| quants/[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf |
15.3 MB |
| quants/[US Navy] Mathematics, Basic Math, and Algebra.pdf |
13.9 MB |
| quants/[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf |
8.8 MB |
| quants/[NERC] NERC Operating Manual - June 2004.pdf |
8.5 MB |
| quants/[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.ppt |
8 MB |
| quants/[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf |
7.6 MB |
| quants/[Salomon Smith Barney] Introductory Guide to Equity Options.pdf |
6.7 MB |
| quants/[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf |
6.3 MB |
| quants/[Applied Mathematical Finance, Chung] Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy.pdf |
6 MB |
| quants/[Yale University, Welch] A First Course in Corporate Finance.pdf |
5.8 MB |
| quants/[Dubai International Financial Centre] A Guide to Islamic Finance In or From the DIFC.pdf |
5.2 MB |
| quants/[Lehman Brothers] Interest Rate Futures.pdf |
5.1 MB |
| quants/[AVT] Initial Estimating and Refining Volatility.pdf |
5 MB |
| quants/[JP Morgan] MBS Primer.pdf |
4.9 MB |
| quants/[BNP Paribas] The High Yield Handbook, Part 1.pdf |
4.8 MB |
| quants/[Goldman Sachs] Alt-A Market - An Introduction.pdf |
4.6 MB |
| quants/[BNP Paribas] The High Yield Handbook, Part 2.pdf |
4.5 MB |
| quants/[Northwestern University, Watson] Vector Autoregressions and Cointegration.pdf |
4.5 MB |
| quants/[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf |
4.3 MB |
| quants/[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf |
4.3 MB |
| quants/[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf |
4 MB |
| quants/[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf |
3.8 MB |
| quants/[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf |
3.8 MB |
| quants/[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf |
3.7 MB |
| quants/[Morgan Stanley] Structured Credit Insights 2006.pdf |
3.7 MB |
| quants/[STOXX] Dow Jones STOXX Index Guide - Version 13.pdf |
3.5 MB |
| quants/[Journal of Derivatives, Kjaer] Fast Pricing of Cliquet Options with Global Floor.pdf |
3.2 MB |
| quants/[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf |
3.2 MB |
| quants/[Barclays] CDS Curve Trading Handbook 2008.pdf |
3.2 MB |
| quants/[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf |
3 MB |
| quants/[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf |
2.9 MB |
| quants/[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf |
2.9 MB |
| quants/[JP Morgan] Option Trading and Variance Swaps.pdf |
2.7 MB |
| quants/[Bloomberg] Credit Default Swaps.pdf |
2.7 MB |
| quants/[RiskMetrics Group] Risk Management - A Practical Guide.pdf |
2.6 MB |
| quants/[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf |
2.5 MB |
| quants/[Credit Suisse] Credit Portfolio Modeling Handbook.pdf |
2.5 MB |
| quants/[Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf |
2.4 MB |
| quants/[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf |
2.4 MB |
| quants/[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf |
2.1 MB |
| quants/[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf |
2.1 MB |
| quants/[BNP Paribas] Produits Derives - Change, Taux et Actions.pdf |
2.1 MB |
| quants/[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf |
2 MB |
| quants/[Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf |
2 MB |
| quants/[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf |
2 MB |
| quants/[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf |
2 MB |
| quants/[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf |
2 MB |
| quants/[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.pdf |
2 MB |
| quants/[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf |
2 MB |
| quants/[Bloomberg, Stein] Mortgage Backed Valuation.pdf |
1.9 MB |
| quants/[Citibank] Interest Rates Workbook.pdf |
1.9 MB |
| quants/[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf |
1.8 MB |
| quants/[JP Morgan] Variance Swaps.pdf |
1.8 MB |
| quants/[Citibank] Latin America Training and Development Center - Futures.pdf |
1.8 MB |
| quants/[JP Morgan] Depositary Receipts Reference Guide.pdf |
1.8 MB |
| quants/[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf |
1.7 MB |
| quants/[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.pdf |
1.7 MB |
| quants/[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf |
1.7 MB |
| quants/[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf |
1.7 MB |
| quants/[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf |
1.7 MB |
| quants/[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf |
1.7 MB |
| quants/[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf |
1.6 MB |
| quants/[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf |
1.6 MB |
| quants/[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differential Equation Approach.pdf |
1.6 MB |
| quants/[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf |
1.6 MB |
| quants/[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf |
1.6 MB |
| quants/[Journal of Finance, Barone-Adesi] Efficient Analytic Approximation of American Option Values.pdf |
1.6 MB |
| quants/[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf |
1.6 MB |
| quants/[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf |
1.5 MB |
| quants/[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf |
1.5 MB |
| quants/[Bloomberg, Dupire] Modelling Volatility Skews.ppt |
1.5 MB |
| quants/[Risk Magazine, Fruchard] Basis for Change.pdf |
1.5 MB |
| quants/[Barclays] Inflation Derivatives - A User's Guide.pdf |
1.5 MB |
| quants/[Credit Suisse] Institutional Considerations in the MBS Markets.pdf |
1.5 MB |
| quants/[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf |
1.4 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf |
1.4 MB |
| quants/[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf |
1.4 MB |
| quants/[Bear Stearns] Introduction to Asset-Backed CDS.pdf |
1.4 MB |
| quants/[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf |
1.4 MB |
| quants/[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf |
1.4 MB |
| quants/[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf |
1.4 MB |
| quants/[Merrill Lynch] The B2B Market Maker Book.pdf |
1.4 MB |
| quants/[JP Morgan] Just What You Need to Know About Variance Swaps.pdf |
1.3 MB |
| quants/[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf |
1.3 MB |
