Displayed by: Rating

Rank	Title	Category	Hits	Rating	Vote
1	Valuing American Options by Simulation: A Simple Least-Squares Approach	American Option	1047	10.00	1
2	Static Replication Methods for Vanilla Barrier Options	Barrier Option	1358	10.00	3
3	Variance Reduction for Asian Options	Asian Option	509	8.00	1
4	Pricing Multivariate Options by Monte Carlo Simulation	Options	813	8.00	4
5	Itos Calculus and the Derivation of the Black-Scholes Option-Pricing Model	Options	576	8.00	5
6	a book on foriegn exchge options and markets	FX Options	296	8.00	1
7	Hedging of barrier options	Barrier Option	1101	7.00	8
8	USING MONTE CARLO SIMULATION AND IMPORTANCE SAMPLING TO RAPIDLY OBTAIN JUMP-DIFFUSION PRICES OF CONT	Barrier Option	313	6.00	1
9	High dimensional American Options	American Option	549	2.00	1
10	APPLICATION OF FINITE DIFFERENCE METHOD FOR PRICING BARRIER OPTIONS	Barrier Option	1131	1.00	1

Rank	Title	Category	Hits	Rating	Vote
1	THE HULL AND WHITE MODEL OF THE SHORT RATE: AN ALTERNATIVE ANALYTICAL REPRESENTATION	Hull White Model	1338	10.00	1
2	Fixed Income Analysis: Securities, Pricing, and Risk Management	Fixed Income or Interest Rate Models	743	10.00	1
3	Implementations of the LIBOR Market Model	Libor Market Model (LMM)	1354	10.00	1
4	STOCHASTIC VOLATILITY, A NEW APPROACH FOR VASICEK MODEL WITH STOCHASTIC VOLATILITY	Vasicek interest rate model	1968	10.00	13
5	Quantifying the Interest Risk of Bonds by Simulation	Fixed Income or Interest Rate Models	1631	10.00	1
6	FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL	Libor Market Model (LMM)	931	10.00	2
7	The Hull-White Trinomial Tree of Interest Rates	Hull White Model	2173	9.00	3
8	Valuation of guaranteed annuity options in affine term structure models	G2++ interest rate model	793	9.00	29
9	Book on Modeling the Term Structure of Interest Rates	Fixed Income or Interest Rate Models	783	9.00	2
10	INTEREST RATE MODEL CALIBRATION AND RISK-MANAGEMENT USING SEMIDEFINITE PROGRAMMING	Fixed Income or Interest Rate Models	518	8.00	1

Rank	Title	Category	Hits	Rating	Vote
1	Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applicatio	Heston	713	10.00	1
2	MANAGING SMILE RISK	SABR model	1014	10.00	1
3	Effective Parameters for Stochastic Volatility Models	SABR model	513	10.00	1
4	Malliavin differentiability of the Heston volatility and applications to option pricing	Heston	554	10.00	1
5	Implementing Heston and Nandi's (2000) Model on the Swedish Stock Index	Heston	760	10.00	1
6	Numerical Methods for Stochastic Volatility: Fourier Methods, PDEs and Monte Carlo	Heston	1613	10.00	2
7	Calibration of the SABR Model in Illiquid Markets	SABR model	687	9.00	1
8	Pricing Options on Realized Volatility in Heston Model with Volatility Jumps	Heston	1748	9.00	6
9	Binomial Options Pricing Has No Closed-Form Solution	Option Pricing Models	433	9.00	14
10	Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility	Merton Jump Diffusion	981	9.00	2

Rank	Title	Category	Hits	Rating	Vote
1	Option Pricing - A Simplified Approach	Binomial Tree	1582	10.00	2
2	Monte Carlo Simulation notes by Martin Haugh	Monte Carlo	993	10.00	1
3	Option Valuation using the Fourier Transform Method	Fast Fourier Transform	895	9.00	2
4	Finite-Di	Finite Difference	635	9.00	4
5	Finite difference notes and Matlab examples by Dr. Zhilin Li	Finite Difference	1569	8.00	3
6	Differential Equations and Asymptotic Solutions for Arithmetic Asian Options	Asymptotic expansion	398	8.00	2
7	A C++ Encoded Hull-White Interest Rate Tree-Builder	Trinomial Tree	1114	8.00	3
8	MONTE CARLO SIMULATION AND FINANCE	Monte Carlo	1023	7.00	2
9	Achieving Higher Order Convergence for the Prices of European Options in Binomial Trees	Binomial Tree	564	6.00	1
10	Option Valuation Using the Fast Fourier Transform	Fast Fourier Transform	600	6.00	1

