Displayed by: Hits

Rank	Title	Category	Hits	Rating	Vote
1	A Practitioner's Guide to Pricing and Hedging Callable Libor Exotics in Forward Libor Models	Bermudan Option	1628	0.00	0
2	Static Replication Methods for Vanilla Barrier Options	Barrier Option	1360	10.00	3
3	APPLICATION OF FINITE DIFFERENCE METHOD FOR PRICING BARRIER OPTIONS	Barrier Option	1132	1.00	1
4	Hedging of barrier options	Barrier Option	1104	7.00	8
5	Valuing American Options by Simulation: A Simple Least-Squares Approach	American Option	1049	10.00	1
6	FX Options and Structured products	FX Options	988	0.00	0
7	Efcient Numerical Methods for Pricing American Options Under Stochastic Volatility	American Option	986	0.00	0
8	Exotic Swaps and Options	Options	948	0.00	0
9	Efficient Pricing of an Asian Put Option Using Stiff ODE Methods	Asian Option	860	0.00	0
10	Discrete Monitored Barrier Options by Finite Difference Schemes	Barrier Option	821	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	YIELD CURVE ESTIMATION AND PREDICTION WITH VASICEK MODEL	Vasicek interest rate model	2806	8.00	1
2	Affine Term-Structure Models: Theory and Implementation	Vasicek interest rate model	2590	0.00	0
3	SIMULATION OF THE SHORT INTEREST RATE BY THE VASICEK MODEL	Vasicek interest rate model	2475	0.00	0
4	Lecture notes on Term structure models	Fixed Income or Interest Rate Models	2269	6.00	4
5	The Hull-White Trinomial Tree of Interest Rates	Hull White Model	2177	9.00	3
6	Interest Rate Models: Hull White	Hull White Model	2142	6.00	2
7	interest rate modeling, estimation of the parameters of vasicek model	Vasicek interest rate model	2000	0.00	0
8	STOCHASTIC VOLATILITY, A NEW APPROACH FOR VASICEK MODEL WITH STOCHASTIC VOLATILITY	Vasicek interest rate model	1976	10.00	13
9	The General Hull-White Model and Super Calibration	Hull White Model	1804	6.00	3
10	Quantifying the Interest Risk of Bonds by Simulation	Fixed Income or Interest Rate Models	1632	10.00	1

Rank	Title	Category	Hits	Rating	Vote
1	The Heston Model:A Practical Approach	Heston	3832	8.00	8
2	Using SABR model to produce smooth local volatility surfaces	SABR model	3701	6.00	3
3	Stochastic Volatility Models of Heston Type (lecture with code)	Heston	1996	0.00	0
4	An almost exact simulation method for Heston Model	Heston	1802	0.00	0
5	Calibration of the Heston Model with Application in Derivative Pricing and Hedging	Heston	1788	0.00	0
6	Pricing Options on Realized Volatility in Heston Model with Volatility Jumps	Heston	1748	9.00	6
7	Lecture notes on Merton	Merton Jump Diffusion	1628	0.00	0
8	Numerical Methods for Stochastic Volatility: Fourier Methods, PDEs and Monte Carlo	Heston	1615	10.00	2
9	Pricing Equity Derivatives under Stochastic Volatility : A Partial Differential Equation Approach	Heston	1384	6.00	2
10	The calibration of the Heston stochastic volatility model using filtering and maximum likelihood met	Heston	1309	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Option Pricing - A Simplified Approach	Binomial Tree	1583	10.00	2
2	Finite difference notes and Matlab examples by Dr. Zhilin Li	Finite Difference	1569	8.00	3
3	Introduction to Monte Carlo Algorithms	Monte Carlo	1214	0.00	0
4	Option Pricing with The Fourier Transform Method, Based on The Stochastic Volatility Model	Fast Fourier Transform	1209	0.00	0
5	A C++ Encoded Hull-White Interest Rate Tree-Builder	Trinomial Tree	1117	8.00	3
6	MONTE CARLO SIMULATION AND FINANCE	Monte Carlo	1027	7.00	2
7	Accurate Finite Difference Methods for Option Pricing	Finite Difference	1001	0.00	0
8	Monte Carlo Simulation notes by Martin Haugh	Monte Carlo	995	10.00	1
9	Lecture notes on Perturbation Theory and Asymptotic Expansions	Asymptotic expansion	953	0.00	0
10	Implied Trinomial Trees of the Volatility Smile	Trinomial Tree	941	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Lecture notes on Mathematical Finance by Alvaro Cartea	Quantitative Finance	1464	10.00	2
2	Lecture notes on Computational finance	Quantitative Finance	1442	8.00	1
3	Video lecture - What is high frequency trading?	High Frequency Finance	1370	6.00	2