| quants/[University of California, Evans] An Introduction to Stochastic Differential Equations - Version 1.2.pdf |
1.3 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf |
1.3 MB |
| quants/[Barclays] Global Inflation-Linked Products - A User's Guide.pdf |
1.3 MB |
| quants/[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf |
1.2 MB |
| quants/[Barra] Global Equity - Risk Model Handbook.pdf |
1.2 MB |
| quants/[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf |
1.2 MB |
| quants/[Lehman Brothers] Understanding Hedge Fund Performance.pdf |
1.2 MB |
| quants/[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf |
1.2 MB |
| quants/[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf |
1.2 MB |
| quants/[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf |
1.2 MB |
| quants/[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf |
1.2 MB |
| quants/[Lehman Brothers] Mortgage Options - A Primer.pdf |
1.2 MB |
| quants/[JP Morgan] Institutional Hedging Activity.pdf |
1.1 MB |
| quants/[Journal of Risk, Rebonato] Evolving Yield Curves in the Real-World Measures - A Semi-Parametric Approach.pdf |
1.1 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf |
1.1 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf |
1.1 MB |
| quants/[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf |
1.1 MB |
| quants/[JP Morgan] Global Data Watch - August 2006.pdf |
1.1 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf |
1.1 MB |
| quants/[Citibank] Latin America Training and Development Center - Basic Treasury.pdf |
1.1 MB |
| quants/[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf |
1.1 MB |
| quants/[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf |
1.1 MB |
| quants/[Merrill Lynch] Credit Derivative Handbook 2003.pdf |
1.1 MB |
| quants/[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf |
1.1 MB |
| quants/[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf |
1 MB |
| quants/[AXA Investment] Why the Implied Correlation of Dispersion Has to be Higher Than the Correlation Swap Strike.pdf |
1 MB |
| quants/[Bank of America] Outlook for the RMBS Market in 2007.pdf |
1 MB |
| quants/[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf |
1 MB |
| quants/[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf |
1 MB |
| quants/[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf |
1 MB |
| quants/[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf |
1 MB |
| quants/[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf |
1 MB |
| quants/[Bloomberg, Konikov] Basket Default Swaps.pdf |
1 MB |
| quants/[Journal of International Money and Finance, Levy] Pricing European Average Rate Currency Options.pdf |
1 MB |
| quants/[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf |
1 MB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.pdf |
1017 KB |
| quants/[Citibank] Latin America Training and Development Center - Interest Rates.pdf |
1012 KB |
| quants/[Odegaard] Financial Numerical Recipes in C++.pdf |
1010 KB |
| quants/[Citibank] Guide to Mortgage-Back Securities.pdf |
1009 KB |
| quants/[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf |
969 KB |
| quants/[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf |
967 KB |
| quants/[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf |
965 KB |
| quants/[Citibank] Latin America Training and Development Center - Debt Financing.pdf |
958 KB |
| quants/[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf |
956 KB |
| quants/[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf |
950 KB |
| quants/[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf |
945 KB |
| quants/[Journal of Econometrics, Phillips] Understanding Spurious Regression in Econometrics.pdf |
941 KB |
| quants/[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf |
941 KB |
| quants/[JP Morgan] Corporate Quantitative Weekly.pdf |
940 KB |
| quants/[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf |
935 KB |
| quants/[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf |
923 KB |
| quants/[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of Exotic Equity Options.pdf |
921 KB |
| quants/[BNP Paribas] Structured Retail Products.pdf |
918 KB |
| quants/[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf |
909 KB |
| quants/[European Central Bank] The Euro Bond Market Study - December 2004.pdf |
898 KB |
| quants/[Prudential Financial Research] Stock Valuation Models.pdf |
896 KB |
| quants/[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.ppt |
896 KB |
| quants/[Nielsen] Pricing Asian Options.pdf |
874 KB |
| quants/[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf |
871 KB |
| quants/[JP Morgan] Hybrid Primer.pdf |
871 KB |
| quants/[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf |
861 KB |
| quants/[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf |
856 KB |
| quants/[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf |
852 KB |
| quants/[JP Morgan] Oil & Gas Basics.pdf |
848 KB |
| quants/[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf |
848 KB |
| quants/[Advances in Futures and Options Research, Barone-Adesi] On the Valuation of American Put Options on Dividend-Paying Stocks.pdf |
838 KB |
| quants/[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf |
833 KB |
| quants/[Goldman Sachs] A Mortgage Product Primer.pdf |
832 KB |
| quants/[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf |
832 KB |
| quants/[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf |
829 KB |
| quants/[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf |
829 KB |
| quants/[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf |
826 KB |
| quants/[Morgan Stanley] Whay Hedge Funds Make Sense.pdf |
820 KB |
| quants/[BNP Paribas] Guide to Structured Products.pdf |
812 KB |
| quants/[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf |
804 KB |
| quants/[Moody's] Modeling Default Risk.pdf |
801 KB |
| quants/[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf |
801 KB |
| quants/[Bank of America] An Introduction to Agency MBS Derivatives.pdf |
785 KB |
| quants/[Journal of Hydrologic Engineering, Genest] Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask.pdf |
784 KB |
| quants/[CFA Institute] Global Investment Performance Standards (GIPS).pdf |
784 KB |
| quants/[Andrew Davidson & Co] An Implied Prepayment Model for MBS.pdf |
783 KB |
| quants/[JP Morgan] Relative Value Single Stock Volatility.pdf |
782 KB |