Rank	Title	Category	Hits	Rating	Vote
1	Analysis of High Frequency Financial Data	High Frequency Finance	888	10.00	1
2	Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates	High Frequency Finance	760	10.00	2
3	matematical foundation in finance notes	Quantitative Finance	641	10.00	2
4	ACD models: Models for data irregularly spaced in time	High Frequency Finance	408	10.00	1
5	FINANCIAL ENGINEERING notes by Kyriakos Chourdakis	Quantitative Finance	737	10.00	3
6	Many Quant Finance online ebooks	Quantitative Finance	418	10.00	1
7	Lecture notes and excel files by Dr. Ren-Raw Chen	Quantitative Finance	876	10.00	1
8	Lecture notes on Mathematical Finance by Alvaro Cartea	Quantitative Finance	1459	10.00	2
9	Lecture notes on Financial mathematics	Quantitative Finance	872	10.00	1
10	Video interview on High Frequency by Manoj Narang	High Frequency Finance	370	10.00	1

Rank	Title	Category	Hits	Rating	Vote
1	VALUING CREDIT DEFAULT SWAPS I:NO COUNTERPARTY DEFAULT RISK	Credit Default Swap	611	10.00	2
2	CONVEXITY CONUNDRUMS: PRICING CMS SWAPS, CAPS, AND FLOORS	Constant Maturity Swap	1982	10.00	1
3	Convexity conundrums (Risk magazine by George Kirikos)	Constant Maturity Swap	1270	10.00	1
4	Extended CreditGrades Model with Stochastic Volatility and Jumps	Credit Default Swap	1078	10.00	1
5	Interest Rate Derivatives: Lecture notes	Interest Rate and Credit Derivatives	938	10.00	2
6	Decomposing Swap Spreads	Interest Rate Swap	597	10.00	3
7	Swaption skews and convexity adjustments	Constant Maturity Swap	879	10.00	1
8	Pricing and Risk Analysis of correlation Products: Evidence of Synthetic CDO Swaps	Collaterized debt obligations (CDOs)	1308	10.00	1
9	All your hedges in one basket	Collaterized debt obligations (CDOs)	1026	8.00	3
10	The Story of the CDO Market Meltdown	Collaterized debt obligations (CDOs)	308	8.00	1

Rank	Title	Category	Hits	Rating	Vote
1	Time series analysis book	Time Series Analysis	351	10.00	1
2	Structural Time Series Models	Kalman Filter	410	10.00	1
3	Filtering in Finance	Kalman Filter	880	9.00	1
4	Forecasting Financial Time Series Using Model Averaging	Time Series Analysis	710	8.00	1
5	Kalman Filter and its Economic Applications	Kalman Filter	1073	8.00	1
6	GARCH Modelling	GARCH model	1706	8.00	7
7	Least Squares Monte-Carlo and GARCH Methods for American Options: Theory and Applications	GARCH model	852	6.00	1
8	Tutorial Financial Econometrics/Statistics	Econometrics	1192	6.00	1
9	Lecture notes on GMM by Herman J. Bierens	Bayesian Analysis	494	6.00	1
10	LECTURES IN TIME-SERIES ANALYSIS AND FORECASTING	Time Series Analysis	1596	6.00	1

Rank	Title	Category	Hits	Rating	Vote
1	A STEP-BY-STEP GUIDE TO THE BLACK-LITTERMAN MODEL	Black Litterman model	1305	10.00	3
2	Flexible least squares for temporal data mining and statistical arbitrage	Statistical Arbitrage	1659	10.00	3
3	Relativistic statistical arbitrage	Statistical Arbitrage	770	10.00	6
4	The Black-Litterman Model	Black Litterman model	1966	9.00	5
5	The Black-Litterman Model	Black Litterman model	1635	9.00	2
6	Statistical Arbitrage Based on No-Arbitrage Dynamic Term Structure Models	Statistical Arbitrage	1047	6.00	1
7	book : The Stochastic Programming Approach to Asset, Liability and Wealth Management	Portfolio Management	494	6.00	1
8	A SURE THING! NO RISK AND SURE PROFITS	Statistical Arbitrage	1141	5.00	4
9	BEHAVIORAL STATISTICAL ARBITRAGE	Statistical Arbitrage	1316	5.00	3
10	Articles by Aaaron Brown	Portfolio Management	360	4.00	1

