| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Adelson, Mark; Bartlett, Elizabeth |
Home Equity ABS Basics |
2004 |
Nomura Research |
|
|
|
|
|
Adelson, Mark; Bartlett, Elizabeth |
ABS Credit Migrations 2004 |
2004 |
Nomura, Fixed Income Research |
|
|
|
|
|
Andersen, Leif; Sidenius, Jakob |
Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings |
2004 |
Bank of America |
|
|
|
|
|
Barua, Sajib |
Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm |
2004 |
University of Manitoba |
|
|
|
|
|
Bergomi, Lorenzo |
Smile dynamics |
2004 |
Risk |
|
117-123 |
|
|
|
Blanc, Nicolas |
Index variance arbitrage |
2004 |
BNP Paribas Research |
|
|
|
|
|
Blanc, Nicolas |
Quantitative Option Strategy – Pair trade Ideas |
2004 |
BNP Paribas Research |
|
|
|