| quants/[Lehman Brothers] Introduction to Bond Math.pdf |
781 KB |
| quants/[Citibank] Introducing the Experimental Prepayment Model.pdf |
773 KB |
| quants/[Andrew Davidson & Co] The Relationship Between the Yield Curve and Mortgage Current Coupon.pdf |
772 KB |
| quants/[HVB Group] DJ ITRAXX - Credit at its Best.pdf |
761 KB |
| quants/[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf |
756 KB |
| quants/[CME] Interest Rate Products - Advanced Topics.pdf |
754 KB |
| quants/[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.pdf |
739 KB |
| quants/[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf |
737 KB |
| quants/[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models.pdf |
737 KB |
| quants/[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf |
734 KB |
| quants/[Lehman Brothers] The Specified Pool Handbook.pdf |
734 KB |
| quants/[Harvard Business School] Note on Commodity Futures.pdf |
733 KB |
| quants/[Harvard Business School, Donahue] Note On Commodity Futures.pdf |
733 KB |
| quants/[RiskMetrics Group] CreditGrades Technical Document.pdf |
722 KB |
| quants/[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf |
722 KB |
| quants/[Applied Mathematical Finance, Hagan] Interpolation Methods for Curve Construction.pdf |
717 KB |
| quants/[Bloomberg Magazine, Carr] The Innovator.pdf |
715 KB |
| quants/[Jackel] Stochastic Volatility Models - Past, Present and Future.pdf |
714 KB |
| quants/[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf |
712 KB |
| quants/[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf |
710 KB |
| quants/[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf |
707 KB |
| quants/[CSMA] CMBS Total Rate of Return Swaps.pdf |
705 KB |
| quants/[BNP Paribas] Volatility Investing Handbook.pdf |
702 KB |
| quants/[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf |
698 KB |
| quants/[Citibank] Latin America Training and Development Center - Equity Financing.pdf |
690 KB |
| quants/[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf |
687 KB |
| quants/[Societe Generale] Quantitative Strategy - Pricing Bespoke CDOs - Latest Developments.pdf |
673 KB |
| quants/[Barclays] Convertible Bonds - A Technical Introduction.pdf |
669 KB |
| quants/[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf |
661 KB |
| quants/[Bank of America] Pricing Mortgage-back Securities.pdf |
657 KB |
| quants/[Bank of America] Introduction to Agency CMO Structures.pdf |
656 KB |
| quants/[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf |
654 KB |
| quants/[Workshop on Computational Methods for Pricing and Hedging Exotic Options, Dixon] Calibrating Spread Options using a Seasonal Forward Model.pdf |
654 KB |
| quants/[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf |
638 KB |
| quants/[Sapient Derivatives Consulting Group] The DCG Quick Reference Guide to Credit Event Terminology.pdf |
638 KB |
| quants/[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf |
637 KB |
| quants/[Quantitative Finance, Cont] Dynamics of Implied Volatility Surfaces.pdf |
637 KB |
| quants/[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf |
635 KB |
| quants/[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated Markets.pdf |
634 KB |
| quants/[ISMA Centre, Alexander] Principal Component Analysis of Volatility Smiles and Skews.pdf |
632 KB |
| quants/[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf |
624 KB |
| quants/[Journal of Computational Finance, Sepp] Pricing Options on Realized Variance in Heston Model with Jumps in Returns and Volatility.pdf |
622 KB |
| quants/[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf |
611 KB |
| quants/[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf |
606 KB |
| quants/[Salomon Smith Barney] Principles of Principal Components - A Fresh Look at Risk, Hedging and Relative Value.pdf |
603 KB |
| quants/[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf |
598 KB |
| quants/[Merrill Lynch] Introduction to Securitisation.pdf |
597 KB |
| quants/[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf |
594 KB |
| quants/[Journal of Applied Mathematics and Decision Sciences, Francesco] Analysis of an Uncertain Volatility Model.pdf |
592 KB |
| quants/[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf |
591 KB |
| quants/[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf |
586 KB |
| quants/[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf |
584 KB |
| quants/[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf |
580 KB |
| quants/[ITO33, Henrotte] Variance Swaps.pdf |
580 KB |
| quants/[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf |
574 KB |
| quants/[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf |
572 KB |
| quants/[Nomura] Jumbo MBS Credit Enhancement - More of the Same, or Less.pdf |
570 KB |
| quants/[Journal of Financial Economics, Vasicek] An Equilibrium Characterization of the Term Structure.pdf |
567 KB |
| quants/[Salomon Brothers] Anatomy of Prepayments - The Salomon Brothers Prepayment Model.pdf |
567 KB |
| quants/[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf |
564 KB |
| quants/[Islamic Research and Training Institute, Mannan] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf |
564 KB |
| quants/[JP Morgan] Credit Correlation - A Guide.pdf |
562 KB |
| quants/[Nomura] ABS Credit Migrations 2004.pdf |
561 KB |
| quants/[Journal of Fixed Income, Bieri] Riding the Yield Curve - A Variety of Strategies.pdf |
559 KB |
| quants/[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf |
559 KB |
| quants/[Merrill Lynch, Youssfi] Convexity Adjustment for Volatility Swaps.ppt |
559 KB |
| quants/[Journal of Derivatives, Milevsky] A Closed-Form Approximation for Valuing Basket Options.pdf |
556 KB |
| quants/[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf |
551 KB |
| quants/[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf |
550 KB |
| quants/[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf |
538 KB |
| quants/[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf |
538 KB |
| quants/[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf |
538 KB |
| quants/[Citibank] Convertible Bonds - A Guide.pdf |
537 KB |
| quants/[Creative Computing, Stineman] A Consistently Well-Behaved Method of Interpolation.pdf |
531 KB |
| quants/[BNP Paribas] Index Variance Arbitrage.pdf |
527 KB |
| quants/[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf |
524 KB |
