Derivatives
and Financial Engineering Articles |
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Credit Risk Models and the Valuation of Credit Default Swap Contracts Visitors can see the Abstract here |
Abukar Ali September 2005
free download pdf (612KB)
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The Government Bond Futures Basis Part 3 of the three-part serialisation |
Moorad Choudhry January 2005
free download 594KB
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The Government Bond Futures Basis Part 2 of the three-part serialisation |
Moorad Choudhry December 2004
free download 473KB
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The Government Bond Futures Basis Part 1 of the three-part serialisation |
Moorad Choudhry November 2004
free download 785KB
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Abstract on forthcoming Futures Bond Basis serialisation |
Moorad Choudhry October 2004
free download 30KB
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An Introduction to Credit Risk Modelling as appearing in the 2004 RISK International Directory Reproduced with permission |
Abukar Ali October 2004
free download pdf (103KB)
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Pricing Path-Dependent Single Barrier Options Visitors can see the Abstract here |
Abukar Ali June 2004
free download pdf (382KB)
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Standardised Interest-Rate Swaps: assessing the LIFFE SwapNote published in the Euromoney Debt Capital Markets Handbook 2003/04 |
Mohamoud Dualeh and Abukar M Ali November 2003
free download pdf (875KB)
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Interest Rate Derivatives: An Introduction to the Pricing of Caps and Floors |
Abukar M Ali and Mohamoud B Dualeh April 2003
free download pdf (294KB)
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An Introduction to the use of the Bloomberg system in swaps analysis |
Aaron Nematnejad October 2002
free download pdf (835KB)
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Equity Linked Notes: An Introduction to Principal Guaranteed Structures |
Abukar M Ali October 2002
free download pdf (157KB)
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