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	Graphical Asian Options [My Copy] Social Science Research Network Working Paper Series (16 September 2009) by Mark Joshi posted by 1 person abelikoff
	Oscillating Brownian Motion [My Copy] Journal of Applied Probability, Vol. 15, No. 2. (1978), pp. 300-310. by Julian Keilson, Jon A. Wellner posted by 1 person abelikoff
	Snow : A Parallel Computing Framework for the R System [My Copy] International Journal of Parallel Programming by Luke Tierney, A. Rossini, Na Li posted by 1 person abelikoff
	Lévy processes---from probability to finance and quantum groups [My Copy] Notices Amer. Math. Soc., Vol. 51, No. 11. (2004), pp. 1336-1347. by David Applebaum posted by 2 people abelikoff ansobol
	The C++ Programming Language: Special Edition [My Copy] (11 February 2000) by Bjarne Stroustrup posted by 14 people MSukruKuran jmmcg lostcoder matjes charris5 danfcook gardak aespinosa alexzeh chandlerc mikaellund michaelbussmann Catalysts Bookshelf sven_luzar
	Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process [My Copy] Computational Economics, Vol. V24, No. 1. (2004), pp. 35-50. by S. Dyrting posted by 1 person danfcook
	A History of Interest Rates, Fourth Edition (Wiley Finance) [My Copy] (29 August 2005) by Sidney Homer, Richard Sylla posted by 1 person danfcook
	Stochastic Calculus Models for Finance: Continuous Time Models (Springer Finance) [My Copy] (01 June 2004) by Steven E. Shreve posted by 1 person danfcook
	LIBOR and swap market models and measures [My Copy] Finance and Stochastics, Vol. V1, No. 4. (1997), pp. 293-330. by Farshid Jamshidian posted by 1 person danfcook
	A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures [My Copy] pp. 119-125. by Klaus Sandmann posted by 1 person danfcook
	A Lattice Framework for Option Pricing with Two State Variables [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 23, No. 1. (1988), pp. 1-12. by Phelim P. Boyle posted by 1 person danfcook
	Dictionary of Financial Engineering (Wiley Series in Financial Engineering) [My Copy] (04 December 2000) by John F. Marshall posted by 2 people danfcook quianominorleo
	The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series) [My Copy] (29 March 2004) by Sergio M. Focardi, Frank J. Fabozzi posted by 3 people lehalle svbcrypto danfcook
	Applied Econometric Time Series, 2nd Edition [My Copy] (01 August 2003) by Walter Enders posted by 2 people gmz danfcook
	Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) [My Copy] (01 November 2008) by Marek Musiela, Marek Rutkowski posted by 2 people euclid danfcook
	Introduction to C++ for Financial Engineers with CD-ROM: An Object-Oriented Approach (The Wiley Finance Series) [My Copy] (15 December 2006) by Daniel J. Duffy posted by 1 person danfcook
	Options, Futures and Other Derivatives (6th Edition) [My Copy] (10 June 2005) by John C. Hull posted by 2 people danfcook trivial81
	C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) [My Copy] (06 September 2004) by Mark S. Joshi posted by 1 person danfcook
	Mathematics of Financial Markets (Springer Finance) [My Copy] (08 October 2004) by Robert J. Elliott, Ekkehard P. Kopp posted by 1 person danfcook
	Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) [My Copy] (27 March 1998) by Riccardo Rebonato posted by 1 person danfcook
	One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 28, No. 2. (1993), pp. 235-254. by John Hull, Alan White posted by 1 person danfcook
	Efficient Methods for Valuing Interest Rate Derivatives [My Copy] (06 September 2000) by Antoon Pelsser posted by 1 person danfcook
	Interest Rate Modelling: Financial Engineering [My Copy] (15 January 2000) by Jessica James, Nick Webber posted by 1 person danfcook
	Interest Rate Models: An Introduction [My Copy] (05 January 2004) by Andrew J. G. Cairns posted by 1 person danfcook
	Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model [My Copy] The Journal of Finance, Vol. 47, No. 4. (1992), pp. 1259-1282. by Francis A. Longstaff, Eduardo S. Schwartz posted by 1 person danfcook
	An Exact Bond Option Formula [My Copy] The Journal of Finance, Vol. 44, No. 1. (1989), pp. 205-209. by Farshid Jamshidian posted by 1 person danfcook
	Pricing Interest-Rate-Derivative Securities [My Copy] by John Hull, Alan White posted by 2 people ras danfcook
	Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance Series) (Academic Press Advanced Finance Series) [My Copy] (08 September 2005) by Claudio Albanese, Giuseppe Campolieti posted by 4 people danfcook 1stl Statistics_and_Social_Science OR
	Implementing Derivative Models (Wiley Series in Financial Engineering) [My Copy] (31 December 1996) by Les Clewlow, Chris Strickland posted by 5 people euclid danfcook 1stl Statistics_and_Social_Science OR
	The Pricing of Options on Debt Securities [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 15, No. 1. (1980), pp. 11-24. by Richard J. Rendleman, Brit J. Bartter posted by 1 person danfcook
	Portfolio Selection [My Copy] The Journal of Finance, Vol. 7, No. 1. (1952), pp. 77-91. by Harry Markowitz posted by 11 people yangs micha_gruler wibkemichalk pdlug eyliu danfcook scis0000001 gi0rgi0ne felixroudier EntrepreneurialRisks betting
	Pricing Interest Rate Derivatives: A General Approach [My Copy] The Review of Financial Studies, Vol. 15, No. 1. (2002), pp. 195-241. by George Chacko, Sanjiv Das posted by 1 person danfcook
	The Price of a Smile: Hedging and Spanning in Option Markets [My Copy] The Review of Financial Studies, Vol. 14, No. 2. (2001), pp. 495-527. by Andrea Buraschi, Jens Jackwerth posted by 1 person danfcook
	No Arbitrage and Arbitrage Pricing: A New Approach [My Copy] The Journal of Finance, Vol. 48, No. 4. (1993), pp. 1231-1262. by Ravi Bansal, S. Viswanathan posted by 1 person danfcook
	Liquidity and Risk Management [My Copy] Journal of Money, Credit and Banking, Vol. 32, No. 3. (2000), pp. 295-319. by Bengt Holmstrom, Jean Tirole posted by 1 person danfcook
	The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns [My Copy] The Journal of Finance, Vol. 31, No. 2. (1976), pp. 333-350. by Robert C. Merton posted by 1 person danfcook
	A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk [My Copy] The Journal of Finance, Vol. 52, No. 5. (1997), pp. 1973-2002. by Richard Stanton posted by 1 person danfcook
	The Pricing of Commodity-Linked Bonds: Discussion [My Copy] by J. E. Ingersoll posted by 1 person danfcook
	On the Pricing of Corporate Debt: The Risk Structure of Interest Rates [My Copy] The Journal of Finance, Vol. 29, No. 2. (1974), pp. 449-470. by Robert C. Merton posted by 4 people snax danfcook QFRMC QFRMC_ConsumerCredit
	Analysis of Financial Time Series (Wiley Series in Probability and Statistics) [My Copy] (30 August 2005) by Ruey S. Tsay posted by 6 people mdengler betting orm danfcook hirose30 nmdang
	Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models [My Copy] Review of Derivatives Research, Vol. 7, No. 3. (December 2004), pp. 213-239. by Markus Leippold, Zvi Wiener posted by 1 person danfcook
	A Coordinate Free Geometry ADT [My Copy] (1997) by S. Mann, N. Litke, T. Derose posted by 1 person hugoduncan
	Large Deviations for Heavy-Tailed Factor Models [My Copy] (4 Dec 2007) by Boualem Djehiche, Jens Svensson posted by 2 people pdlug hugoduncan
	Analysis of Kelly-optimal portfolios [My Copy] (17 Dec 2007) by Paolo Laureti, Matus Medo, Yi-Cheng Zhang posted by 3 people pdlug gi0rgi0ne hugoduncan
