| Title |
Software |
Date |
| TG2 Copulas - 101: easy
to understand copulas "in 10 words or less"*** |
|
Jul 2/07 |
| Static Hedging,
Replication, and Structuring - Using Maxima® |
Yes |
Jun 11/06 |
| Credit Amortising
Default Swaps - Part 1 |
|
Jan 21/05 |
| ARB101: Arb Calculator
Release Notes & Index Futures/IRP Arb Calculator |
Yes** |
Nov 22/04 |
| ARB101: An Abridged Introduction to
Arbitrage Trading - Part 1 |
|
Sep 20/04 |
| Developing
Algorithms for Measuring Fractal Dimension |
|
Dec 29/02 |
|
Chaos and Predictability
in Finance - Part 3: Fractals and Options Trading
|
** |
Dec 29/02 |
|
Chaos
and Predictability in Finance - Part 2: Periodicity and Aperiodicity
|
** |
Dec 11/01 |
|
Chaos
and Predictability in Finance - Part 1: Are Markets Random?
|
Yes** |
Dec 4/01 |
| An Efficient Frontier
Primer |
Yes |
June 20/01 |
| Term-Structure Calibration: Nonsense
& Reality |
** |
Jan 18/01 |
| An
(abridged) VaR Primer |
Yes** |
Oct 23,/00 |
| An Asset Swap
Primer |
** |
Aug 15/00 |
| A Finite Difference
Primer - Part 1 |
Yes** |
May 12/00 |
| A Curves and Splines
Quickie |
Yes** |
Apr 6/00 |
| A Principal
components and TS models Quickie |
** |
Feb 21/00 |
| Optimisation
and P&L - Part 1 |
|
Feb 12/00 |
| How much to pay a trader |
|
Feb 9/00 |
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