LIBOR Market Models with Stochastic Basis Bloomberg Education and Quantitative Research Paper No. 2010-05-FRONTIERS Fabio Mercurio
Bloomberg L.P.
Date Posted: March 05, 2010 Last Revised: June 08, 2010
Working Paper Series 1540 downloads
Functional Itô Calculus Bloomberg Portfolio Research Paper No. 2009-04-FRONTIERS Bruno Dupire
Bloomberg L.P.
Date Posted: July 25, 2009 Last Revised: August 28, 2009
Working Paper Series 2244 downloads
Managing Diversification Risk, pp. 74-79, May 2009, Bloomberg Education & Quantitative Research and Education Paper Attilio Meucci
SYMMYS
Date Posted: March 13, 2009 Last Revised: October 11, 2010
Accepted Paper Series 6068 downloads
A Simple Robust Link between American Puts and Credit Protection Bloomberg Portfolio Research Paper No. 2009-07-FRONTIERS Peter Carr and
Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 25, 2008 Last Revised: November 06, 2010
Accepted Paper Series 685 downloads
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions Bloomberg Portfolio Research Paper No. 2009-03-FRONTIERS, AFA 2011 Denver Meetings Paper Peter Carr and
Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 25, 2008 Last Revised: September 20, 2011
Working Paper Series 1393 downloads
