Implementing Quantitative Techniques for the Financial Markets

Readings

To obtain the pre-course readings in PDF format choose the appropriate files from the list below.  Documents can be saved singly or as one reading pack containing PDF bookmarks and links.  Joining instructions are in a separate document.

These documents are for course participants and can only be opened with the appropriate password.

Complete pre-course reading pack with PDF bookmarks and links

Burghardt, G. and Hoskins, W. (1994) The Convexity Bias in Eurodollar Futures. Dean Witter Institutional Futures Research Note

Cox, D.A. (1995) Yield Curves and How to Build Them. 
Capital Market Strategies 4, 29-33.

Schaefer, S.M. (1984)  Immunisation and Duration: 
A Review of Theory, Performance and Applications.  Midland Corporate Finance Journal 2, 41-59.

Following the course further readings will be available from LFS library

If you don't already have it, get the reader here: