Литература от инвест банков

Предлагаю вашему вниманию сбоник внутрибанковских учебников ML, GS, Citi, etc.

[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.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] Option Prices Imply a Dividend Yield — Examining Recent Trading in JPM.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] BESA South Africa Government Inflation-linked Bond Index Guide.pdf
[Barclays] CDS Curve Trading Handbook 2008.pdf
[Barclays] Convertible Bonds — A Technical Introduction.pdf
[Barclays] Correlation Modelling — From Vanilla to Exotic.pdf
[Barclays] Dividend Swap Indices — Access to Equity Income Streams Made Easy.pdf
[Barclays] European Alpha Anticipator — Decoding the Fed and Monolines.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.pdf
[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] S&P 500 Index Variance — Buying Earnings Volatility.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 Innovator.pdf
[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf
[Bloomberg, Baver] Variance Gamma Option Model.pdf
[Bloomberg, Berger] Modeling Interest Rates — Fundamental Issues.pdf
[Bloomberg, Berger] Stochastic Interest Rates — A Crucial Correlation.pdf
[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf
[Bloomberg, Konikov] Basket Default Swaps.pdf
[Bloomberg, Stein] FX Market Behavior and Valuation.pdf
[Bloomberg, Stein] Mortgage Backed Valuation.pdf
[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives — Bermudans and Range Accruals.pdf
[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf
[BNP Paribas] Index Variance Arbitrage.pdf
[BNP Paribas] Inflation Linked Bond Markets — 2009 Real Rate & Curve Modeling.pdf
[BNP Paribas] Quantitative Option Strategy.pdf
[BNP Paribas] Smile Trading.pdf
[BNP Paribas] Structured Retail Products.pdf
[BNP Paribas] The Bermuda Triangle of Super Senior Risk.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] US Index Option Strategies.pdf
[BNP Paribas] Volatility Investing Handbook.pdf
[BNP Paribas] What Future for Dividends in Europe.pdf
[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf
[Booz Allen Hamilton] The M&A Collar Handbook — How to Manage Equity Risk.pdf
[Borak] FFT Based Option Pricing.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-1.pdf
[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf
[Carr Futures, Panos] Trading the Unemployment Report.pdf
[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf
[CBOT] CBOT Soybean Crush Reference Guide.pdf
[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf
[CFA Institute] Global Investment Performance Standards (GIPS) — Corrections.pdf
[CFA Institute] Global Investment Performance Standards (GIPS).pdf
[Chris] Market Risk for Volatility and Variance Swaps.pdf
[Citibank] A General Review of CDO Valuation Methods.pdf
[Citibank] Convertible Bonds — A Guide.pdf
[Citibank] Correlation Trading Strategies.pdf
[Citibank] CPDOs — The New Best Seller.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
[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf
[CK Locke and Partners] CFD Trading Manual.pdf
[CME] Interest Rate Products — Advanced Topics.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, Carr] Trading Autocorrelation.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] Pricing Exotic FX & Equity Derivatives.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 Implied Volume Moves.pdf
[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf
[Dresdner Kleinwort, Bossu] Equity Correlation Swaps — A New Approach for Modelling & Pricing.pdf
[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf
[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility — Fourier Methods, PDEs and Monte Carlo.pdf
[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf
[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf
[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates — A New Methodology for Contingent Claims Valuation.pdf
[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf
[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf
[Egar Technology, Ioffe] Variance Swap Pricing.pdf
[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf
[Egar Technology] Weather Derivatives.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 Series at the Deutsche Borse AG.pdf
[FEA] Power Price Simulation using Hybrid Models.pdf
[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf
[Federal Reserve Bank of Alanta, FernЎndez-Villaverde] A, B, C's (and D's) for Understanding VARs.pdf
[Federal Reserve Bank of Chicago] Structured Notes.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
[FOW, Smith] Adding a Floor to Equity Cliquets.pdf
[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf
[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf
[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf
[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf
[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.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] Dividends and Dividend Swaps.pdf
[Goldman Sachs] Fixed Income Research — The Investment Implications of an Inverted Yield Curve.pdf
[Goldman Sachs] Hedge Funds — Have You Missed the Boat.pdf
[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf
[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf
[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf
[Goldman Sachs] Understanding US Economic Statistics.pdf
[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf
[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf
[Harvard Business School, Donahue] Note On Commodity Futures.pdf
[Harvard Business School] Note on Commodity Futures.pdf
