| Derivatives
and Financial Engineering Articles |
 |
|
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)
|
The Government Bond Futures Basis
Part 3 of the three-part serialisation |
Moorad Choudhry
January 2005
free download 594KB
|
The Government Bond Futures Basis
Part 2 of the three-part serialisation |
Moorad Choudhry
December 2004
free download 473KB
|
The Government Bond Futures Basis
Part 1 of the three-part serialisation |
Moorad Choudhry
November 2004
free download 785KB
|
| Abstract on forthcoming Futures Bond Basis serialisation |
Moorad Choudhry
October 2004
free download 30KB
|
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)
|
Pricing Path-Dependent Single Barrier Options
Visitors can see the Abstract here |
Abukar Ali
June 2004
free download pdf (382KB)
|
| 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)
|
| 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)
|
| An Introduction to the use of the Bloomberg system in swaps analysis |
Aaron Nematnejad
October 2002
free download pdf (835KB)
|
| Equity Linked Notes: An Introduction to Principal Guaranteed Structures |
Abukar M Ali
October 2002
free download pdf (157KB)
|