	Volatility: A hidden Markov process in financial time series [My Copy] Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Vol. 76, No. 5. (2007) by Zoltán Eisler, Josep Perelló, Jaume Masoliver posted by 2 people pdlug hugoduncan
	The Gauss-Newton Direction in Semidefinite Programming [My Copy] Optimization Methods and Software, Vol. 15, No. 1. (2001), pp. 1-27. by S. Kruk, M. Muramatsu, F. Rendl, R. J. Vanderbei, H. Wolkowicz posted by 1 person hugoduncan
	Robust optimization - A comprehensive survey [My Copy] Computer Methods in Applied Mechanics and Engineering, Vol. 196, No. 33-34. (1 July 2007), pp. 3190-3218. by Hans-Georg Beyer, Bernhard Sendhoff posted by 20 people jorgeac troussier avoregnitiv ansobol pdlug ddahlem pverstra quaranta nojhan dilbert rsantana EvolutionaryComputation Metaheuristics Optimization SORG hugoduncan lboussou jago Simulation of operations and interactions Optimisation Robuste - Robust Optimization
	Integrating Folksonomies with the Semantic Web [My Copy] The Semantic Web: Research and Applications (2007), pp. 624-639. by Lucia Specia, Enrico Motta posted by 40 people meikipp alc142 artaban421 dpdearing fiacobelli cgl lmichan cyrille icantador ssw Adaptive-Web chirayu_kong dominikb1888 Maggie215 LizGris pdlug cveres domenico79 ianturton RafG splzdnkl AlisonBabeu maxproxi gordonk antzil rroset CDG hugoduncan Social Web Continuum Simplicity ket adamsi djsaab wangyiding fmarquesfilho wartaalman uhland enekofb mocat
	The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin And Reward [My Copy] (31 March 2006) by Benoit B. Mandelbrot, Richard L. Hudson posted by 2 people bigbossman skheller
	$My PDF jiang_07_multifractality.pdf$ Multifractality in stock indexes: Fact or fiction? [My Copy] (14 Jun 2007) by Zhi-Qiang Jiang, Wei-Xing Zhou posted by 1 person pdlug
	Wavelet Methods for Time Series Analysis (Cambridge Series in Statistical and Probabilistic Mathematics) [My Copy] (27 February 2006) by Donald B. Percival, Andrew T. Walden posted by 5 people alexr tingying Autoregulation hugoduncan CharlesM
	Robust portfolio selection problems [My Copy] by G. Iyengar, D. Goldfarb posted by 4 people camster pdlug dbk-lab hugoduncan
	$My PDF massopust_95_fractal.pdf$ Fractal Functions, Fractal Surfaces, and Wavelets [My Copy] (04 January 1995) by Peter R. Massopust posted by 2 people orm hugoduncan
	Econometric Asset Pricing Modelling [My Copy] JOURNAL OF FINANCIAL ECONOMETRICS, Vol. 6, No. 4. (1 October 2008), pp. 407-458. by H. Bertholon, A. Monfort, F. Pegoraro posted by 1 person lbo
	Full Text [My Copy] What Determines U.S. Swap Spreads? (June 2005), pp. 1-49. by Adam Kobor, Lishan Shi, Ivan Zelenko posted by 1 person lbo
	Dynamic specifications in optimizing trend-deviation macro models [My Copy] Journal of Economic Dynamics and Control, Vol. 26, No. 9-10. (August 2002), pp. 1585-1611. by Sharon Kozicki, P. A. Tinsley posted by 1 person lbo
	Shifting endpoints in the term structure of interest rates [My Copy] Journal of Monetary Economics, Vol. 47, No. 3. (June 2001), pp. 613-652. by Sharon Kozicki, P. A. Tinsley posted by 1 person lbo
	What do you expect? Imperfect policy credibility and tests of the expectations hypothesis [My Copy] Journal of Monetary Economics, Vol. 52, No. 2. (March 2005), pp. 421-447. by Sharon Kozicki, P. A. Tinsley posted by 1 person lbo
	Permanent and transitory policy shocks in an empirical macro model with asymmetric information [My Copy] Journal of Economic Dynamics and Control In Expectations, learning, and monetary policy, Vol. 29, No. 11. (November 2005), pp. 1985-2015. by Sharon Kozicki, P. A. Tinsley posted by 1 person lbo
