - Equity Financing.pdf03-Feb-2009 17:48 690K
[ ][Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf03-Feb-2009 17:48 1.6M
[ ][Citibank] Latin America Training and Development Center - Futures.pdf03-Feb-2009 17:48 1.8M
[ ][Citibank] Latin America Training and Development Center - Interest Rates.pdf03-Feb-2009 17:48 1.0M
[ ][Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf03-Feb-2009 17:48 935K
[ ][Citibank] Mortgage Basics Overview.ppt03-Feb-2009 17:48 197K
[ ][Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf03-Feb-2009 17:48 207K
[ ][Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf03-Feb-2009 17:48 130K
[ ][Citibank] Valuing Fixed-Rate IO Mortgages.pdf03-Feb-2009 17:48 75K
[ ][City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf03-Feb-2009 17:48 336K
[ ][Columbia University, Derman] Trading Volatility as an Asset Class.pdf03-Feb-2009 17:48 350K
[ ][Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf03-Feb-2009 17:48 1.6M
[ ][Commodities Now, Sikorski] EU Emissions Trading - What Does It Mean for an Electricity Generator.pdf10-Mar-2009 12:06 66K
[ ][Computing, Spath] Exponential Spline Interpolation.pdf10-Mar-2009 12:06 347K
[ ][Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf23-Dec-2008 12:29 122K
[ ][Copenhagen Business School, Nielsen] Dividends in the Theory of Derivative Securities Pricing.pdf10-Mar-2009 12:06 173K
[ ][Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf23-Dec-2008 12:29 423K
[ ][Courant Institute, Carr] Trading Autocorrelation.pdf03-Feb-2009 17:48 215K
[ ][Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf03-Feb-2009 17:48 240K
[ ][Creative Computing, Stineman] A Consistently Well-Behaved Method of Interpolation.pdf10-Mar-2009 06:55 531K
[ ][Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf03-Feb-2009 17:48 2.9M
[ ][Credit Suisse] Credit Portfolio Modeling Handbook.pdf03-Feb-2009 17:48 2.5M
[ ][Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf03-Feb-2009 17:48 956K
[ ][Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf03-Feb-2009 17:48 1.1M
[ ][Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf03-Feb-2009 17:48 967K
[ ][Credit Suisse] Institutional Considerations in the MBS Markets.pdf03-Feb-2009 17:48 1.5M
[ ][Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf03-Feb-2009 17:48 801K
[ ][Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf23-Dec-2008 12:30 15M
[ ][DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf03-Feb-2009 17:49 426K
[ ][DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf03-Feb-2009 17:49 712K
[ ][Derivatives Consulting Group] Introduction to Equity Derivatives.pdf03-Feb-2009 17:49 4.3M
[ ][Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf03-Feb-2009 17:49 292K
[ ][Derivatives Week] Variance Swap Volatility and Option Strategies.pdf03-Feb-2009 17:49 79K
[ ][Deutsche Bank] Asset Valuation & Allocation Models.pdf03-Feb-2009 17:49 285K
[ ][Deutsche Bank] Credit Derivatives - Issues & Trends.pdf03-Feb-2009 17:49 25K
[ ][Deutsche Bank] Credit Derivatives and Structured Credit.pdf03-Feb-2009 17:49 375K
[ ][Deutsche Bank] Depositary Receipts Handbook.pdf03-Feb-2009 17:49 165K
[ ][Deutsche Bank] FAS 133 Amendments.pdf03-Feb-2009 17:49 109K
[ ][Deutsche Bank] High-Yield Credit Derivatives.pdf03-Feb-2009 17:49 144K
[ ][Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf03-Feb-2009 17:49 638K
[ ][Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf03-Feb-2009 17:49 162K
[ ][Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf03-Feb-2009 17:49 409K
[ ][Deutsche Bank] The Arbitrage CDO Market.pdf03-Feb-2009 17:49 157K
[ ][Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf03-Feb-2009 17:49 235K
[ ][Diko] Risk Premia in Electricity Forward Prices.pdf23-Dec-2008 12:30 440K
[ ][Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf03-Feb-2009 17:49 829K
[ ][Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf03-Feb-2009 17:49 969K
[ ][Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf03-Feb-2009 17:49 1.0M
[ ][Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf03-Feb-2009 17:49 852K
[ ][Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf03-Feb-2009 17:49 385K
[ ][Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf03-Feb-2009 17:49 829K
[ ][Dubai International Financial Centre] A Guide to Islamic Finance In or From the DIFC.pdf10-Mar-2009 12:07 5.2M
[ ][Duff & Phelps Credit Rating Co] DCR's Criteria for Rating Cash Flow CDOs.pdf10-Mar-2009 21:39 430K
[ ][Duff & Phelps Credit Rating Co] DCR Rates Asian Diversified Funding Bond CBO.pdf10-Mar-2009 21:39 13K
[ ][Duff & Phelps Credit Rating Co] DCR Rates First-Ever Weather-Linked Notes.pdf10-Mar-2009 21:39 14K
[ ][EDHEC Risk and Asset Management Research Centre] The Amaranth Collapse - What Happened and What Have We Learned Thus Far.pdf10-Mar-2009 12:07 472K
[ ][Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf03-Feb-2009 17:49 2.0M
[ ][Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf03-Feb-2009 17:49 2.1M
[ ][Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf03-Feb-2009 17:49 1.2M
[ ][Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf03-Feb-2009 17:49 114K
[ ][Egar Technology, Ioffe] Variance Swap Pricing.pdf03-Feb-2009 17:49 268K
[ ][Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf03-Feb-2009 17:49 1.5M
[ ][Egar Technology] Weather Derivatives.pdf03-Feb-2009 17:49 156K
[ ][Erasmus University, Hallerback] An Improved Estimator for Black-Scholes-Merton Implied Volatility.pdf10-Mar-2009 21:39 257K
[ ][Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf03-Feb-2009 17:50 572K
[ ][Eurex] Volatility and its Measurements - The Design of a Volatility Index and the Execution of its Historical Time Series at the Deutsche Borse AG.pdf03-Feb-2009 17:50 394K
[ ][European Central Bank] The Euro Bond Market Study - December 2004.pdf10-Mar-2009 12:08 898K
[ ][European Securitisation Forum] European Securitisation - A Resource Guide.pdf10-Mar-2009 21:39 185K
[ ][FEA] Power Price Simulation using Hybrid Models.pdf23-Dec-2008 12:30 183K
[ ][FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf23-Dec-2008 12:30 219K
[ ][FOW, Smith] Adding a Floor to Equity Cliquets.pdf23-Dec-2008 12:30 75K
[ ][Federal Reserve Bank of Alanta, Fernández-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf03-Feb-2009 17:50 403K
[ ][Federal Reserve Bank of Chicago] Structured Notes.pdf03-Feb-2009 17:50 266K
[ ][Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf03-Feb-2009 17:50 58K
[ ][Federal Reserve Bank of NY, Fernald] The Pricing and Hedging of Index Amortizing Rate Swaps.pdf10-Mar-2009 06:55 0
[ ][Federal Reserve Bank of New York, Fernald] The Pricing and Hedging of Index Amortizing Rate Swaps.pdf10-Mar-2009 07:30 301K
[ ][Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf03-Feb-2009 17:50 252K
[ ][Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf03-Feb-2009 17:50 387K
[ ][Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf03-Feb-2009 17:50 512K
[ ][Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf10-Mar-2009 12:08 2.4M
[ ][Finance and Stochastics, Fusai] An Exact Analytical Soltion for Discrete Barrier Options.pdf10-Mar-2009 12:08 261K
[ ][FitchRatings] Asset-Backed Commercial Paper Explained.pdf03-Feb-2009 17:50 370K
[ ][FitchRatings] Credit Policy - 2006 European SF Outlook Chart.pdf10-Mar-2009 21:39 159K
[ ][FitchRatings] Hybrid Securities - An Emperical View.pdf03-Feb-2009 17:50 148K
[ ][FitchRatings] Rating Securitizations Above the Sovereign Ceiling.pdf10-Mar-2009 21:39 341K
[ ][FitchRatings] Structured Finance in Latin America’s Domestic Markets.pdf10-Mar-2009 21:39 282K
[ ][FitchRatings] Synthetic Overview for CMBS Investors.pdf10-Mar-2009 21:39 198K
[ ][FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf03-Feb-2009 17:50 292K
[ ][Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf23-Dec-2008 12:30 251K
[ ][Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf03-Feb-2009 17:50 402K
[ ][Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf03-Feb-2009 17:50 466K
[ ][Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf03-Feb-2009 17:50 216K
[ ][Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf03-Feb-2009 17:50 277K
