| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Adelson, Mark |
Model Risk Update: Margins of Error and Scenario Analysis |
2005 |
Nomura Research |
|
|
|
|
|
Albanese, Claudio; Chen, Oliver |
Pricing Equity Default Swaps |
2005 |
Imperial College |
|
|
|
|
|
Andersen, Leif; Sidenius, Jakob |
CDO Pricing with Factor Models: Survey and Comments |
2005 |
Bank of America Research |
|
|
|
|
|
Atlan, Marc; Leblane, Boris |
Hybrid Equity-Credit Modelling |
2005 |
BNP Paribas |
|
|
|
|
|
Bailey, Brian; Hrvatin, Richard; Story, Jennifer; Merrick, Susan S. |
Synthetic Overview for CMBS Investors |
2005 |
Fitch Ratings |
|
|
|
|
|
Baror, Emmanuel |
US Index Option Strategies |
2005 |
BNP Paribas Research |
|
|
|
|
|
Beinstein, Eric; Hahn, Peter; Scott, Andrew; McGinty, Lee; Due, Jakob; Harris, Mike |
Credit Derivatives: A Primer |
2005 |
JP Morgan Research |
|
|
|