| quants/[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf |
524 KB |
| quants/[King's College, Shaw] Differential Equations for Monte Carlo Recycling and a GPU-Optimized Normal Quantile.pdf |
523 KB |
| quants/[JPMorgan] Credit Derivatives - A Primer (1998 Edition).pdf |
519 KB |
| quants/[Lehman Brothers] Modelling Credit - Theory and Practice.pdf |
518 KB |
| quants/[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf |
516 KB |
| quants/[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochastic Processes.pdf |
512 KB |
| quants/[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf |
512 KB |
| quants/[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf |
511 KB |
| quants/[Merrill Lynch] Correlation Trading.pdf |
511 KB |
| quants/[BNP Paribas] US Index Option Strategies.pdf |
505 KB |
| quants/[Citibank] CPDOs - The New Best Seller.pdf |
505 KB |
| quants/[SwiftStandards] Category 4 - Collections & Cash Letters.pdf |
499 KB |
| quants/[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf |
498 KB |
| quants/[Risk Magazine, Castagna] The Vanna-Volga Method for Implied Volatilities.pdf |
495 KB |
| quants/[JP Morgan] A Framework for Valuing Financial Hybrids.pdf |
494 KB |
| quants/[Risk Magazine, Little] A Finite-Difference Method for the Valuation of Variance Swaps.pdf |
493 KB |
| quants/[Bank of America] Understanding Mortgage Dollar Rolls.pdf |
490 KB |
| quants/[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf |
490 KB |
| quants/[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf |
487 KB |
| quants/[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf |
487 KB |
| quants/[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf |
487 KB |
| quants/[UBS Warburg] CDO Insight.pdf |
485 KB |
| quants/[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf |
485 KB |
| quants/[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf |
480 KB |
| quants/[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf |
480 KB |
| quants/[Standard & Poor's] A Guide to the Loan Market.pdf |
475 KB |
| quants/[EDHEC Risk and Asset Management Research Centre] The Amaranth Collapse - What Happened and What Have We Learned Thus Far.pdf |
472 KB |
| quants/[Amen] Introduction To Foreign Exchange.ppt |
472 KB |
| quants/[Lehman Brothers] Introduction to Investment Banking.pdf |
470 KB |
| quants/[Nomura] MBS Basics.pdf |
467 KB |
| quants/[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf |
466 KB |
| quants/[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf |
465 KB |
| quants/[JPMorgan] Credit Derivatives - A Primer (2005 Edition).pdf |
461 KB |
| quants/[NASDAQ OMX] Corporate Actions Practice Guide.pdf |
456 KB |
| quants/[Investopedia] Advanced Bond Concepts.pdf |
453 KB |
| quants/[Bank of America] Guide to Credit Default Swaptions.pdf |
453 KB |
| quants/[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the United States.pdf |
451 KB |
| quants/[Bank of America-Merrill Lynch] The Big Bang - A Guide to the Standardized CDS Contract.pdf |
449 KB |
| quants/[Lehman Brothers] Base Correlation Explained.pdf |
445 KB |
| quants/[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf |
444 KB |
| quants/[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf |
442 KB |
| quants/[Diko] Risk Premia in Electricity Forward Prices.pdf |
440 KB |
| quants/[Applied Mathematical Finance, West] Calibration of the SABR Model in Illiquid Markets.pdf |
439 KB |
| quants/[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf |
436 KB |
| quants/[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.pdf |
434 KB |
| quants/[Barra] Single Country Equity - Risk Model Handbook.pdf |
433 KB |
| quants/[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf |
433 KB |
| quants/[Duff & Phelps Credit Rating Co] DCR's Criteria for Rating Cash Flow CDOs.pdf |
430 KB |
| quants/[Journal of Portfolio Management, Neuberger] The Log Contract.pdf |
428 KB |
| quants/[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf |
428 KB |
| quants/[Lehman Brothers] Hybrid ARM Handbook.pdf |
426 KB |
| quants/[Lehman Brothers] The Hybrid ARM Handbook.pdf |
426 KB |
| quants/[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf |
426 KB |
| quants/[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf |
423 KB |
| quants/[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf |
419 KB |
| quants/[Hagan] Credit Derivatives.pdf |
418 KB |
| quants/[Morgan Stanley] The Layman's Guide to Implied Correlation.pdf |
416 KB |
| quants/[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf |
415 KB |
| quants/[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf |
415 KB |
| quants/[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf |
414 KB |
| quants/[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf |
410 KB |
| quants/[Journal of Banking Finance, Corrado] A note on a simple, accurate formula to compute implied standard deviations.pdf |
409 KB |
| quants/[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf |
409 KB |
| quants/[Bank of America] The Agency ARM MBS Sector.pdf |
408 KB |
| quants/[Federal Reserve Bank of Alanta, Fernández-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf |
403 KB |
| quants/[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf |
402 KB |
| quants/[Societe Generale] Pricing and Hedging Correlation Products.pdf |
397 KB |
| quants/[Mathematical Finance, Gallucio] Theory and Calibration of Swap Market Models.pdf |
395 KB |
| quants/[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf |
394 KB |
| quants/[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 |
394 KB |
| quants/[Lehman Brothers] Valuation of Credit Default Swaps.pdf |
393 KB |
| quants/[JPMorgan] Credit Derivatives 2003 - Advanced Credit Derivatives Valuation - Bridging Credit Default Swaps and Corporate Bonds.pdf |
393 KB |
| quants/[The Journal of Political Economy, Black] The Pricing of Options and Corporate Liabilities.pdf |
391 KB |
| quants/[CBOT] CBOT Soybean Crush Reference Guide.pdf |
388 KB |
| quants/[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf |
387 KB |
| quants/[SwiftStandards] Category 6 - Treasury Markets Precious Metals (MT600 - MT699).pdf |
386 KB |
| quants/[Nomura] Basel II and Banks - Key aspects and likely market impact.pdf |
386 KB |
| quants/[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf |
385 KB |
| quants/[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf |
385 KB |
