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notes.txt
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notes.txt
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Blog
https://github.com/arnolddevos/SPublisher/blob/master/src/main/scala/au/com/langdale/publisher/Blog.scala
https://github.com/arnolddevos/Soapbox/blob/master/src/main/scala/au/com/langdale/soapbox/Templates.scala
http://www.furidamu.org
Modeling
https://falconair.github.io/2015/01/30/composingcontracts.html
http://research.microsoft.com/en-us/um/people/simonpj/Papers/financial-contracts/contracts-icfp.htm
Yield Curve
http://docs.fincad.com/support/developerFunc/mathref/DFCurves.htm
http://www.mathematik.uni-muenchen.de/~filipo/ZINSMODELLE/zinsmodelle1.pdf
http://quant.stackexchange.com/questions/7402/how-to-derive-yield-curve-from-interest-rate-swap
http://thismatter.com/money/bonds/spot-rates-forward-rates-bootstrapping.htm
https://en.wikipedia.org/wiki/Yield_curve#Construction_of_the_full_yield_curve_from_market_data
https://developers.opengamma.com/quantitative-research/Analytic-Framework-for-Implying-Yield-Curves-from-Market-Data-OpenGamma.pdf
http://janroman.dhis.org/stud/EXJOBB/YieldCurveConstruction.pdf
http://financetrain.com/bootstrapping-spot-rate-curve-zero-curve/
http://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-17.pdf
http://uk.mathworks.com/help/finance/zbtprice.html
IRS
https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/interest-rate-swaps-tut/v/interest-rate-swap-1
http://www.factset.com/websitefiles/PDFs/whitepapers/interest_rate_swaps
http://www.derivativepricing.com/blogpage.asp?id=2
Misc
https://books.google.co.uk/books?id=PAAAhBkeFcQC&pg=PA9&lpg=PA9&dq=finance+computationally+intensive&source=bl&ots=S4KvjsUT6e&sig=264ReOrvjehcDEk-aG2oew9lj_g&hl=en&sa=X&ved=0CFcQ6AEwCGoVChMIrp_nmrnUyAIVh7IUCh17rA2Y#v=onepage&q=finance%20computationally%20intensive&f=false