Finance papers


CMS - Convexity adjustments and spreads

  • Convexity Conundrums: Pricing CMS-Swap, Caps and Floors - Pat Hagan - Wilmott Magazin
  • Towards a multi-stochastic volatility model for CMS spread exotic - Vladimir Piterbarg - Global Derivatives 2007
  • Notes on convexity and quanto adjustments for interest rate and related options - Wolfram Boenkost, Wolfgang Schmidt - HfB
  • Interest Rate Convexity and teh Volatility Smile - Wolfram Boenkost, Wolfgang Schmidt - HfB
  • CMS-Derivatives, Convexity Adjustments and Smile - Massimo Morini - Fixed Income Conference 2006
  • Smiling at Convexity - Fabio Mercurio, Andrea Pallavicini - May 25. 2006
  • Swaption skews and convexity adjustments - Fabio Mercurio, Andrea Pallavicini - July 21. 2006
  • Buy a dollar for 80cents - Lehman Brothers

MFM

  • Markov-functional interest Rate Models - Hunt, Kennedy, Pelsser - Finance and Stochastics 2000
  • Markov interest rate models - Hagan, Woodward - October 27. 1997
  • A comparison of Markov-Functional and Market Models - The 1d Case - Bennett, Kennedy - July 25. 2005
  • A comparison of Single Factor Markov-functional and Multi factor Market Models - Pietersz, Pelsser -
  • Market Models vs Markov Functional Models - Förger - Thesis Oxford
  • Cross Currency and Hybrid MFM - Fries, Rott - May 2004
  • A Two-Factor MFM - Gernsheimer - Thesis October 2003

Shortrate Models papers

Libor Market Model papers

Local Vol

Stochastic Volatility papers

Monte Carlo papers

PDE papers

miscellaneous papers