Caricamenti by Veeken Chaglassian

Murakami_quotes

joycecoll.budgenulysses.i0004

Key Finder

WhaleyAmericanOpPricing

DefaultRiskasanOPtion

BinomialBSconvergence

RiskNeutralPricing

GeskeAmericanOpPricing

OverviewofOptionStrategies1

LinearExcel

Girsanov

EulersRule

CommoditySwaps

L4-Immunization

L5-Convexity

Stats242_2011

regression trees.pdf

May98WebVersion

historicalriskneutraldist

econophysics stock returns.pdf

The vol smile problem_FX focus

Dumas_Fleming_Whaley_95_Loval Vol tests

Bergomi_Smile II

risk_skew_fits (param used in spufalator)

Poteshman 911 Insider Trading Paper.pdf

A discrete question (Divs)

MountainOptions.pdf

Finessing fixed dividends

Delta Hedging

Basic BS PDE Calls Puts

Bachelier to BS.pdf

Asymptotics and calibration of local volatility models.pdf

the-role-of-short-sellers-in-the-marketplace

time series lecture

FXComparingFuturesForwardsManagingCurrency

Using Currency Futures to Hedge Currency Risk.pdf

Market Mechanics.pdf

explaining currency returns risk premia (lots of references).pdf

LeverageWorld020604

LeverageWorld021304

LeverageWorld022704

HPWPaperonCDSSpreads.pdf

Valuation of Credit Contingent Options with Applications to Quanto CDS

JPM CDS vs. Bonds-1999-12-2

ImagineCreditDefaultSwap

A Beginner's Guide to Credit Derivatives.pdf

2factor Process American Binaries JPM

CointegrationNotes

CALPERS Global Fixed Income