	Taylor rules, McCallum rules and the term structure of interest rates [My Copy] Journal of Monetary Economics, Vol. 52, No. 5. (July 2005), pp. 921-950. by Michael F. Gallmeyer, Burton Hollifield, Stanley E. Zin posted by 1 person lbo
	Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure [My Copy] Rev. Financ. Stud., Vol. 5, No. 4. (1 October 1992), pp. 613-636. by Rr Chen, L. Scott posted by 1 person lbo
	Quadratic Term Structure Models: Theory and Evidence [My Copy] (1999) by D. Ahn, R. Dittmar posted by 1 person lbo
	Expectation puzzles, time-varying risk premia, and affine models of the term structure [My Copy] Journal of Financial Economics, Vol. 63, No. 3. (March 2002), pp. 415-441. by Qiang Dai, Kenneth J. Singleton posted by 2 people rivadeneyra lbo
	The macroeconomy and the yield curve: a dynamic latent factor approach [My Copy] Journal of Econometrics, Vol. 131, No. 1-2. ( 2006), pp. 309-338. by Francis X. Diebold, Glenn D. Rudebusch, Borag[caron]an posted by 1 person lbo
	Modeling Bond Yields in Finance and Macroeconomics [My Copy] pp. 415-420. by Diebold,, Francis, X. posted by 1 person lbo
	Kalman Filtering of Generalized Vasicek Term Structure Models [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 34, No. 1. (1999), pp. 115-130. by Simon H. Babbs, Ben K. Nowman posted by 1 person lbo
	Monetary policy rules in practice Some international evidence [My Copy] European Economic Review, Vol. 42, No. 6. (June 1998), pp. 1033-1067. by R. Clarida posted by 1 person lbo
	Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices [My Copy] Journal of Monetary Economics, Vol. 39, No. 3. (August 1997), pp. 361-383. by David G. Barr, John Y. Campbell posted by 2 people rivadeneyra lbo
	An alternative bond relative value measure: Determining a fair value of the swap spread using Libor and GC repo rates [My Copy] Journal of Asset Management, Vol. 7, No. 1. (May 2006), pp. 17-21. by Moorad Choudhry posted by 1 person lbo
	A Classification of Two-Factor Affine Diffusion Term Structure Models [My Copy] Journal of Financial Econometrics, Vol. 4, No. 1. (2006), pp. 31-52. by Christian Gourieroux, Razvan Sufana posted by 2 people lbo snax
	Beyond Single-Factor Affine Term Structure Models [My Copy] Journal of Financial Econometrics, Vol. 2, No. 4., 565. by Eva Ferreira posted by 1 person lbo
	Predicting returns with financial ratios1 [My Copy] Journal of Financial Economics*, Vol. 74, No. 2. (November 2004), pp. 209-235. by J. Lewellen posted by 1 person SJacewitz
	Testing for a Unit Root in a Time Series with a Changing Mean [My Copy] Journal of Business & Economic Statistics, Vol. 8, No. 2. (1990), pp. 153-162. by Pierre Perron posted by 1 person SJacewitz
	Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? [My Copy] Rev. Financ. Stud. (20 November 2007), hhm055. by John Y. Campbell, Samuel B. Thompson posted by 1 person SJacewitz
	Dealer behavior and trading systems in foreign exchange markets [My Copy] Journal of Financial Economics, Vol. 75, No. 3. (March 2005), pp. 571-605. by G. Bjonnes, D. Rime posted by 1 person SJacewitz
	On biases in the measurement of foreign exchange risk premiums [My Copy] Journal of International Money and Finance, Vol. 12, No. 2. (April 1993), pp. 115-138. by G. Bekaert posted by 1 person SJacewitz
	The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective [My Copy] The Review of Financial Studies, Vol. 9, No. 2. (1996), pp. 427-470. by Geert Bekaert posted by 1 person SJacewitz
	Forecasting Bankruptcy More Accurately: A Simple Hazard Model [My Copy] The Journal of Business, Vol. 74, No. 1. (1 January 2001), pp. 101-124. by Tyler Shumway