Rank	Title	Category	Hits	Rating	Vote
1	Pricing Mortgage-backed Securities and Collateralized Mortgage Obligations	Mortgage Backed Securities	1090	7.00	1
2	Computation of the Endogenous Mortgage Rates with Randomized Quasi-Monte Carlo Simulations	Mortgage Backed Securities	567	0.00	0
3	A 3-Factor Valuation Model for Mortgage-Backed Securities (MBS)	Mortgage Backed Securities	498	0.00	0
4	What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities	Mortgage Backed Securities	772	0.00	0
5	Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.	Mortgage Backed Securities	973	0.00	0
6	Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Densit	Mortgage Backed Securities	488	0.00	0
7	Pricing Mortgage-Backed Securities	Mortgage Backed Securities	728	0.00	0
8	EFFICIENT VALUE-AT-RISK ESTIMATION FOR MORTGAGE-BACKED SECURITIES	Mortgage Backed Securities	672	0.00	0
9	Path Generation for Quasi	Mortgage Backed Securities	459	0.00	0
10	Analysis of Mortgage Backed Securities	Mortgage Backed Securities	282	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Option Pricing with Excel	Excel	1319	10.00	1
2	c++ derivatives book	C++	542	10.00	2
3	Applied Econometrics using MATLAB	Matlab	1786	10.00	2
4	C++ Language Tutorial	C++	959	10.00	1
5	UNIX Books	UNIX	200	8.00	2
6	excel finance book	Excel	662	7.00	6
7	C++ in finance book	C++	399	6.00	1
8	An Introduction to R	R	393	6.00	1
9	CLR and C# book	C#	189	0.00	0
10	CLR	C#	153	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	trading system application examples	Quantitative Trading	360	10.00	1
2	a full book on quantitative trading	Quantitative Trading	883	10.00	1
3	Khader Vali's Trading System Architecture notes	Quantitative Trading	412	7.00	3
4	C# .NET Quantitative trading blog	Quantitative Trading	270	6.00	1
5	trading technology tips and photos of quants	Quantitative Trading	312	6.00	1
6	Video tutorials on Quantitative trading by Telesis capital	Quantitative Trading	502	3.00	2
7	low latency trading architecture	Quantitative Trading	285	0.00	0
8	Video tutotials on Algorithmic trading by Jeremy Klein	Quantitative Trading	441	0.00	0
9	Free real time order book viewer by BATS	Quantitative Trading	791	0.00	0
10	Live trading desk videos	Quantitative Trading	577	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Numerical Analysis - Numerical Methods notes by Prof. John H. Mathews	Numerical Methods	451	10.00	1
2	NUMERICAL METHODS FOR THE VALUATION OF FINANCIAL DERIVATIVES	Numerical Methods	906	10.00	1
3	Video Lecture notes on Numerical Methods by Stephen Boyd of Stanford	Numerical Methods	354	10.00	4
4	Lecture Notes on Numerical Methods	Numerical Methods	1088	6.00	1
5	Algorithms for programmers	Numerical Methods	865	0.00	0
6	Introduction to Numerical Methods in Probability for Finance	Numerical Methods	559	0.00	0
7	Numerical Microsoft Excel Tutorials by Kardi Teknomo	Numerical Methods	782	0.00	0
8	Uwe Wystup's Lecture on Numerical Methods for Derivatives Pricing	Numerical Methods	747	0.00	0
9	numerical method papers by Nick Higham	Numerical Methods	482	0.00	0
10	Optimization notes and papers	Numerical Methods	1028	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Differential Equations book by Paul Dawkins	Mathematics	1176	10.00	1
2	Credit Barrier Models	Hahn Process	414	8.00	1
3	Video lectures on Probability and Statistics by Mark Sawyer	Probability and Stochastic Calculus	464	8.00	1
4	An Introduction to Brownian Motion and Stochastic Calculus	Probability and Stochastic Calculus	1123	8.00	2
5	AN INTRODUCTION TO MALLIAVIN CALCULUS WITH APPLICATIONS TO ECONOMICS	Malliavin Calculus	3164	2.00	1
6	Smart Monte Carlo: Various tricks using Malliavin calculus	Malliavin Calculus	674	0.00	0
7	COMPUTATION OF GREEKS FOR BARRIER AND LOOK-BACK OPTIONS USING MALLIAVIN CALCULUS	Malliavin Calculus	628	0.00	0
8	Steven Shreve: Stochastic Calculus and Finance	Probability and Stochastic Calculus	1796	0.00	0
9	Monte Carlo estimation of a joint density using Malliavin Calculus, and application to American opti	Malliavin Calculus	538	0.00	0
10	Malliavin Greeks without Malliavin Calculus	Malliavin Calculus	619	0.00	0

Rank	Title	Category	Hits	Rating	Vote
1	Implied Volatility String Dynamics	Implied or realized volatility	420	10.00	1
2	pairs trading - full book	Pairs Trading	1938	10.00	12
3	superb text on cointegration chapter in a book	Pairs Trading	461	10.00	1
4	Introduction to Implied, Local and Stochastic Volatility	Implied or realized volatility	695	10.00	1
5	ESTIMATING AND PREDICTING VOLATILITY BY USING IMPLIED AND HISTORICAL VOLATILITIES	Implied or realized volatility	888	9.00	25
6	Pairs Trading, Convergence Trading, Cointegration	Pairs Trading	3228	9.00	3
7	Modelling the implied volatility surface: an empirical study for FTSE options	Implied or realized volatility	452	8.00	1
8	Notes from Pairs Trading book	Pairs Trading	481	8.00	2
9	PAIRS TRADING	Pairs Trading	1701	7.00	2
10	Lecture notes on Cointegration by Herman J. Bierens	Pairs Trading	1155	7.00	3