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Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures in Static Factor Models
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The Chemistry of Contagious Defaults
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The Valuation of Callable Bonds with Floored CMS-spread Coupons
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Rigorous Optimisation Of Intraday Trading
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A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies
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Adjusting Volatility To Discrete Cash Dividends
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The Long and Short of Static Hedging With Frictions
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Knock-in/out Margrabe
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Stochastic Processes in Finance – Part II
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Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis
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