http://www.classiccmp.org/transputer/finengineer/ -
Stumbled on this collection of fairly classic research papers
Credit, Commodities, Rates, Corp Fin, Deposits, All sort of good stuff,
Introductory manuals to advanced modeling papers.
(I've already downloaded them all. J )
Scott
[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf
[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf
[BNP Paribas] European Volatility Tracker - Feb 2006.pdf
[BNP Paribas] Guide to Structured Products.pdf
[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf
[BNP Paribas] Produits Derives - Change, Taux et Actions.pdf
[BNP Paribas] US Index Option Strategies.pdf
[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf
[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf
[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf
[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf
[BNP Paribas] Volatility Investing Handbook.pdf
[Bank of America] An Introduction to Agency MBS Derivatives.pdf
[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf
[Bank of America] Fixed-Rate IO Mortgages.pdf
[Bank of America] Guide to Credit Default Swaptions.pdf
[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf
[Bank of America] Introduction to Agency CMO Structures.pdf
[Bank of America] Introduction to Cross Currency Swaps.pdf
[Bank of America] Outlook for the RMBS Market in 2007.pdf
[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf
[Bank of America] Pricing Mortgage-back Securities.pdf
[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf
[Bank of America] The Agency ARM MBS Sector.pdf
[Bank of America] Trust IO-PO Market.pdf
[Bank of America] Understanding Mortgage Dollar Rolls.pdf
[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf
[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf
[Barclays] Convertible Bonds - A Technical Introduction.pdf
[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf
[Barclays] Forward Starting Equity.pdf
[Barclays] Global Inflation-Linked Products - A User's Guide.pdf
[Barclays] Inflation Derivatives - A User's Guide.pdf
[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf
[Barra] Global Equity - Risk Model Handbook.pdf
[Barra] Single Country Equity - Risk Model Handbook.pdf
[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.p
[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf
[Bear Stearns] Introduction to Asset-Backed CDS.pdf
[Bear Stearns] RMBS Residuals - A Primer.pdf
[Bear Stearns] The Outlook for Fixed Income 2007.pdf
[Bear Stearns] Understanding CMO Toggle Floaters.pdf
[Bear Stearns] Variance Swaps - An Introduction.pdf
[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf
[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf
[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structu
[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf
[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf
[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf
[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf
[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf
[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf
[CFA Institute] Global Investment Performance Standards (GIPS).pdf
[CME] Interest Rate Products - Advanced Topics.pdf
[Carr Futures, Panos] Trading the Unemployment Report.pdf
[Citibank] A General Review of CDO Valuation Methods.pdf
[Citibank] CPDOs - The New Best Seller.pdf
[Citibank] Convertible Bonds - A Guide.pdf
[Citibank] Correlation Trading Strategies.pdf
[Citibank] Guide to Mortgage-Back Securities.pdf
[Citibank] Index-Linked Investment Products.pdf
[Citibank] Interest Rates Workbook.pdf
[Citibank] Introducing the Experimental Prepayment Model.pdf
[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf
[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf
[Citibank] Latin America Training and Development Center - Basic Treasury.pdf
[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf
[Citibank] Latin America Training and Development Center - Debt Financing.pdf
[Citibank] Latin America Training and Development Center - Equity Financing.pdf
[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf
[Citibank] Latin America Training and Development Center - Futures.pdf
[Citibank] Latin America Training and Development Center - Interest Rates.pdf
[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf
[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf
[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf
[Citibank] Valuing Fixed-Rate IO Mortgages.pdf
[Columbia University, Derman] Trading Volatility as an Asset Class.pdf
[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf
[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf
[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf
[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf
[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf
[Credit Suisse] Credit Portfolio Modeling Handbook.pdf
[Credit Suisse] Credit Suisse's Guide to Global Fixed Income Indices.pdf
[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf
[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf
[Credit Suisse] Institutional Considerations in the MBS Markets.pdf
[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf
[Damodaran On-line, Damodaran] Applied Corporate Finance, 2nd Ed.pdf
[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf
[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf
[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf
[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf
[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf
[Deutsche Bank] Asset Valuation & Allocation Models.pdf
[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf
[Deutsche Bank] Credit Derivatives and Structured Credit.pdf
[Deutsche Bank] Depositary Receipts Handbook.pdf
[Deutsche Bank] FAS 133 Amendments.pdf
[Deutsche Bank] High-Yield Credit Derivatives.pdf
[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf
[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf
[Deutsche Bank] The Arbitrage CDO Market.pdf
[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf
[Diko] Risk Premia in Electricity Forward Prices.pdf
[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Imp
[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf
[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf
[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf
[Eurex] Volatility and its Measurements - The Design of a Volatility Index and the Execution of its Historical Time Ser
[FEA] Power Price Simulation using Hybrid Models.pdf
[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf
[FOW, Smith] Adding a Floor to Equity Cliquets.pdf
[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf
[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf
[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf
[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf
[FitchRatings] Asset-Backed Commercial Paper Explained.pdf
[FitchRatings] Hybrid Securities - An Emperical View.pdf
[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf
[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf
[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf
[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf
[Goldman Sachs] A Mortgage Product Primer.pdf
[Goldman Sachs] Alt-A Market - An Introduction.pdf
[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf
[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf
[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf
[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf
[HVB Group] Credit Derivatives Accounting.pdf
[HVB Group] DJ ITRAXX - Credit at its Best.pdf
[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf
[Harvard Business School, Donahue] Note On Commodity Futures.pdf
[Harvard Business School] Note on Commodity Futures.pdf
[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf
[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf
[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf
[ISDA] EMU and Market Conventions - Recent Developments.pdf
[ITO33, Henrotte] Variance Swaps.pdf
[Imperial College, Albanese] Pricing Equity Default Swaps.pdf
[Investopedia] Advanced Bond Concepts.pdf
[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf
[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf
[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf
[JP Morgan] A Framework for Valuing Financial Hybrids.pdf
[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf
[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf
[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf
[JP Morgan] CDO Handbook.pdf
[JP Morgan] Corporate Quantitative Weekly.pdf
[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf
[JP Morgan] Credit Correlation - A Guide.pdf
[JP Morgan] Depositary Receipts Reference Guide.pdf
[JP Morgan] Exploring the TUI Hybrid.pdf
[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf
[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Com
[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I
[JP Morgan] Hybrid Primer.pdf
[JP Morgan] Institutional Hedging Activity.pdf
[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf
[JP Morgan] Just What You Need to Know About Variance Swaps.pdf
[JP Morgan] MBS Primer.pdf
[JP Morgan] Now You See It, Now You Don't - What Happened to US Heating Oil Stocks and Why It Doesn't Matter.pdf
[JP Morgan] Oil & Gas Basics.pdf
[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf
[JP Morgan] Relative Value Single Stock Volatility.pdf
[JP Morgan] RiskMetrics - Technical Document.pdf
[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf
[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf
[JP Morgan] The Price of Credit.pdf
[JP Morgan] Volatility, Leverage, and Returns.pdf
[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf
[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf
[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf
[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf
[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf
[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf
[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf
[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf
[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf
[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf
[Lehman Brothers, Kerkhof] Inflation Derivatives Explained - Markets, Products, and Pricing.pdf
[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf
[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf
[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf
[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf
[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf
[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf
[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf
[Lehman Brothers, Zhou] The Swap Curve.pdf
[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf
[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf
[Lehman Brothers] Base Correlation Explained.pdf
[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf
[Lehman Brothers] Changes to TBA Deliverable.pdf
[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf
[Lehman Brothers] Credit Derivatives Primer.pdf
[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf
[Lehman Brothers] Defining the TBA Deliverable.pdf
[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf
[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf
[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf
[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf
[Lehman Brothers] Hybrid ARM Handbook.pdf
[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf
[Lehman Brothers] Interest Rate Futures.pdf
[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf
[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf
[Lehman Brothers] Modelling Credit - Theory and Practice.pdf
[Lehman Brothers] Mortgage Options - A Primer.pdf
[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf
[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf
[Lehman Brothers] Optionalising Carry Trades.pdf
[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf
[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf
[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf
[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf
[Lehman Brothers] The Hybrid ARM Handbook.pdf
[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf
[Lehman Brothers] The Shape of Implied Loss Distributions.pdf
[Lehman Brothers] The Specified Pool Handbook.pdf
[Lehman Brothers] Valuation of Credit Default Swaps.pdf
[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf
[London Business School, Bunn] Forecasting Electricity Prices.pdf
[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf
[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf
[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf
[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf
[Merrill Lynch, Balland] Forward Smile.pdf
[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf
[Merrill Lynch] Correlation Trading.pdf
[Merrill Lynch] Credit Derivatives Handbook 2000.pdf
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf
[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf
[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf
[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf
[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf
[Merrill Lynch] Introduction to Securitisation.pdf
[Merrill Lynch] Pricing Cancellable LCDS.pdf
[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf
[Merrill Lynch] The B2B Market Maker Book.pdf
[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf
[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf
[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs
[Moody's] Bank-Loan Loss Given Default.pdf
[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf
[Moody's] Default and Recovery Rates of Corporate Bond Issuers, 1920-2004.pdf
[Moody's] Modeling Default Risk.pdf
[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf
[Moody's] Piercing the Country Ceiling - An Update.pdf
[Moody's] Rating Preferred Stock and Hybrid Securities.pdf
[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf
[Moody's] Understanding the Risks in Credit Default Swaps.pdf
[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf
[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf
[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf
[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf
[Morgan Stanley] Structured Credit Insights 2006.pdf
[Morgan Stanley] Swaps.pdf
[NERC] NERC Operating Manual - June 2004.pdf
[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf
[NYBOT] The US Dollar Index Futures Contract.pdf
[NYMEX] Crack Spread Handbook.pdf
[Nielsen] Pricing Asian Options.pdf
[Nomura] ABX Index - The Constituent Breakdown.pdf
[Nomura] Constant Maturity CDS (CMCDS) - A Guide.pdf
[Nomura] Credit Default Swap (CDS) Primer.pdf
[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf
[Odegaard] Financial Numerical Recipes in C++.pdf
[Oesterreichische NationalBank] Financial Instruments - Structed Products Handbook.pdf
[Penn State University, Shapiro] Soft Computing and Financial Engineering.pdf
[Piterbarg] EuroDollar Futures Convexity Adjustments in Stochastic Volatlity Models.pdf
[Plunkett Research, Plunkett] Plunkett's Energy Industry Almanac.pdf
[Prudential Financial Research] Stock Valuation Models.pdf
[Prudential Securities] Forward Rates - What Are They and Why Should I Care.pdf
[Quantitative Finance, Carr] Optimal Positioning in Derivative Securities.pdf
[Quantitative Finance, Fouque] Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment.pdf
[RBS Greenwich Capital] 2007 MBS Outlook.pdf
[RBS Greenwich Capital] U.S. Government 2007 Outlook.pdf
[Risk Magazine, Foster] Trees from History.pdf
[Risk Magazine, Frishling] A Discrete Question.pdf
[Risk Magazine, Overhaus] Himalaya Options.pdf
[Risk Magazine, Quessette] New Products, New Risks.pdf
[Risk Magazine, Ren] Calibrating and Pricing with Embedded Local Volatility Models.pdf
[Risk Magazine, Rubinstein] Unscrambling the Binary Code.pdf
[Risk Magazine, Sepp] Variance Swaps Under No Conditions.pdf
[RiskMetrics Group] CreditGrades Technical Document.pdf
[RiskMetrics Group] Risk Management - A Practical Guide.pdf
[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf
[Salomon Brothers] Understanding the Yield Curve, Part 1 - Overview of Forward Rate Analysis.pdf
[Salomon Brothers] Understanding the Yield Curve, Part 2 - Market's Rate Expectation and Forward Rates.pdf
[Salomon Brothers] Understanding the Yield Curve, Part 3 - Does Duration Extension Enhance Long-Term Expected Returns.p
[Salomon Brothers] Understanding the Yield Curve, Part 4 - Forecasting US Bond Returns.pdf