| quants/[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf |
384 KB |
| quants/[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf |
383 KB |
| quants/[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf |
382 KB |
| quants/[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf |
381 KB |
| quants/[Merrill Lynch] Credit Derivatives Handbook 2000.pdf |
380 KB |
| quants/[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf |
379 KB |
| quants/[The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf |
377 KB |
| quants/[Risk Magazine, Burghardt] One Good Turn.pdf |
376 KB |
| quants/[Deutsche Bank] Credit Derivatives and Structured Credit.pdf |
375 KB |
| quants/[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf |
373 KB |
| quants/[Moody's] Bank-Loan Loss Given Default.pdf |
373 KB |
| quants/[Merrill Lynch] CDO Rating Methodologies Review.pdf |
373 KB |
| quants/[Henrard] Bonds Futures and Their Options - More than the Cheapest-to-Deliver; Quality Option and Marginning.pdf |
372 KB |
| quants/[Andrew Davidson & Co] Divide and Conquer - Exploring New OAS Horizons.pdf |
371 KB |
| quants/[FitchRatings] Asset-Backed Commercial Paper Explained.pdf |
370 KB |
| quants/[Bank of America] Trust IO-PO Market.pdf |
370 KB |
| quants/[Borak] FFT Based Option Pricing.pdf |
368 KB |
| quants/[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf |
368 KB |
| quants/[Andrew Davidson & Co] LOANDYNAMICS - AD&CO's Approach to Modeling Credit Risk.pdf |
366 KB |
| quants/[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf |
365 KB |
| quants/[Kellogg Graduate School of Management, Andersen] (Understanding, Optimizing, Using and Forecasting) Relalized Volatility and Correlation.pdf |
363 KB |
| quants/[BNP Paribas] European Volatility Tracker - Feb 2006.pdf |
362 KB |
| quants/[University of California, Stoft] Primer on Electricity Futures and Other Derivatives.pdf |
361 KB |
| quants/[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf |
360 KB |
| quants/[University of Illinois, Deng] Volatility Dispersion Trading.pdf |
360 KB |
| quants/[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf |
359 KB |
| quants/[London Business School, Bunn] Forecasting Electricity Prices.pdf |
355 KB |
| quants/[Università del Piemonte Orientale, Marazzina] Interest Rate Modelling - A MATLAB Implementation.pdf |
354 KB |
| quants/[Agder University College, Koekebakker] Electricity Term Structure Modelling.pdf |
353 KB |
| quants/[Bloomberg, Stein] FX Market Behavior and Valuation.pdf |
352 KB |
| quants/[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf |
352 KB |
| quants/[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf |
351 KB |
| quants/[SwiftStandards] Category 8 - Travellers Cheques (MT800 - MT899).pdf |
350 KB |
| quants/[Columbia University, Derman] Trading Volatility as an Asset Class.pdf |
350 KB |
| quants/[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf |
350 KB |
| quants/[ISDA] 2003 ISDA Credit Derivative Definitions.pdf |
347 KB |
| quants/[Computing, Spath] Exponential Spline Interpolation.pdf |
347 KB |
| quants/[Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf |
346 KB |
| quants/[Lehman Brothers] The Shape of Implied Loss Distributions.pdf |
345 KB |
| quants/[University of Tokyo, Osajima] The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf |
342 KB |
| quants/[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf |
342 KB |
| quants/[University of Freiburg, Eberlein] Sato Processes and the Valuation of Structured Products.pdf |
341 KB |
| quants/[Citibank] A General Review of CDO Valuation Methods.pdf |
341 KB |
| quants/[Citibank] General Review of CDO Valuation Methods.pdf |
341 KB |
| quants/[UBS Investment] CDPO an Asset Class on its Own or a Glorified Bearish Rated Equity.pdf |
341 KB |
| quants/[FitchRatings] Rating Securitizations Above the Sovereign Ceiling.pdf |
341 KB |
| quants/[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf |
336 KB |
| quants/[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf |
335 KB |
| quants/[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf |
333 KB |
| quants/[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf |
331 KB |
| quants/[University of London, Jacquier] Variance Dispersion and Correlation Swaps.pdf |
330 KB |
| quants/[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf |
328 KB |
| quants/[Nomura] Report from Boca Raton 2005 - Coverage of Selected Sessions of ABS East 2005.pdf |
327 KB |
| quants/[Risk Magazine, Bergomi] Smile Dynamics III.pdf |
326 KB |
| quants/[Goldman Sachs] Dividends and Dividend Swaps.pdf |
313 KB |
| quants/[Risk Magazine, Ren] Calibrating and Pricing with Embedded Local Volatility Models.pdf |
311 KB |
| quants/[Bear Stearns] RMBS Residuals - A Primer.pdf |
311 KB |
| quants/[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf |
311 KB |
| quants/[Lehman Brothers] A Guide to the Lehman Global Family of Fixed Income Indices.pdf |
309 KB |
| quants/[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf |
309 KB |
| quants/[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf |
309 KB |
| quants/[Nomura] ABS Credit Migrations.pdf |
309 KB |
| quants/[Goldman Sachs] Understanding US Economic Statistics.pdf |
305 KB |
| quants/[Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf |
303 KB |
| quants/[Societe Generale] Quantitative Strategy - Looking for Value in the Sub-Insurance Market.pdf |
302 KB |
| quants/[NYMEX] Crack Spread Handbook.pdf |
302 KB |
| quants/[JP Morgan] CDO Handbook.pdf |
301 KB |
| quants/[Federal Reserve Bank of New York, Fernald] The Pricing and Hedging of Index Amortizing Rate Swaps.pdf |
301 KB |
| quants/[JP Morgan] Volatility, Leverage, and Returns.pdf |
299 KB |
| quants/[Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf |
299 KB |
| quants/[RBS Greenwich Capital] 2007 MBS Outlook.pdf |
298 KB |
| quants/[University of Waterloo, Windcliff] Pricing Methods and Hedging Strategies for Volatility Derivatives.pdf |
295 KB |
| quants/[Nomura] Model Risk Update - Margins of Error and Scenario Analysis.pdf |
293 KB |
| quants/[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf |
292 KB |
| quants/[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf |
292 KB |
| quants/[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf |
291 KB |
| quants/[Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf |
291 KB |