4	lecture notes by Carr/Dupire on Continuous Time Finance	Quantitative Finance	998	7.00	4
5	Notes on Quantitative Analysis in Finance by Konstantin Aslanidi	Quantitative Finance	944	8.00	6
6	Analysis of High Frequency Financial Data	High Frequency Finance	889	10.00	1
7	Lecture notes and excel files by Dr. Ren-Raw Chen	Quantitative Finance	881	10.00	1
8	Lecture notes on Financial mathematics	Quantitative Finance	874	10.00	1
9	Computational Finance - slides and code by Paolo Foschi	Quantitative Finance	865	9.00	3
10	Analytics Architecture for Equity-Linked Derivatives	Quantitative Finance	854	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Lecture notes on CDOs and CDO squared	Collaterized debt obligations (CDOs)	5180	7.00	15
2	An Examination of the Convexity Adjustment Technique in the Pricing of Constant Maturity Swaps	Constant Maturity Swap	3927	3.00	4
3	Lecture notes on convexity adjustment	Constant Maturity Swap	3061	8.00	2
4	Copula Functions and their Application in Pricing and Risk Managing Multiname Credit Derivative Prod	Collaterized debt obligations (CDOs)	2716	0.00	0
5	THE LEHMAN BROTHERS GUIDE TO EXOTIC CREDIT DERIVATIVES	Interest Rate and Credit Derivatives	2713	8.00	5
6	Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation	Collaterized debt obligations (CDOs)	2575	6.00	2
7	CDO Thesis	Collaterized debt obligations (CDOs)	2204	6.00	3
8	Cross currency swap valuation	Cross Currency Swap	2155	0.00	0
9	Credit Default Swap (CDS) Primer	Credit Default Swap	2105	0.00	0
10	Approximating CMS Spread Options using the Swap Market Model	Constant Maturity Swap	2087	4.00	5

Rank	Title	Category	Hits	Rating	Vote
1	A Tutorial on Principal Component Analysis	Principal Component Analysis	1710	0.00	0
2	GARCH Modelling	GARCH model	1709	8.00	7
3	Time Series Analysis Tutorial	Time Series Analysis	1618	2.00	2
4	LECTURES IN TIME-SERIES ANALYSIS AND FORECASTING	Time Series Analysis	1600	6.00	1
5	Tutorial Financial Econometrics/Statistics	Econometrics	1194	6.00	1
6	Introduction to Monte Carlo and MCMC Methods	MCMC	1085	0.00	0
7	Kalman Filter and its Economic Applications	Kalman Filter	1077	8.00	1
8	Time Series for Macroeconomics and Finance	Time Series Analysis	1069	0.00	0
9	Time Series Analysis	Time Series Analysis	1053	0.00	0
10	GARCH AND STOCHASTIC VOLATILITY OPTION PRICING	GARCH model	904	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Stat-Arb using Cointegration on the Equity Market	Statistical Arbitrage	3420	0.00	0
2	A Market Neutral Statistical Arbitrage Trading Model	Statistical Arbitrage	2866	0.00	0
3	A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage	Statistical Arbitrage	2005	0.00	0
4	A Statistical Arbitrage Strategy	Statistical Arbitrage	1984	0.00	0
5	The Black-Litterman Model	Black Litterman model	1968	9.00	5
6	An intelligent statistical arbitrage trading system	Statistical Arbitrage	1939	0.00	0
7	Flexible least squares for temporal data mining and statistical arbitrage	Statistical Arbitrage	1663	10.00	3
8	The Black-Litterman Model	Black Litterman model	1636	9.00	2
9	Presentation on Black Litterman model	Black Litterman model	1618	0.00	0
10	A ROBUST NON-LINEAR MULTIVARIATE KALMAN FILTER FOR ARBITRAGE IDENTIFICATION IN HIGH FREQUENCY DATA	Statistical Arbitrage	1612	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Pricing Mortgage-backed Securities and Collateralized Mortgage Obligations	Mortgage Backed Securities	1091	7.00	1
2	Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.	Mortgage Backed Securities	977	0.00	0
3	What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities	Mortgage Backed Securities	774	0.00	0
4	Pricing Mortgage-Backed Securities	Mortgage Backed Securities	729	0.00	0
5	EFFICIENT VALUE-AT-RISK ESTIMATION FOR MORTGAGE-BACKED SECURITIES	Mortgage Backed Securities	673	0.00	0
6	Computation of the Endogenous Mortgage Rates with Randomized Quasi-Monte Carlo Simulations	Mortgage Backed Securities	568	0.00	0
7	A 3-Factor Valuation Model for Mortgage-Backed Securities (MBS)	Mortgage Backed Securities	503	0.00	0