[ ][Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf23-Dec-2008 12:30 1.4M
[ ][Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf03-Feb-2009 17:50 2.0M
[ ][Goldman Sachs] A Mortgage Product Primer.pdf03-Feb-2009 17:50 832K
[ ][Goldman Sachs] Alt-A Market - An Introduction.pdf03-Feb-2009 17:51 4.6M
[ ][Goldman Sachs] Dividends and Dividend Swaps.pdf03-Feb-2009 17:50 313K
[ ][Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf03-Feb-2009 17:50 1.2M
[ ][Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf03-Feb-2009 17:50 125K
[ ][Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf03-Feb-2009 17:51 120K
[ ][Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf03-Feb-2009 17:51 586K
[ ][Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf03-Feb-2009 17:51 255K
[ ][Goldman Sachs] Understanding US Economic Statistics.pdf03-Feb-2009 17:51 305K
[ ][Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf03-Feb-2009 17:51 1.0M
[ ][Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf03-Feb-2009 17:51 538K
[ ][HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf03-Feb-2009 17:51 234K
[ ][HVB Group] Credit Derivatives Accounting.pdf03-Feb-2009 17:51 268K
[ ][HVB Group] DJ ITRAXX - Credit at its Best.pdf03-Feb-2009 17:51 761K
[ ][HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf03-Feb-2009 17:51 352K
[ ][Hagan] Credit Derivatives.pdf10-Mar-2009 21:39 418K
[ ][Harvard Business School, Donahue] Note On Commodity Futures.pdf23-Dec-2008 12:31 733K
[ ][Harvard Business School] Note on Commodity Futures.pdf23-Dec-2008 12:31 733K
[ ][Henrard] Bonds Futures and Their Options - More than the Cheapest-to-Deliver; Quality Option and Marginning.pdf10-Mar-2009 07:30 372K
[ ][Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf03-Feb-2009 17:51 196K
[ ][IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf03-Feb-2009 17:51 359K
[ ][IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf03-Feb-2009 17:51 383K
[ ][IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf03-Feb-2009 17:51 1.4M
[ ][ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf23-Dec-2008 12:31 381K
[ ][ISDA] 2002 ISDA Equity Derivatives Definitions.pdf23-Dec-2008 12:31 273K
[ ][ISDA] 2003 ISDA Credit Derivative Definitions.pdf10-Mar-2009 21:39 347K
[ ][ISDA] EMU and Market Conventions - Recent Developments.pdf23-Dec-2008 12:31 71K
[ ][ISMA Centre, Alexander] Principal Component Analysis of Volatility Smiles and Skews.pdf10-Mar-2009 12:09 632K
[ ][ITO33, Henrotte] Variance Swaps.pdf23-Dec-2008 12:31 580K
[ ][Imperial College, Albanese] Pricing Equity Default Swaps.pdf03-Feb-2009 17:51 262K
[ ][Investopedia] Advanced Bond Concepts.pdf23-Dec-2008 12:31 453K
[ ][Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf23-Dec-2008 12:31 564K
[ ][Islamic Research and Training Institute, Mannan] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf10-Mar-2009 12:08 564K
[ ][JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf03-Feb-2009 17:51 480K
[ ][JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf03-Feb-2009 17:51 197K
[ ][JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf03-Feb-2009 17:51 95K
[ ][JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf03-Feb-2009 17:51 487K
[ ][JP Morgan] A Framework for Valuing Financial Hybrids.pdf03-Feb-2009 17:51 494K
[ ][JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf03-Feb-2009 17:51 480K
[ ][JP Morgan] Agency Hybrid ARM Prepayment Model.pdf03-Feb-2009 17:51 487K
[ ][JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf03-Feb-2009 17:51 624K
[ ][JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf03-Feb-2009 17:51 227K
[ ][JP Morgan] CDO Handbook.pdf03-Feb-2009 17:51 301K
[ ][JP Morgan] Corporate Quantitative Weekly.pdf03-Feb-2009 17:51 940K
[ ][JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf03-Feb-2009 17:51 833K
[ ][JP Morgan] Credit Correlation - A Guide.pdf03-Feb-2009 17:51 562K
[ ][JPMorgan] Credit Derivatives - A Primer (1998 Edition).pdf10-Mar-2009 21:39 519K
[ ][JPMorgan] Credit Derivatives - A Primer (2005 Edition).pdf10-Mar-2009 21:39 461K