| quants/[SwiftStandards] Category 6 - Treasury Markets Syndications (MT643 - MT699).pdf |
291 KB |
| quants/[Nomura] ABS Gold Coast Report - Coverage of Selected Sessions of ABS East 2003.pdf |
289 KB |
| quants/[Lehman Brothers] Credit Derivatives Primer.pdf |
287 KB |
| quants/[Deutsche Bank] Asset Valuation & Allocation Models.pdf |
285 KB |
| quants/[Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf |
284 KB |
| quants/[Quantitative Finance, Fouque] Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment.pdf |
283 KB |
| quants/[FitchRatings] Structured Finance in Latin America’s Domestic Markets.pdf |
282 KB |
| quants/[Standard & Poor's] CMBS Property Evaluation Criteria.pdf |
279 KB |
| quants/[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf |
277 KB |
| quants/[JP Morgan] RiskMetrics - Technical Document.pdf |
277 KB |
| quants/[Lehman Brothers] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf |
277 KB |
| quants/[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf |
277 KB |
| quants/[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf |
276 KB |
| quants/[Nomura] Home Equity ABS Basics.pdf |
273 KB |
| quants/[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf |
273 KB |
| quants/[Risk Magazine, Derman] Finding a Job in Finance.pdf |
272 KB |
| quants/[University of Frankfurt, Vilkov] Variance Risk Premium Demystified.pdf |
271 KB |
| quants/[Andrew Davidson & Co] Interest Rate Modeling - A Conscientious Choice.pdf |
270 KB |
| quants/[Egar Technology, Ioffe] Variance Swap Pricing.pdf |
268 KB |
| quants/[HVB Group] Credit Derivatives Accounting.pdf |
268 KB |
| quants/[Lehman Brothers] Defining the TBA Deliverable.pdf |
266 KB |
| quants/[Federal Reserve Bank of Chicago] Structured Notes.pdf |
266 KB |
| quants/[Applied Spectroscopy, Lodder] Quantile Analysis - A Method for Characterizing Data Distributions.pdf |
264 KB |
| quants/[Imperial College, Albanese] Pricing Equity Default Swaps.pdf |
262 KB |
| quants/[Finance and Stochastics, Fusai] An Exact Analytical Soltion for Discrete Barrier Options.pdf |
261 KB |
| quants/[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units.pdf |
261 KB |
| quants/[Quantitative Finance, Carr] Optimal Positioning in Derivative Securities.pdf |
260 KB |
| quants/[BNP Paribas, Atlan] Hybrid Equity-Credit Modelling.pdf |
259 KB |
| quants/[Erasmus University, Hallerback] An Improved Estimator for Black-Scholes-Merton Implied Volatility.pdf |
257 KB |
| quants/[Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage Loans.pdf |
257 KB |
| quants/[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf |
257 KB |
| quants/[Benth] Analytical Approximation for the Price Dynamics of Spark Spread Options.pdf |
256 KB |
| quants/[New York University Credit Seminar, Levi] A Relationship Between Default Probability and Equity Volatility.pdf |
256 KB |
| quants/[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf |
255 KB |
| quants/[Société Générale] Investment in Power Generation - A Banker's Perspective.pdf |
253 KB |
| quants/[Merrill Lynch] Pricing Cancellable LCDS.pdf |
253 KB |
| quants/[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf |
252 KB |
| quants/[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf |
251 KB |
| quants/[Lehman Brothers] Changes to TBA Deliverable.pdf |
248 KB |
| quants/[Salomon Brothers] Understanding the Yield Curve, Part 7 - The Dynamic of the Shape of the Yield Curve.pdf |
247 KB |
| quants/[Nomura] Report from Orlando 2006 - Coverage of Selected Sessions of ABS East 2006.pdf |
247 KB |
| quants/[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.pdf |
245 KB |
| quants/[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Option Embedded Contracts.pdf |
245 KB |
| quants/[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf |
245 KB |
| quants/[Proceedings of the 2004 Winter Simulation Conference, L'Ecuyer] Quasi-Monte Carlo Methods in Finance.pdf |
241 KB |
| quants/[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf |
240 KB |
| quants/[Lehman Brothers] Introduction to Variable Rate Financing.pdf |
240 KB |
| quants/[Leger] Monte Carlo for the Newbies.pdf |
236 KB |
| quants/[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf |
235 KB |
| quants/[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf |
234 KB |
| quants/[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf |
234 KB |
| quants/[Bear Stearns] The Outlook for Fixed Income 2007.pdf |
233 KB |
| quants/[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf |
232 KB |
| quants/[The Review of Economics and Statistics, Enders] Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes.pdf |
232 KB |
| quants/[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf |
228 KB |
| quants/[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf |
227 KB |
| quants/[Morgan Stanley] Swaps.pdf |
224 KB |
| quants/[Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf |
224 KB |
| quants/[King's College, Shaw] Eco-mputational Finance - Differential Equations for Monte Carlo Recycling.pdf |
223 KB |
| quants/[JP Morgan] Profiting from Market Signals.pdf |
222 KB |
| quants/[BNP Paribas] Smile Trading.pdf |
222 KB |
| quants/[Nomura] Tranching Credit Risk - Examples with CDOs and the iTraxx Index.pdf |
222 KB |
| quants/[New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf |
219 KB |
| quants/[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf |
219 KB |
| quants/[Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf |
218 KB |
| quants/[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf |
218 KB |
| quants/[Universidad Torcuato Di Tella, Merener] Swap Rate Variance Swaps.pdf |
217 KB |
| quants/[Proceedings of the 2004 Winter Simulation Conference, Lemieux] Randomized Quasi-Monte Carlo - A Tool for Improving the Efficiency of Simulations in Finance.pdf |
217 KB |
| quants/[Citibank] Correlation Trading Strategies.pdf |
216 KB |
| quants/[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf |
216 KB |
| quants/[Nomura] ABX Index - The Constituent Breakdown.pdf |
216 KB |
| quants/[Courant Institute, Carr] Trading Autocorrelation.pdf |
215 KB |
| quants/[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf |
212 KB |
| quants/[Nomura] Oops… They Did It Again - Jumbo MBS Credit Enhancement Levels Keep Falling.pdf |
212 KB |
| quants/[Journal of Derivatives, Hull] Valuation of a CDO and an nth to Default CDS without Monte Carlo Simulation.pdf |
209 KB |
| quants/finengineer.html |
