Volatility Modeling using GARCH Model

Option Pricing Models using R

Fixed Income securities using R

Capital Asset Pricing Model and Beta Estimation

Building a Portfolio Optimization model

Cross Hedging using Cointegration

Time Series Modeling using ARIMA

Understanding Basic Time Series Data in R

Measuring adequacy of fitted models

Fitting distributions to data and estimating parameters

Continuous Probability Distribution Functions

Discrete Probability Distribution Functions

Financial Mathematics

Mortgage Backed sector of bond market

US House of Representatives Subcommittee Report on MF Global

Towards better reference rates practices A central bank perspective

The changing landscape for Derivatives

Sovereign Credit worthiness and Financial Stability

Report on Cyber Security in the Banking Sector

OTC Derivatives A Comparative Analysis of Regulation in US, EU and Singa...

LIBOR vs OIS The derivatives discounting Dilemma

JP Morgan Chase whale tales A case history of Derivatives Risks and abuses

Internal Loss Data

How do Proprietary Trading firms control the risks of high speed trading

How do Exchanges control the risk of High Frequency Trading

Framework for improving critical infrastructure cyber security

Controlling Risk in a lightning speed Trading Environment

Clearing House Overconfidence

Asset backed Sector of the Bond Market

A new look at the role of Sovereign Credit Default Swaps