[ ][JPMorgan] Credit Derivatives 2003 - Advanced Credit Derivatives Valuation - Bridging Credit Default Swaps and Corporate Bonds.pdf10-Mar-2009 21:39 393K
[ ][JP Morgan] Depositary Receipts Reference Guide.pdf03-Feb-2009 17:52 1.8M
[ ][JP Morgan] Exploring the TUI Hybrid.pdf03-Feb-2009 17:51 73K
[ ][JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf03-Feb-2009 17:51 171K
[ ][JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf03-Feb-2009 17:51 197K
[ ][JP Morgan] Global Data Watch - August 2006.pdf03-Feb-2009 17:52 1.1M
[ ][JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf03-Feb-2009 17:52 48K
[ ][JP Morgan] Hybrid Primer.pdf03-Feb-2009 17:52 871K
[ ][JP Morgan] Institutional Hedging Activity.pdf03-Feb-2009 17:52 1.1M
[ ][JPMorgan] Introducing Base Correlations.pdf10-Mar-2009 21:39 44K
[ ][JPMorgan] Introducing Standard First to Default Baskets.pdf10-Mar-2009 21:39 165K
[ ][JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf03-Feb-2009 17:52 1.4M
[ ][JP Morgan] Just What You Need to Know About Variance Swaps.pdf03-Feb-2009 17:52 1.3M
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[ ][JP Morgan] Oil & Gas Basics.pdf03-Feb-2009 17:52 848K
[ ][JP Morgan] Option Trading and Variance Swaps.pdf03-Feb-2009 17:52 2.7M
[ ][JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf03-Feb-2009 17:52 25K
[ ][JP Morgan] Profiting from Market Signals.pdf03-Feb-2009 17:52 222K
[ ][JP Morgan] Relative Value Single Stock Volatility.pdf03-Feb-2009 17:52 782K
[ ][JP Morgan] RiskMetrics - Technical Document.pdf03-Feb-2009 17:52 277K
[ ][JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf03-Feb-2009 17:52 707K
[ ][JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf03-Feb-2009 17:52 1.7M
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[ ][JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf03-Feb-2009 17:52 311K
[ ][JP Morgan] Variance Swaps.pdf03-Feb-2009 17:52 1.8M
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[ ][JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf03-Feb-2009 17:52 524K
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[ ][Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf23-Dec-2008 12:31 208K
[ ][Journal of Applied Mathematics and Decision Sciences, Francesco] Analysis of an Uncertain Volatility Model.pdf10-Mar-2009 12:09 592K
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[ ][Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf23-Dec-2008 12:31 1.2M
[ ][Journal of Derivatives, Hull] The Valuation of Credit Default Swap Options.pdf10-Mar-2009 12:09 204K
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[ ][Journal of Derivatives, Kjaer] Fast Pricing of Cliquet Options with Global Floor.pdf10-Mar-2009 12:09 3.2M
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[ ][Journal of Econometrics, Phillips] Understanding Spurious Regression in Econometrics.pdf10-Mar-2009 12:09 941K
[ ][Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf23-Dec-2008 12:31 941K
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[ ][Journal of Finance, Barone-Adesi] Efficient Analytic Approximation of American Option Values.pdf10-Mar-2009 12:09 1.6M
[ ][Journal of Finance, Black] Interest Rates as Options.pdf10-Mar-2009 12:09 168K
[ ][Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf23-Dec-2008 12:31 1.2M
[ ][Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf23-Dec-2008 12:31 487K
[ ][Journal of Financial Economics, Vasicek] An Equilibrium Characterization of the Term Structure.pdf10-Mar-2009 12:09 567K
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[ ][King's College, Shaw] Eco-mputational Finance - Differential Equations for Monte Carlo Recycling.pdf10-Mar-2009 21:39 223K
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[ ][LIFFE] LIFFE Options - A Guide to Trading Strategies.pdf10-Mar-2009 07:30 193K
[ ][Leger] Monte Carlo for the Newbies.pdf03-Feb-2009 17:52 236K
[ ][Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf03-Feb-2009 17:52 360K
[ ][Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf03-Feb-2009 17:52 71K