	Is Time‐Series‐Based Predictability Evident in Real Time? [My Copy] The Journal of Business, Vol. 79, No. 3. (1 May 2006), pp. 1263-1292. by Michael Cooper, Huseyin Gulen
	On Predicting Stock Returns with Nearly Integrated Explanatory Variables [My Copy] The Journal of Business, Vol. 77, No. 4. (1 October 2004), pp. 937-966. by Walter Torous, Rossen Valkanov, Shu Yan
	On the Predictability of Stock Returns in Real Time [My Copy] The Journal of Business, Vol. 78, No. 2. (1 March 2005), pp. 469-500. by Michael Cooper, Jr Gutierrez, Bill Marcum
	Nonlinear Regressions with Integrated Time Series [My Copy] Econometrica, Vol. 69, No. 1. (2001), pp. 117-161. by Joon Y. Park, Peter C. B. Phillips
	A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices [My Copy] Econometrica, Vol. 41, No. 1. (1973), pp. 135-155. by Peter K. Clark
	Inference in Time Series Regression When the Order of Integration of a Regressor Is Unknown [My Copy] Econometric Theory, Vol. 10, No. 3/4. (1994), pp. 672-700. by Graham Elliott, James H. Stock
	Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics [My Copy] Rev. Financ. Stud., Vol. 21, No. 6. (1 November 2008), pp. 2535-2563. by Suzanne S. Lee, Per A. Mykland
	Semiparametric Estimation of Stochastic Production Frontier Models [My Copy] Journal of Business & Economic Statistics, Vol. 14, No. 4. (1996), pp. 460-468. by Yanqin Fan, Qi Li, Alfons Weersink
	Production Frontiers and Panel Data [My Copy] Journal of Business & Economic Statistics, Vol. 2, No. 4. (1984), pp. 367-374. by Peter Schmidt, Robin C. Sickles
	Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? [My Copy] Social Science Research Network Working Paper Series (06 June 2006) by Jim E. Griffin, Roel C. Oomen
	Financial Ratios and the Probabilistic Prediction of Bankruptcy [My Copy] Journal of Accounting Research, Vol. 18, No. 1. (1980), pp. 109-131. by James A. Ohlson
	The Analysis of Economic Time-Series-Part I: Prices [My Copy] Journal of the Royal Statistical Society. Series A (General), Vol. 116, No. 1. (1953), pp. 11-34. by M. G. Kendall, A. Bradford Hill
	Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models [My Copy] The Journal of Business, Vol. 39, No. 1. (1966), pp. 242-255. by Benoit Mandelbrot
	Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark [My Copy] Econometrica, Vol. 41, No. 1. (1973), pp. 157-159. by Benoit B. Mandelbrot
	Transactions, Volume, and Volatility [My Copy] The Review of Financial Studies, Vol. 7, No. 4. (1994), pp. 631-651. by Charles M. Jones, Gautam Kaul, Marc L. Lipson
	Bayesian Models for Early Warning of Bank Failures [My Copy] Management Science, Vol. 47, No. 11. (2001), pp. 1457-1475. by Sumit Sarkar, Ram S. Sriram
	Prediction of Bank Failures [My Copy] The Journal of Finance, Vol. 25, No. 4. (1970), pp. 853-868. by Paul A. Meyer, Howard W. Pifer
	Evidence of predictability in the cross-section of bank stock returns [My Copy] Journal of Banking and Finance (May 2003), pp. 817-850. by M. J. Cooper, W. E. Jackson, G. A. Patterson
	Order Flow, Transaction Clock, and Normality of Asset Returns [My Copy] The Journal of Finance, Vol. 55, No. 5. (2000), pp. 2259-2284. by Thierry Ané, Hélyette Geman
	Estimating Continuous-Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP [My Copy] Journal of the American Statistical Association, Vol. 83, No. 401. (1988), pp. 77-85. by James H. Stock
	Is Stock Return Predictability Spurious? [My Copy] Social Science Research Network Working Paper Series (31 March 2004) by Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin posted by 1 person SJacewitz
	Idiosyncratic Risk Matters! [My Copy] The Journal of Finance, Vol. 58, No. 3. (2003), pp. 975-1007. by Amit Goyal, Pedro S. Clara posted by 1 person SJacewitz