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OTC Sponsorship Proposals 2020 - 2021

ACCT3302_Lecture_Notes

FINA3307 Lecture2 Copy

FINA3307 Lecture1 Copy

Eurodollar Inefficiencies

Non-linear forecasting in high frequency time series

Liquidity and Convergence Trading in IRS Spreads

Interest Rate Stat Arb

Filter Rules Based on Price and Volume in Individual Security Overreaction

Expected Rate Path From Futures Rates (Incl Risk Premia)

Euro Future Prediction Accuracy and Efficiency of Futures Markets

Euro Curve Forecasting

Burgess Stat Arb and Cointegration Thesis

Dynamic Model for Forward Curve

Econometric Model of the Term Structure of Interest Rate Swaps

Decomposing Swap Spreads

Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

Amplitude Trend Characteristics

Aggressive Orders and the Resiliency of Limit Order Books

Analytic Solution for IRS Spreads

[Salomon Smith Barney] Principles of Principal Components - A Fresh Look at Risk, Hedging and Relative Value

[JP Morgan] Relative Value Single Stock Volatility

[Lehman Brothers] Optionalising Carry Trades

[University of Illinois, Deng] Volatility Dispersion Trading

[University of Frankfurt, Vilkov] Variance Risk Premium Demystified

[Bank of Canada, Ron] a Practical Guide to Swap Curve Construction

NYU Trading

Week 4 TUTE Chapter 3 Questions_22722924

Week 2 TUTE Chapter 1 Questions

Week 2 TUTE Chapter 1 Solutions

Week 3 TUTE Chapter 2 Questions

w1-tute

Week 3 TUTE Chapter 2 Solutions

Burgess Stat Arb and Cointegration Thesis

Decomposing Swap Spreads

Analytic Solution for IRS Spreads

Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

Amplitude Trend Characteristics

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Barclays US Equity Derivatives Strategy Impact of Retail Options Trading

ACCT3302_Tutorial5

ACCT3302_Tutorial4

ACCT3302_Tutorial3

ACCT3302_Tutorial2

ACCT3302_Tutorial1

ZacksInvestmentResearchInc_ZacksMarketStrategy_Aug_09_2021