THE RESEARCH COLLECTION
Go a little deeper.
Papers and background reading for curious minds.
- A Theory of the Term Structure of Interest Rates
- Bank Runs, Deposit Insurance and Liquidity
- Box Jenkins method
- Competitive Bidding with Asymmetric Information Wilson
- Discretely Monitored First Passage Problems and Barrier Options An Eigenfunction Expansion Approach
- Election ZIP
- Fec Paper
- History Gives Us a Warning on U.S. Imperialism
- Macroeconomics and Reality
- Moment Ratio Diagrams for Univariate Distributions
- Option valuation using the fast Fourier transform
- Pricing Options on Scalar Diffusions an Eigenfunction Expansion Approach
- SPXChirp
- The Pricing of Options and Corporate Liabilities
- The Value of Wildcard Options
- VIX Methodology