208 KB |
| quants/[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf |
208 KB |
| quants/[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf |
207 KB |
| quants/[University of Wollongong, Zhu] An Exact and Explicit Solution for the Value of American Put and its Optimal Exercise Boundary.pdf |
204 KB |
| quants/[Journal of Derivatives, Hull] The Valuation of Credit Default Swap Options.pdf |
204 KB |
| quants/[New York University, Avellaneda] Pricing and Hedging Derivative Securities in Markets with Uncertain Volatilities.pdf |
204 KB |
| quants/[Risk Magazine, Bergomi] Smile Dynamics.pdf |
202 KB |
| quants/[Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf |
202 KB |
| quants/[Standard & Poor's] CDO Spotlight - Overview of Modeling Methodology for Commodity CDO Structures.pdf |
201 KB |
| quants/[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf |
201 KB |
| quants/[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf |
200 KB |
| quants/[Lehman Brothers] Optionalising Carry Trades.pdf |
199 KB |
| quants/[Carr Futures, Panos] Trading the Unemployment Report.pdf |
199 KB |
| quants/[FitchRatings] Synthetic Overview for CMBS Investors.pdf |
198 KB |
| quants/[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf |
197 KB |
| quants/[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf |
197 KB |
| quants/[Citibank] Mortgage Basics Overview.ppt |
197 KB |
| quants/[Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf |
196 KB |
| quants/[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing Exotic Interest Rate Derivatives.pdf |
196 KB |
| quants/[LIFFE] LIFFE Options - A Guide to Trading Strategies.pdf |
193 KB |
| quants/[Barclays] Forward Starting Equity.pdf |
193 KB |
| quants/[Nomura] CDO-CDS Update 01-09-2007.pdf |
192 KB |
| quants/[Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf |
192 KB |
| quants/[Super Computer Consulting, Nelken] Weather Derivatives - Pricing and Hedging.pdf |
192 KB |
| quants/[Nomura] Correlation Primer.pdf |
190 KB |
| quants/[Bloomberg, Baver] Variance Gamma Option Model.pdf |
188 KB |
| quants/[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf |
188 KB |
| quants/[Nomura] Synthetic CMBS Primer.pdf |
188 KB |
| quants/[Norma Fixed Income Research] Synthetic CMBS Primer.pdf |
188 KB |
| quants/[Andrew Davidson & Co] Fixed-Rate Agency MBS Prepayments and Model Enhancements.pdf |
187 KB |
| quants/[University of Essex, Liu] Realized Volatility Fixings - Why They are Different.pdf |
187 KB |
| quants/[The Bond Market Association] An Investors Guide to Collateralized Mortgage Obligations.pdf |
186 KB |
| quants/[Proceedings of the 2004 Winter Simulation Conference, Staum] Efficent Simulations for Option Pricing.pdf |
185 KB |
| quants/[European Securitisation Forum] European Securitisation - A Resource Guide.pdf |
185 KB |
| quants/[Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf |
184 KB |
| quants/[Nomura] CDO-CDS Update 02-21-2006.pdf |
183 KB |
| quants/[FEA] Power Price Simulation using Hybrid Models.pdf |
183 KB |
| quants/[NYBOT] The US Dollar Index Futures Contract.pdf |
182 KB |
| quants/[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf |
180 KB |
| quants/[Nomura] Report from Paradise Island - Coverage of Selected Sessions of ABS East 2002.pdf |
180 KB |
| quants/[Citibank] Index-Linked Investment Products.pdf |
178 KB |
| quants/[Copenhagen Business School, Nielsen] Dividends in the Theory of Derivative Securities Pricing.pdf |
173 KB |
| quants/[Moody's] Rating Preferred Stock and Hybrid Securities.pdf |
171 KB |
| quants/[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf |
171 KB |
| quants/[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf |
169 KB |
| quants/[Journal of Finance, Black] Interest Rates as Options.pdf |
168 KB |
| quants/[Risk Magazine, Bergomi] Smile Dynamics II.pdf |
166 KB |
| quants/[Deutsche Bank] Depositary Receipts Handbook.pdf |
165 KB |
| quants/[JPMorgan] Introducing Standard First to Default Baskets.pdf |
165 KB |
| quants/[SwiftStandards] Category n - Common Group Messages (MTn90 - MTn99).pdf |
163 KB |
| quants/[Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf |
162 KB |
| quants/[Standard & Poor's] Trade Receivable Criteria.pdf |
161 KB |
| quants/[Chris] Market Risk for Volatility and Variance Swaps.pdf |
161 KB |
| quants/[Bank of America] Fixed-Rate IO Mortgages.pdf |
161 KB |
| quants/[Risk Magazine, Andersen] All Your Hedges in One Basket.pdf |
161 KB |
| quants/[Aite Group] Trends in OTC Equity Derivatives - Where do we go from here.pdf |
160 KB |
| quants/[FitchRatings] Credit Policy - 2006 European SF Outlook Chart.pdf |
159 KB |
| quants/[Deutsche Bank] The Arbitrage CDO Market.pdf |
157 KB |
| quants/[Egar Technology] Weather Derivatives.pdf |
156 KB |
| quants/[BNP Paribas] Quantitative Option Strategy.pdf |
155 KB |
| quants/[Nomura] Sub-prime Suprise... Not!.pdf |
152 KB |
| quants/[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf |
151 KB |
| quants/[Bond Exchange of South Africa] Bond Pricing Formula - Specifications.pdf |
151 KB |
| quants/[University of Twente, Vellekoop] Cash Dividends and Futures Prices on Discontinuous Filtrations.pdf |
151 KB |
| quants/[BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf |
150 KB |
| quants/[FitchRatings] Hybrid Securities - An Emperical View.pdf |
148 KB |
| quants/[BNP Paribas] Corridor Variance Swaps - A Cheaper Way to Buy Volatility.pdf |
146 KB |
| quants/[Deutsche Bank] High-Yield Credit Derivatives.pdf |
144 KB |
| quants/[University of London, Jacquier] Volatility Seminar - Some notes on Variance Swaps and Volatility Derivatives.pdf |
139 KB |
| quants/[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf |
138 KB |
| quants/[Nomura] Report from Orlando 2007 - Coverage of Selected Sessions of ABS East 2007.pdf |
137 KB |
| quants/[Moody's] Understanding the Risks in Credit Default Swaps.pdf |
136 KB |
| quants/[BNP Paribas] What Future for Dividends in Europe.pdf |
132 KB |
| quants/[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf |
130 KB |
| quants/[Risk Magazine, Quessette] New Products, New Risks.pdf |
129 KB |
| quants/[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf |
128 KB |
| quants/[Lehman Brothers] Mortgage Convexity Risk.pdf |
128 KB |
| quants/[Bear Stearns] Variance Swaps - An Introduction.pdf |
128 KB |
| quants/[Schoutens] Moment Swaps.pdf |
127 KB |