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[ ][Lehman Brothers, O'Kane] Credit Spreads Explained.pdf03-Feb-2009 17:52 524K
[ ][Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf03-Feb-2009 17:52 188K
[ ][Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf03-Feb-2009 17:52 342K
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[ ][Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf03-Feb-2009 17:52 71K
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[ ][Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf03-Feb-2009 17:52 551K
[ ][Lehman Brothers] Changes to TBA Deliverable.pdf03-Feb-2009 17:52 248K
[ ][Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf03-Feb-2009 17:52 335K
[ ][Lehman Brothers] Credit Derivatives Primer.pdf03-Feb-2009 17:52 287K
[ ][Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf03-Feb-2009 17:52 169K
[ ][Lehman Brothers] Defining the TBA Deliverable.pdf03-Feb-2009 17:52 266K
[ ][Lehman Brothers] Equity-Linked Notes - An Introduction.pdf03-Feb-2009 17:52 110K
[ ][Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf03-Feb-2009 17:52 516K
[ ][Lehman Brothers] Focus - Israel Back to Basics.pdf03-Feb-2009 17:52 91K
[ ][Lehman Brothers] Guide to Agency and Government-Related Securities.pdf03-Feb-2009 17:52 118K
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[ ][Lehman Brothers] Hybrid ARM Handbook.pdf03-Feb-2009 17:52 426K
[ ][Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf03-Feb-2009 17:52 580K
[ ][Lehman Brothers] Interest Rate Futures.pdf03-Feb-2009 17:52 5.1M
[ ][Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf03-Feb-2009 17:52 538K
[ ][Lehman Brothers] Introduction to Asset Swaps,pdf.pdf03-Feb-2009 17:52 104K
[ ][Lehman Brothers] Introduction to Bond Math.pdf03-Feb-2009 17:52 781K
[ ][Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf03-Feb-2009 17:52 151K
[ ][Lehman Brothers] Introduction to Investment Banking.pdf03-Feb-2009 17:52 470K
[ ][Lehman Brothers] Introduction to Variable Rate Financing.pdf03-Feb-2009 17:52 240K
[ ][Lehman Brothers] Modelling Credit - Theory and Practice.pdf03-Feb-2009 17:52 518K
[ ][Lehman Brothers] Mortgage Convexity Risk.pdf03-Feb-2009 17:52 128K
[ ][Lehman Brothers] Mortgage Options - A Primer.pdf03-Feb-2009 17:52 1.2M
[ ][Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf03-Feb-2009 17:52 737K
[ ][Lehman Brothers] Non-Agency Hybrids - A Primer.pdf03-Feb-2009 17:52 95K
[ ][Lehman Brothers] Optionalising Carry Trades.pdf03-Feb-2009 17:52 199K
[ ][Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf03-Feb-2009 17:52 1.7M
[ ][Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf03-Feb-2009 17:52 351K
[ ][Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf03-Feb-2009 17:52 436K
[ ][Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf03-Feb-2009 17:52 635K
[ ][Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf03-Feb-2009 17:52 394K
[ ][Lehman Brothers] The Hybrid ARM Handbook.pdf03-Feb-2009 17:52 426K
[ ][Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf03-Feb-2009 17:52 331K
[ ][Lehman Brothers] The Shape of Implied Loss Distributions.pdf03-Feb-2009 17:52 345K
[ ][Lehman Brothers] The Specified Pool Handbook.pdf03-Feb-2009 17:52 734K
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[ ][Lehman Brothers] Valuation of Credit Default Swaps.pdf03-Feb-2009 17:52 393K
[ ][Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf03-Feb-2009 17:53 350K
[ ][London Business School, Bunn] Forecasting Electricity Prices.pdf03-Feb-2009 17:52 355K
[ ][Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf23-Dec-2008 12:33 511K
[ ][MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf23-Dec-2008 12:33 200K
[ ][Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf23-Dec-2008 12:33 1.7M
[ ][MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf23-Dec-2008 12:33 3.8M
[ ][Mathematical Finance, Gallucio] Theory and Calibration of Swap Market Models.pdf10-Mar-2009 21:39 395K
[ ][Merrill Lynch, Balland] Forward Smile.pdf03-Feb-2009 17:53 105K
[ ][Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf03-Feb-2009 17:53 1.2M