[HSBC] European Meltdown — Europe Fiddles as Rome Burns.pdf
[Humboldt-University, Molgedey] Extracting Factors for Interest Rate Scenarios.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
[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf
[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf
[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf
[Imperial College, Albanese] Pricing Equity Default Swaps.pdf
[Investopedia] Advanced Bond Concepts.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
[Islamic Development Bank] Understanding Islamic Finance — A Study of the Securities Market in an Islamic Framework.pdf
[ITO33, Henrotte] Variance Swaps.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
[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf
[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.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] Agency Hybrid ARM Prepayment Model.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 Components.pdf
[JP Morgan] Global Data Watch — August 2006.pdf
[JP Morgan] Hybrid Capital — Moody's Proposes a New Methodology for Hybrids — A non-event for most hybrids and $ Tier I.pdf
[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] Option Trading and Variance Swaps.pdf
[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf
[JP Morgan] Profiting from Market Signals.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] Variance Swaps.pdf
[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf
[JP Morgan] Volatility, Leverage, and Returns.pdf
[JP Morgan] Which Trade — Choosing Tactical Positions Across Asset Classes.pdf
[Leger] Monte Carlo for the Newbies.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] Changes to TBA Deliverable.pdf
[Lehman Brothers] CMBS Outlook 2007 — At Both Ends of the Risk-Reward Spectrum.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] Focus — Israel Back to Basics.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 Asset Swaps,pdf.pdf
[Lehman Brothers] Introduction to Bond Math.pdf
[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf
[Lehman Brothers] Introduction to Investment Banking.pdf
[Lehman Brothers] Introduction to Variable Rate Financing.pdf
[Lehman Brothers] Modelling Credit — Theory and Practice.pdf
[Lehman Brothers] Mortgage Convexity Risk.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] Quantitative Credit Research Quarterly — Quarter 3 2001.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] Trading the Cash-CDS Basis in the Current Environment.pdf
[Lehman Brothers] Treasury Inflation-Protection Securities — Opportunities and Risks.pdf
[Lehman Brothers] Understanding Hedge Fund Performance.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, Gatheral] Consistent Modeling of SPX and VIX Options.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 Merrill Lynch Guide to Understanding Financial Reports.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 — A Preliminary Review.pdf
[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, Carr] Towards a Theory of Volatility Trading.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
[Morgan Stanley] Whay Hedge Funds Make Sense.pdf
[Mount Lucas Management] The Mechanics of the Commodity Futures Markets — What They Are and How They Function.pdf
[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf
[NERC] NERC Operating Manual — June 2004.pdf
[New York University, Avellaneda] Reconstructing Volatility — New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf
[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives — Theory and Practice.pdf
[Nielsen] Pricing Asian Options.pdf
[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf
[Nomura] A Journey to the Alt-A Zone — A Brief Primer on Alt-A Mortgage Loans.pdf
[Nomura] ABS Credit Migrations 2004.pdf
[Nomura] ABS Credit Migrations.pdf
[Nomura] ABS Gold Coast Report — Coverage of Selected Sessions of ABS East 2003.pdf
[Nomura] ABX Index — The Constituent Breakdown.pdf
[Nomura] Constant Maturity CDS (CMCDS) — A Guide.pdf
[Nomura] Correlation Primer.pdf
[Nomura] Credit Default Swap (CDS) Primer.pdf
[Nomura] Economics in Focus — December 2005.pdf
[Nomura] Holiday Special — December 2008.pdf
[Nomura] Home Equity ABS Basics.pdf
[Nomura] How the Events of 9-11 Affect Thinking about Risk.pdf
[Nomura] Jumbo MBS — Where's the Credit Enhancement.pdf
[Nomura] Jumbo MBS Credit Enhancement — More of the Same, or Less.pdf
[Nomura] MBS Basics.pdf
[Nomura] Model Risk Update — Margins of Error and Scenario Analysis.pdf
[Nomura] One Reason Why CDOs and ABS Backed bby Aircraft, Franchise Loans and 12b-1 Fees Performed Poorly in 2002.pdf
[Nomura] Oops: They Did It Again — Jumbo MBS Credit Enhancement Levels Keep Falling.pdf
[Nomura] Report from Boca Raton 2005 — Coverage of Selected Sessions of ABS East 2005.pdf
[Nomura] Report from Orlando 2006 — Coverage of Selected Sessions of ABS East 2006.pdf
[Nomura] Report from Orlando 2007 — Coverage of Selected Sessions of ABS East 2007.pdf
[Nomura] Report from Paradise Island — Coverage of Selected Sessions of ABS East 2002.pdf
[Nomura] Sub-prime Suprise… Not!.pdf
[Nomura] Synthetic ABS Nuances.pdf
[Nomura] Synthetic CMBS Primer.pdf
[Nomura] Temporal Aspects of CMBS Downgrades and Surveillance.pdf
[Nomura] Tranching Credit Risk — Examples with CDOs and the iTraxx Index.pdf
[Nordic Risk Summer 2008, Soklakov] Information Derivatives.pdf
[NYBOT] The US Dollar Index Futures Contract.pdf
[NYMEX] Crack Spread Handbook.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
[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.pdf
[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 Markets.pdf