| quants/[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf |
127 KB |
| quants/[Vienna University, Redl] Modeling Electricity Futures.pdf |
127 KB |
| quants/[Klassen] Pricing Variance Swaps with Cash Dividends.pdf |
125 KB |
| quants/[Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf |
125 KB |
| quants/[BNP Paribas] DivDax. Trade 2009-2010 dividend swap.pdf |
123 KB |
| quants/[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf |
122 KB |
| quants/[Risk Magazine, Foster] Trees from History.pdf |
121 KB |
| quants/[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf |
120 KB |
| quants/[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf |
118 KB |
| quants/[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf |
114 KB |
| quants/[Journal of Economic Development, Islam] The Purchasing Power Parity Relationship - Causality and Cointegration Tests Using Korea-US Exchange Rate and Prices.pdf |
112 KB |
| quants/[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf |
110 KB |
| quants/[University of California, Silverman] Solution of the Black Scholes Equation using the Green's Function of the Diffusion Equation.pdf |
109 KB |
| quants/[The Bond Market Association] An Investors Guide to Pass-Through and Collateralized Mortgage Securities.pdf |
109 KB |
| quants/[Deutsche Bank] FAS 133 Amendments.pdf |
109 KB |
| quants/[Wall Street Journal, Slater] When Hedge Funds Meet Islamic Finance.pdf |
106 KB |
| quants/[Bank of America] Introduction to Cross Currency Swaps.pdf |
105 KB |
| quants/[Merrill Lynch, Balland] Forward Smile.pdf |
105 KB |
| quants/[Lehman Brothers] Introduction to Asset Swaps,pdf.pdf |
104 KB |
| quants/[Nomura] Jumbo MBS - Where's the Credit Enhancement.pdf |
102 KB |
| quants/[UBS Investment Bank] UBS Bloomberg Constant Maturity Commodity Index (CMCI) Family.pdf |
101 KB |
| quants/[Nomura] Synthetic ABS Nuances.pdf |
100 KB |
| quants/[Risk Magazine, Overhaus] Himalaya Options.pdf |
98 KB |
| quants/[Nomura] Economics in Focus - December 2005.pdf |
98 KB |
| quants/[YieldCurve] CDO-Note - Synthetic CDO Note Pricing Model Fact Sheet.pdf |
97 KB |
| quants/[Bear Stearns] Understanding CMO Toggle Floaters.pdf |
96 KB |
| quants/[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf |
96 KB |
| quants/[ASX Australian Exchange] A Guide to the Pricing Conventions of SFE Interest Rate Products.pdf |
96 KB |
| quants/[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf |
95 KB |
| quants/[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf |
95 KB |
| quants/[University of Chicago, Lee] Weighted Variance Swap.pdf |
91 KB |
| quants/[Lehman Brothers] Focus - Israel Back to Basics.pdf |
91 KB |
| quants/[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf |
88 KB |
| quants/[Journal of Applied Corporate Finance, Arzac] Percs, Decs, and Other Mandatory Convertibles.pdf |
86 KB |
| quants/[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf |
86 KB |
| quants/[Moody's] Piercing the Country Ceiling - An Update.pdf |
84 KB |
| quants/[JP Morgan] The Price of Credit.pdf |
84 KB |
| quants/[Merrill Lynch] CDS Physical Settlement.pdf |
83 KB |
| quants/[University of Chicago, Lee] Corridor Variance Swap.pdf |
83 KB |
| quants/[Risk Magazine, Carr] Introducing the Covariance Swap.pdf |
81 KB |
| quants/[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf |
79 KB |
| quants/[Risk Magazine, Rubinstein] Unscrambling the Binary Code.pdf |
78 KB |
| quants/[Nomura] Holiday Special - December 2008.pdf |
76 KB |
| quants/[Citibank] Valuing Fixed-Rate IO Mortgages.pdf |
75 KB |
| quants/[FOW, Smith] Adding a Floor to Equity Cliquets.pdf |
75 KB |
| quants/[University of Chicago, Lee] Gamma Swap.pdf |
74 KB |
| quants/[JP Morgan] Exploring the TUI Hybrid.pdf |
73 KB |
| quants/[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf |
71 KB |
| quants/[ISDA] EMU and Market Conventions - Recent Developments.pdf |
71 KB |
| quants/[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf |
71 KB |
| quants/[CK Locke and Partners] CFD Trading Manual.pdf |
70 KB |
| quants/[Commodities Now, Sikorski] EU Emissions Trading - What Does It Mean for an Electricity Generator.pdf |
66 KB |
| quants/[Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf |
64 KB |
| quants/[Lehman Brothers, Zhou] The Swap Curve.pdf |
63 KB |
| quants/[JP Morgan] Now You See It, Now You Don't - What Happened to US Heating Oil Stocks and Why It Doesn't Matter.pdf |
62 KB |
| quants/[The Bond Market Association] The Asset-Backed Market in 1999 and the Outlook for 2000.pdf |
59 KB |
| quants/[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf |
58 KB |
| quants/[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf |
56 KB |
| quants/[Societe Generale] Explanatory Note About the Exceptional Fraud - January 2008.pdf |
56 KB |
| quants/[Risk Magazine, Cardenas] Monte Carlo within a Day.pdf |
56 KB |
| quants/[Moody's] The Relative Stability of Cash-Flow vs. Market-Value CDO Ratings.pdf |
53 KB |
| quants/[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf |
53 KB |
| quants/[University of Ibadan, Ugbebor] Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Markets.pdf |
52 KB |
| quants/[Nomura] Credit Default Swap (CDS) Primer.pdf |
52 KB |
| quants/[Mount Lucas Management] The Mechanics of the Commodity Futures Markets - What They Are and How They Function.pdf |
50 KB |
| quants/[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf |
48 KB |
| quants/[Unversity Paris IX Dauphine, Geman] Towards a European Market of Electricity - Spot and Derivatives Trading.pdf |
45 KB |
| quants/[Risk Magazine, Frishling] A Discrete Question.pdf |
44 KB |
| quants/[JPMorgan] Introducing Base Correlations.pdf |
44 KB |
| quants/[Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf |
41 KB |
| quants/[Adelson & Jacob Consulting] The Need to See Past the Data.pdf |
35 KB |
| quants/[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf |
27 KB |
| quants/[Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf |
27 KB |
| quants/[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf |
25 KB |
| quants/[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf |
25 KB |
| quants/[Duff & Phelps Credit Rating Co] DCR Rates First-Ever Weather-Linked Notes.pdf |
14 KB |
| quants/[Duff & Phelps Credit Rating Co] DCR Rates Asian Diversified Funding Bond CBO.pdf |
13 KB |
| quants/transputer.html |
387 B |
| quants/Torrent downloaded from Demonoid.com.txt |
47 B |
Magnet link