[ ][Merrill Lynch, Youssfi] Convexity Adjustment for Volatility Swaps.ppt03-Feb-2009 17:53 559K
[ ][Merrill Lynch] CDO Rating Methodologies Review.pdf10-Mar-2009 21:39 373K
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[ ][Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf03-Feb-2009 17:53 2.4M
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[ ][Merrill Lynch] Credit Derivative Handbook 2003.pdf10-Mar-2009 21:39 1.1M
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[ ][Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf03-Feb-2009 17:53 3.2M
[ ][Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf03-Feb-2009 17:53 6.3M
[ ][Merrill Lynch] Currency Forecasting - Theory & Practice.pdf03-Feb-2009 17:53 2.0M
[ ][Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf03-Feb-2009 17:53 856K
[ ][Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf03-Feb-2009 17:53 212K
[ ][Merrill Lynch] Introduction to Securitisation.pdf03-Feb-2009 17:53 597K
[ ][Merrill Lynch] Pricing Cancellable LCDS.pdf03-Feb-2009 17:53 253K
[ ][Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf03-Feb-2009 17:53 1.0M
[ ][Merrill Lynch] The B2B Market Maker Book.pdf03-Feb-2009 17:53 1.4M
[ ][Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf03-Feb-2009 17:53 299K
[ ][Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf03-Feb-2009 17:53 2.5M
[ ][Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf23-Dec-2008 12:33 594K
[ ][Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf03-Feb-2009 17:53 86K
[ ][Moody's] Bank-Loan Loss Given Default.pdf03-Feb-2009 17:53 373K
[ ][Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf03-Feb-2009 17:53 661K
[ ][Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf03-Feb-2009 17:53 1.8M
[ ][Moody's] Modeling Default Risk.pdf03-Feb-2009 17:53 801K
[ ][Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf03-Feb-2009 17:53 276K
[ ][Moody's] Piercing the Country Ceiling - An Update.pdf03-Feb-2009 17:53 84K
[ ][Moody's] Rating Preferred Stock and Hybrid Securities.pdf03-Feb-2009 17:53 171K
[ ][Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf03-Feb-2009 17:53 56K
[ ][Moody's] The Relative Stability of Cash-Flow vs. Market-Value CDO Ratings.pdf10-Mar-2009 21:39 53K
[ ][Moody's] Understanding the Risks in Credit Default Swaps.pdf03-Feb-2009 17:53 136K
[ ][Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf03-Feb-2009 17:53 202K
[ ][Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf03-Feb-2009 17:53 96K
[ ][Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf03-Feb-2009 17:53 88K
[ ][Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf03-Feb-2009 17:53 2.9M
[ ][Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf03-Feb-2009 17:53 410K
[ ][Morgan Stanley] Structured Credit Insights 2006.pdf03-Feb-2009 17:53 3.7M
[ ][Morgan Stanley] Swaps.pdf03-Feb-2009 17:53 224K
[ ][Morgan Stanley] The Layman's Guide to Implied Correlation.pdf10-Mar-2009 21:39 416K
[ ][Morgan Stanley] Whay Hedge Funds Make Sense.pdf03-Feb-2009 17:53 820K
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[ ][NERC] NERC Operating Manual - June 2004.pdf23-Dec-2008 12:34 8.5M
[ ][NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf03-Feb-2009 17:54 379K
[ ][NYBOT] The US Dollar Index Futures Contract.pdf03-Feb-2009 17:54 182K
[ ][NYMEX] Crack Spread Handbook.pdf03-Feb-2009 17:54 302K
[ ][National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf03-Feb-2009 17:53 7.6M
[ ][New York University, Avellaneda] Pricing and Hedging Derivative Securities in Markets with Uncertain Volatilities.pdf10-Mar-2009 12:10 204K
[ ][New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf03-Feb-2009 17:54 219K
[ ][New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf03-Feb-2009 17:54 127K
[ ][New York University Credit Seminar, Levi] A Relationship Between Default Probability and Equity Volatility.pdf10-Mar-2009 21:39 256K
[ ][Nielsen] Pricing Asian Options.pdf03-Feb-2009 17:54 874K
[ ][Nomura] ABS Credit Migrations.pdf03-Feb-2009 17:54 309K
[ ][Nomura] ABS Credit Migrations 2004.pdf03-Feb-2009 17:54 561K