8	Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Densit	Mortgage Backed Securities	490	0.00	0
9	Path Generation for Quasi	Mortgage Backed Securities	460	0.00	0
10	Analysis of Mortgage Backed Securities	Mortgage Backed Securities	283	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Applied Econometrics using MATLAB	Matlab	1789	10.00	2
2	Option Pricing with Excel	Excel	1324	10.00	1
3	Numerical Methods with MATLAB: Implementations and Applications	Matlab	1244	0.00	0
4	C++ Language Tutorial	C++	963	10.00	1
5	An Introduction to Matlab by David F. Griffiths	Matlab	746	0.00	0
6	excel finance book	Excel	664	7.00	6
7	Thinking in C#	C#	651	0.00	0
8	c++ derivatives book	C++	542	10.00	2
9	C++ FAQ LITE — Frequently Asked Questions	C++	535	0.00	0
10	Standard Template Library Programmer's Guide	C++	521	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	a full book on quantitative trading	Quantitative Trading	884	10.00	1
2	Free real time order book viewer by BATS	Quantitative Trading	797	0.00	0
3	High frequency trading for personal account	Quantitative Trading	676	0.00	0
4	Live trading desk videos	Quantitative Trading	577	0.00	0
5	trading strategies book	Quantitative Trading	551	0.00	0
6	Broker recommendation for personal account	Quantitative Trading	537	0.00	0
7	Video tutorials on Quantitative trading by Telesis capital	Quantitative Trading	503	3.00	2
8	Quantitative Trading blog by Ernie Chan	Quantitative Trading	469	0.00	0
9	proprietary trading desk story book	Quantitative Trading	463	0.00	0
10	Video tutotials on Algorithmic trading by Jeremy Klein	Quantitative Trading	442	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Lecture Notes on Numerical Methods	Numerical Methods	1089	6.00	1
2	Optimization notes and papers	Numerical Methods	1031	0.00	0
3	NUMERICAL METHODS FOR THE VALUATION OF FINANCIAL DERIVATIVES	Numerical Methods	912	10.00	1
4	Numerical Recipes in C	Numerical Methods	905	0.00	0
5	Algorithms for programmers	Numerical Methods	867	0.00	0
6	Numerical Finance I	Numerical Methods	789	0.00	0
7	Numerical methods for option pricing	Numerical Methods	784	0.00	0
8	Numerical Microsoft Excel Tutorials by Kardi Teknomo	Numerical Methods	784	0.00	0
9	Uwe Wystup's Lecture on Numerical Methods for Derivatives Pricing	Numerical Methods	749	0.00	0
10	Handbook of Mathematical Functions	Numerical Methods	586	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	AN INTRODUCTION TO MALLIAVIN CALCULUS WITH APPLICATIONS TO ECONOMICS	Malliavin Calculus	3195	2.00	1
2	Steven Shreve: Stochastic Calculus and Finance	Probability and Stochastic Calculus	1799	0.00	0
3	Malliavin Calculus in Finance	Malliavin Calculus	1368	0.00	0
4	Stochastic Calculus: Applications in Finance	Probability and Stochastic Calculus	1249	0.00	0
5	Differential Equations book by Paul Dawkins	Mathematics	1178	10.00	1
6	An Introduction to Brownian Motion and Stochastic Calculus	Probability and Stochastic Calculus	1124	8.00	2
7	THE MALLIAVIN CALCULUS	Malliavin Calculus	1040	0.00	0
8	Stochastic Calculus for Finance	Probability and Stochastic Calculus	952	0.00	0
9	Basics of Stochastic Analysis	Probability and Stochastic Calculus	920	0.00	0
10	A Survey on Applications of Malliavin Calculus in Mathematical Finance	Malliavin Calculus	902	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Pairs Trading, Convergence Trading, Cointegration	Pairs Trading	3233	9.00	3
2	Pairs Trading: A Professional Approach	Pairs Trading	2066	4.00	1
3	pairs trading - full book	Pairs Trading	1939	10.00	12
4	PAIRS TRADING	Pairs Trading	1703	7.00	2
5	A New Approach to Modeling and Estimation for Pairs Trading	Pairs Trading	1535	4.00	1
6	HEDGING STRATEGIES	Dynamic Hedging	1471	0.00	0
7	Guided tour on Johansen's cointegration analysis	Pairs Trading	1404	4.00	2
8	Pairs Trading: A Cointegration Approach	Pairs Trading	1328	0.00	0
9	SIMULATED TRADING-AN ANALYSIS OF PAIRS TRADING	Pairs Trading	1254	0.00	0
10	The Volatility Smile and Its Implied Tree	Implied or realized volatility	1252	6.00	1