– MoreLiver

**ANNUALS**

Barclays Credit Outlook 2012.pdf

Barclays US Outlook 2012.pdf

Citi Emerging markets Outlook 2012.pdf

Citi Equities Outlook 2012.pdf

Citi European Equities Outlook 2012.pdf

Citi European Outlook 2012.pdf

Citi UK Outlook 2012.pdf

Citi Asian Credit Outlook 2012.pdf

Citi Oil in 2012.pdf

CS Global Outlook 2012.pdf

GS 2012 Credit Outlook.pdf

HSBC Credit Outlook 2012.pdf

HSBC Equities 2012.pdf

JPM FX Outlook 2012.pdf

JPM Commodity Strategy 2012.pdf

JPM US 2012.pdf

MS FX Outlook 2012.pdf

MS Interest Rate Outlook 2012.pdf

Nomura Asia Pacific Outlook 2012.pdf

Nomura Global Strategy 2012.pdf

Nomura FX Outlook 2012.pdf

Oppenheimer US outlook 2012.pdf

**EURO CRISIS**

CS European Economics and Strategy – Game over Nov 2011.pdf

CS Game Over 28-Nov2011 ECB QE guide.pdf

ING EMU_Break-up.pdf

JPM 10 questions on EMU breakupDec11.pdf

MS European Bank funding stress 25Nov2011.pdf

MS 3yr LTRO Dec15.pdf

Nomura EFSF-based proposals 29Sep2011.pdf

Nomura Endgame Euro breakup 25Nov2011.pdf

Nomura Currency risk in a Eurozone break-up Legal Aspects 18Nov2011.pdf

Nomura On Eurozone Repo.pdf

SG Stress Test.pdf

UBS Euro break-up 6Sep2011.pdf

**OTHER**

Streambase FX Trading and Technology Trends in 2011.pdf

Danske Euro Area Macro Handbook Nov 2011.pdf

DB Global Banking Sector Sep2011.pdf

Nomura Global Banks 7-Dec.pdf

HSBC US Financial Institutions Four Year crisis 15-Dec.pdf

**THE “TRANSPUTER FILES”**

[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf

[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, Dupire] Modelling Volatility Skews.ppt

[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, Atlan] Hybrid Equity-Credit Modelling.pdf

[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf

[BNP Paribas] Corridor Variance Swaps - A Cheaper Way to Buy Volatility.pdf

[BNP Paribas] DivDax. Trade 2009-2010 dividend swap.pdf

[BNP Paribas] European Volatility Tracker - Feb 2006.pdf

[BNP Paribas] Guide to Structured Products.pdf

[BNP Paribas] Index Variance Arbitrage.pdf

[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf

[BNP Paribas] Produits Derives - Change, Taux et Actions.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] The High Yield Handbook, Part 1.pdf

[BNP Paribas] The High Yield Handbook, Part 2.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.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] Mortgage Basics Overview.ppt

[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, Fernández-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, Youssfi] Convexity Adjustment for Volatility Swaps.ppt

[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

[Société Générale] 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 Pittsburgh, Ruibal] On the Variance of Electricity Prices in Deregulated Markets.ppt

[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

[Università 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

[York University, Swishchuk] Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatility.ppt