[Salomon Brothers] Understanding the Yield Curve, Part 5 - Convexity Bias and the Yield Curve.pdf
[Salomon Brothers] Understanding the Yield Curve, Part 6 - A Framework for Analysing Yield Curve Trades .pdf
[Salomon Brothers] Understanding the Yield Curve, Part 7 - The Dynamic of the Shape of the Yield Curve.pdf
[Salomon Smith Barney] An Introduction to CMO Cashflow Structures.pdf
[Salomon Smith Barney] Exotic Equity Derivatives Manual.pdf
[Salomon Smith Barney] Introductory Guide to Equity Options.pdf
[Schoutens] Moment Swaps.pdf
[Serletis] Measuring and Testing Natural Gas and Electricity Markets Volatility - Evidence from Alberta's Deregulated M
[Standard & Poor's] A Guide to the Loan Market.pdf
[Standard & Poor's] Annual Global Corporate Default Study - Corporate Defaults Poised to Rise in 2005.pdf
[Standard & Poor's] CDO Spotlight - Overview of Modeling Methodology for Commodity CDO Structures.pdf
[Stanford University, Lee] Robust Replication of Volatility Derivatives.pdf
[Stevenson] Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market.pdf
[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf
[SwiftStandards] Category 1 - Customer Payments & Cheques (MT100 - MT199).pdf
[SwiftStandards] Category 2 - Financial Insitution Transfers (MT200 - MT299).pdf
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT300 - MT341) Volume 1.p
[SwiftStandards] Category 3 - Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 - MT399) Volume 2.p
[SwiftStandards] Category 4 - Collections & Cash Letters.pdf
[SwiftStandards] Category 5 - Securities Markets (MT500 - MT518) Volume 1.pdf
[SwiftStandards] Category 5 - Securities Markets (MT519 - MT543) Volume 2.pdf
[SwiftStandards] Category 5 - Securities Markets (MT544 - MT567) Volume 3.pdf
[SwiftStandards] Category 5 - Securities Markets (MT568 - MT599) Volume 4.pdf
[SwiftStandards] Category 6 - Treasury Markets Precious Metals (MT600 - MT699).pdf
[SwiftStandards] Category 6 - Treasury Markets Syndications (MT643 - MT699).pdf
[SwiftStandards] Category 7 - Documetary Credits & Guarantees (MT700 - MT799).pdf
[SwiftStandards] Category 8 - Travellers Cheques (MT800 - MT899).pdf
[SwiftStandards] Category 9 - Cash Management & Customer Status (MT900 - MT999).pdf
[SwiftStandards] Category n - Common Group Messages (MTn90 - MTn99).pdf
[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Differenc
[Technische Universiteit Eindhoven, Kreuk] Trading the Difference Between Realised and Implied Volatility.pdf
[The Bell Journal of Economics and Management Science, Merton] Theory of Rational Option Pricing.pdf
[The Bond Market Association] An Investors Guide to Collateralized Mortgage Obligations.pdf
[The Bond Market Association] An Investors Guide to Pass-Through and Collateralized Mortgage Securities.pdf
[The Canadian Journal of Economics, Johnson] Cointegration, Error, and Purchasing Power Parity between Canada and the U
[The Journal of Derivatives, Hull] Efficent Procedures for Valuing European and American Path-Dependent Options.pdf
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models I - Single-Factor Models
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II - Two-Factor Models.p
[The Journal of Futures Markets, Gray] Canonical Valuation of Options in the Presense of Stochastic Volatility.pdf
[The Journal of Political Economy, Black] The Pricing of Options and Corporate Liabilities.pdf
[The Review of Economics and Statistics, Enders] Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange
[UBS Investment Bank] UBS Bloomberg Constant Maturity Commodity Index (CMCI) Family.pdf
[UBS Investment Bank] Understanding the Inflation Derivatives Market Dynamics - Practical Trading Insights.pdf
[UBS Investment] CDPO an Asset Class on its Own or a Glorified Bearish Rated Equity.pdf
[UBS Warburg] CDO Insight.pdf
[US Navy] Mathematics, Basic Math, and Algebra.pdf
[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.
[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives - Evidence from the Nordic Power Exchange.pdf
[Universitat Berlin, Buhler] Volatility Markets - Consistent Modeling, Hedging, and Practical Implementation.pdf
[University of Calgary, Ware] The Valuation of Swing Options in Electricity Markets.pdf
[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Op
[University of Essex, Liu] Realized Volatility Fixings - Why They are Different.pdf
[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing - Improved Mathematical Modeling and Design o
[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.pdf
[University of Texas, Wiley] A UNIX Device Driver for a TransLink II Transputer Board.pdf
[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing
[University of Twente, Vellekoop] Cash Dividends and Future Prices on Discontinuous Filtrations.pdf
[University of Waterloo, Windcliff] Pricing Methods and Hedging Strategies for Volatility Derivatives.pdf
[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review Lectures - Probability, Statistics, and Stochasti
[University of the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf
[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models - An Investigation into the Pricing of
[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility - A Partial Differen
[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf
[Vienna University, Redl] Modeling Electricity Futures.pdf
[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf
[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf
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