[ ][Nomura] ABS Gold Coast Report - Coverage of Selected Sessions of ABS East 2003.pdf03-Feb-2009 17:54 289K
[ ][Nomura] ABX Index - The Constituent Breakdown.pdf03-Feb-2009 17:54 216K
[ ][Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage Loans.pdf03-Feb-2009 17:54 257K
[ ][Nomura] Basel II and Banks - Key aspects and likely market impact.pdf10-Mar-2009 21:39 386K
[ ][Nomura] CDO-CDS Update 01-09-2007.pdf10-Mar-2009 21:39 192K
[ ][Nomura] CDO-CDS Update 02-21-2006.pdf10-Mar-2009 21:38 183K
[ ][Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf03-Feb-2009 17:54 218K
[ ][Nomura] Correlation Primer.pdf03-Feb-2009 17:54 190K
[ ][Nomura] Credit Default Swap (CDS) Primer.pdf03-Feb-2009 17:54 52K
[ ][Nomura] Economics in Focus - December 2005.pdf03-Feb-2009 17:54 98K
[ ][Nomura] Holiday Special - December 2008.pdf03-Feb-2009 17:54 76K
[ ][Nomura] Home Equity ABS Basics.pdf03-Feb-2009 17:54 273K
[ ][Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf03-Feb-2009 17:54 346K
[ ][Nomura] Jumbo MBS - Where's the Credit Enhancement.pdf03-Feb-2009 17:54 102K
[ ][Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf03-Feb-2009 17:54 570K
[ ][Nomura] MBS Basics.pdf03-Feb-2009 17:54 467K
[ ][Nomura] Model Risk Update - Margins of Error and Scenario Analysis.pdf03-Feb-2009 17:54 293K
[ ][Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf03-Feb-2009 17:54 722K
[ ][Nomura] Oops… They Did It Again - Jumbo MBS Credit Enhancement Levels Keep Falling.pdf03-Feb-2009 17:54 212K
[ ][Nomura] Report from Boca Raton 2005 - Coverage of Selected Sessions of ABS East 2005.pdf03-Feb-2009 17:54 327K
[ ][Nomura] Report from Orlando 2006 - Coverage of Selected Sessions of ABS East 2006.pdf03-Feb-2009 17:54 247K
[ ][Nomura] Report from Orlando 2007 - Coverage of Selected Sessions of ABS East 2007.pdf03-Feb-2009 17:54 137K
[ ][Nomura] Report from Paradise Island - Coverage of Selected Sessions of ABS East 2002.pdf03-Feb-2009 17:54 180K
[ ][Nomura] Sub-prime Suprise... Not!.pdf03-Feb-2009 17:54 152K
[ ][Nomura] Synthetic ABS Nuances.pdf03-Feb-2009 17:54 100K
[ ][Nomura] Synthetic CMBS Primer.pdf03-Feb-2009 17:54 188K
[ ][Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf03-Feb-2009 17:54 224K
[ ][Nomura] Tranching Credit Risk - Examples with CDOs and the iTraxx Index.pdf03-Feb-2009 17:54 222K
[ ][Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf23-Dec-2008 12:34 598K
[ ][Norma Fixed Income Research] Synthetic CMBS Primer.pdf10-Mar-2009 12:10 188K
[ ][Northwestern University, Watson] Vector Autoregressions and Cointegration.pdf10-Mar-2009 12:10 4.5M
[ ][Odegaard] Financial Numerical Recipes in C++.pdf23-Dec-2008 12:34 1.0M
[ ][Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf03-Feb-2009 17:54 2.1M
[ ][Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf23-Dec-2008 12:34 64K
[ ][Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf23-Dec-2008 12:34 284K
[ ][Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf23-Dec-2008 12:34 8.8M
[ ][Proceedings of the 2004 Winter Simulation Conference, L'Ecuyer] Quasi-Monte Carlo Methods in Finance.pdf10-Mar-2009 12:10 241K
[ ][Proceedings of the 2004 Winter Simulation Conference, Lemieux] Randomized Quasi-Monte Carlo - A Tool for Improving the Efficiency of Simulations in Finance.pdf10-Mar-2009 12:10 217K
[ ][Proceedings of the 2004 Winter Simulation Conference, Staum] Efficent Simulations for Option Pricing.pdf10-Mar-2009 12:10 185K
[ ][Prudential Financial Research] Stock Valuation Models.pdf23-Dec-2008 12:34 896K
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[ ][Risk Magazine, Bergomi] Smile Dynamics III.pdf11-Mar-2009 11:46 326K
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[ ][Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf23-Dec-2008 12:35 1.1M
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[ ][Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf23-Dec-2008 12:35 303K
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[ ][SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf23-Dec-2008 12:35 2.0M
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