[Societe Generale, Sooben] Fitting Linkers into a Portfolio.pdf
[Societe Generale] Explanatory Note About the Exceptional Fraud — January 2008.pdf
[Societe Generale] Pricing and Hedging Correlation Products.pdf
[Societe Generale] Quantitative Strategy — Looking for Value in the Sub-Insurance Market.pdf
[Societe Generale] Quantitative Strategy — Pricing Bespoke CDOs — Latest Developments.pdf
[Soci©t© G©n©rale] Investment in Power Generation — A Banker's Perspective.pdf
[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
[STOXX] Dow Jones STOXX Index Guide — Version 13.pdf
[Sungard] Guidelines for Pricing and Risk Managing Credit Derivatives.pdf
[Super Computer Consulting, Nelken] Weather Derivatives — Pricing and Hedging.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.pdf
[SwiftStandards] Category 3 — Treasury Markets Foreign Exchange, Money Markets & Derivatives (MT350 — MT399) Volume 2.pdf
[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
[SWX Swiss Exchange] Accrued Interest & Yield Calculations and Determination of Holiday Calendars.pdf
[Technische Universitat Chemnitz, Kluge] Pricing Derivatives in Stochastic Volatility Models using the Finite Difference Method.pdf
[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 United States.pdf
[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.pdf
[The Journal of Derivatives, Hull] Numerical Procedures for Implementing Term Structure Models II — Two-Factor Models.pdf
[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 Rate Regimes.pdf
[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
[Universidad de Montevideo, Ruibal] Forecasting the Mean and the Variance of Electricity Prices in Deregulated Markets.pdf
[Universidad de Valencia, Lucia] Electricity Prices and Power Derivatives — Evidence from the Nordic Power Exchange.pdf
[Universidad Torcuato Di Tella, Merener] Swap Rate Variance Swaps.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 California, Evans] An Introduction to Stochastic Differential Equations — Version 1.2.pdf
[University of California, Silverman] Solution of the Black Scholes Equation using the Green's Function of the Diffusion Equation.pdf
[University of California, Stoft] Primer on Electricity Futures and Other Derivatives.pdf
[University of Chicago, Lee] Corridor Variance Swap.pdf
[University of Chicago, Lee] Gamma Swap.pdf
[University of Chicago, Lee] Weighted Variance Swap.pdf
[University of Cyprus, Charalambous] Artificial Neural Networs for Valuation of Financial Derivatives and Customized Option Embedded Contracts.pdf
[University of Essex, Liu] Realized Volatility Fixings — Why They are Different.pdf
[University of Frankfurt, Vilkov] Variance Risk Premium Demystified.pdf
[University of Freiburg, Eberlein] Sato Processes and the Valuation of Structured Products.pdf
[University of Ibadan, Ugbebor] Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Markets.pdf
[University of Illinois, Deng] Volatility Dispersion Trading.pdf
[University of London, Jacquier] Variance Dispersion and Correlation Swaps.pdf
[University of London, Jacquier] Volatility Seminar — Some notes on Variance Swaps and Volatility Derivatives.pdf
[University of Manitoba, Barua] Fast Fourier Transform for Option Pricing — Improved Mathematical Modeling and Design of an Efficient Parallel Algorithm.pdf
[University of Minho, Areal] FTSE-100 Implied Volatility Index.pdf
[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest Rate Modelling Using Principal Component Analysis.pdf
[University of Oxford, Davison] Mobile Robot Navigation Using Active Vision.pdf
[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 the Witwatersrand, Mahomed] Pricing of Himalaya Options.pdf
[University of the Witwatersrand, Majmin] Local and Stochastic Volatility Models — An Investigation into the Pricing of Exotic Equity Options.pdf
[University of the Witwatersrand, Sheppard] Pricing Equity Derivatives under Stochastic Volatility — A Partial Differential Equation Approach.pdf
[University of Tokyo, Osajima] The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf
[University of Toronto, Surkov] Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units.pdf
[University of Twente, Vellekoop] Cash Dividends and Future Prices on Discontinuous Filtrations.pdf
[University of Twente, Vellekoop] Cash Dividends and Futures Prices on Discontinuous Filtrations.pdf
[University of Waterloo, Forsyth] Numerical Methods and Volatility Models for Valuing Cliquet Options.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 Stochastic Processes.pdf
[University of Wollongong, Zhu] An Exact and Explicit Solution for the Value of American Put and its Optimal Exercise Boundary.pdf
[Universit  del Piemonte Orientale, Marazzina] Interest Rate Modelling — A MATLAB Implementation.pdf
[Unversity Paris IX Dauphine, Geman] Towards a European Market of Electricity — Spot and Derivatives Trading.pdf
[US Navy] Mathematics, Basic Math, and Algebra.pdf
[Vienna University, Redl] Modeling Electricity Futures.pdf
[VMAC] A Comprehensive Solution to Counterparty Credit and Cash Demands in Energy Markets.pdf
[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing Exotic Interest Rate Derivatives.pdf
[Wall Street Journal, Slater] When Hedge Funds Meet Islamic Finance.pdf
[Weierstrab-Institut, Wystup] Efficient Computation of Option Price Sensitivities.pdf
[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back Securities using Prepayment.pdf
[Yale University, Welch] A First Course in Corporate Finance.pdf
[YieldCurve] CDO-Note — Synthetic CDO Note Pricing Model Fact Sheet.pdf
[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.pdf

Скачать тут rutracker.org/forum/viewtopic.php?t=1560570