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Series II: APCS & AMOL, 1989-1998, inclusive

Manuscript, 1993-06-1996-11-13, inclusive

box: 3, folder: 96 (Material Type: Text)

Passthru Options, Undated

box: 3, folder: 97 (Material Type: Text)

Perpetual Options Counterexample, Undated

box: 3, folder: 98 (Material Type: Text)

Physical Interpretation of Put Call Symmetry, Undated

box: 3, folder: 99 (Material Type: Text)

Portfolio Ins / Zero Cost Collars, Undated

box: 3, folder: 100 (Material Type: Text)

Put Call Equivalence, Undated

box: 3, folder: 101 (Material Type: Text)

PCEE, 1994-05-20-1995-12-13, inclusive

box: 3, folder: 102 (Material Type: Text)

Put Call Symmetry for American Options, 1994-03

box: 3, folder: 103 (Material Type: Text)

Put Call Symmetry for European Options, 1996-09

box: 3, folder: 104 (Material Type: Text)

Proofs for EPCS, Undated

box: 3, folder: 105 (Material Type: Text)

Put Writing Strategy, 1992-08-20

box: 3, folder: 106 (Material Type: Text)

Stochastic Vol. Papers, 1993

box: 3, folder: 107 (Material Type: Text)

Stoptions, Undated

box: 3, folder: 108 (Material Type: Text)

Terminology & Notation, Undated

box: 3, folder: 109 (Material Type: Text)

Bergman, Grundy & Wiener; General Properties of Option Prices, 1996-01

box: 3, folder: 110 (Material Type: Text)

Li, Ritchken, Sankarasubramanian; Lattice Models for Pricing American Interest Rate Claims, 1993-11

box: 3, folder: 111 (Material Type: Text)

Rubinstein, M.; As Simple as One, Two, Three; Risk 8, #1, 1995-01

box: 3, folder: 112 (Material Type: Text)

Practical Issues in Using Interest Rate Models, Iris Financial Engineering & Systems, Inc., Undated

box: 3, folder: 113 (Material Type: Text)

Analytic Approxn. of Amer. Put Options (AAA), Undated

box: 3, folder: 114 (Material Type: Text)

Analytic Formulas for Barrier Options, Undated

box: 3, folder: 115 (Material Type: Text)

Crank Nicholson, Undated

box: 4, folder: 1 (Material Type: Text)

Dewynne & Wilmott, Undated

box: 4, folder: 2 (Material Type: Text)

Douglas Equations, Undated

box: 4, folder: 3 (Material Type: Text)

Duanmu Conversations, 1994

box: 4, folder: 4 (Material Type: Text)

Early Exercise Premium, 1994-05

box: 4, folder: 5 (Material Type: Text)

Financial Interpretations, Undated

box: 4, folder: 6 (Material Type: Text)

Funding, 1994-01

box: 4, folder: 7 (Material Type: Text)

Implied Vol. Fin. from America, 1990-08

box: 4, folder: 8 (Material Type: Text)

Interpolation, 1989

box: 4, folder: 9 (Material Type: Text)

Method of Lines, 1994

box: 4, folder: 10 (Material Type: Text)

Ode's Lit., Undated

box: 4, folder: 11 (Material Type: Text)

Parabolic PDE's Literature, Undated

box: 4, folder: 12 (Material Type: Text)

PDE's, Undated

box: 4, folder: 13 (Material Type: Text)

Richardson Extrapolation, Undated

box: 4, folder: 14 (Material Type: Text)

Remberg Integration, Undated

box: 4, folder: 15 (Material Type: Text)

Selling Code, 1993-01-06-1994-05-12, inclusive

box: 4, folder: 16 (Material Type: Text)

Similarity Solutions, Undated

box: 4, folder: 17 (Material Type: Text)

Space Discretization, Undated

box: 4, folder: 18 (Material Type: Text)

Spreadsheet - AMOL, Undated

box: 4, folder: 19 (Material Type: Mixed Materials)

State & Time Dependent Parameters, Undated

box: 4, folder: 20 (Material Type: Text)

Step Size, Undated

box: 4, folder: 21 (Material Type: Text)

Strikwerda, Undated

box: 4, folder: 22 (Material Type: Text)

Term Structure, Undated

box: 4, folder: 23 (Material Type: Text)

Two Free Boundaries, Undated

box: 4, folder: 24 (Material Type: Text)

Unequal Time Steps, Undated

box: 4, folder: 25 (Material Type: Text)

Getting Results for Caution Options, Undated

box: 4, folder: 26 (Material Type: Text)

Nguyen D., On a Free Boundary Problem for the Heat Equation, Undated

box: 4, folder: 27 (Material Type: Text)

Duffie & Glynn, Stanford University Working Paper, Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals, 1996-03-14

box: 4, folder: 28 (Material Type: Text)

Call Spread, Undated

box: 4, folder: 29 (Material Type: Text)

CEV, Undated

box: 4, folder: 30 (Material Type: Text)

Clipped Put, Undated

box: 4, folder: 31 (Material Type: Text)

Conferences, 1994-01-31-1996-01-08, inclusive

box: 4, folder: 32 (Material Type: Text)

Cons'n & Portfolio Strategies, Undated

box: 4, folder: 33 (Material Type: Text)

Convertible Bond, Undated

box: 4, folder: 34 (Material Type: Text)

Delayed Exercise Premium, Undated

box: 4, folder: 35 (Material Type: Text)

Diagonalizing Transformation, Undated

box: 4, folder: 36 (Material Type: Text)

European Put Closed Form, 1994-05

box: 4, folder: 37 (Material Type: Text)

Exponential Fixup, Undated

box: 4, folder: 38 (Material Type: Text)

Extensions/To Do, Undated

box: 4, folder: 39 (Material Type: Text)

Faguet, Dimitri, 1993-07-08-1995-02-27, inclusive

box: 4, folder: 40 (Material Type: Text)

Frolov, Dimitri 257-4925, Undated

box: 4, folder: 41 (Material Type: Text)

Futures Options, Undated

box: 4, folder: 42 (Material Type: Text)

Gear, Undated

box: 4, folder: 43 (Material Type: Text)

General BC's, Undated

box: 4, folder: 44 (Material Type: Text)

Geske & Johnson, Undated

box: 4, folder: 45 (Material Type: Text)

Hedging with Options, Undated

box: 4, folder: 46 (Material Type: Text)

Hedging Random Maturity Claims with Dynamic Trading in 3 Long-Lined Securities, Undated

box: 4, folder: 47 (Material Type: Text)

High Order CDE & European-Style Claims, 1995-02

box: 4, folder: 48 (Material Type: Text)

HP12C, Undated

box: 4, folder: 49 (Material Type: Text)

Implying Volatility, Undated

box: 4, folder: 50 (Material Type: Text)

Interest Rate Models, Undated

box: 4, folder: 51 (Material Type: Text)

Interpolation, Undated

box: 4, folder: 52 (Material Type: Text)

"Willed" Puts, Undated

box: 4, folder: 53 (Material Type: Text)

Linear Coeff's & Confluent Hypergeom's, 1995-08

box: 4, folder: 54 (Material Type: Text)

Valuing Corp. Debt with AMOL, Undated

box: 4, folder: 55 (Material Type: Text)

Widder, D.; Nov. '82; The Inversion of a Transform Related to the Laplace Transform and to Heat Conduction, 1998-05-14

box: 4, folder: 56 (Material Type: Text)
Poly Archives at Bern Dibner Library of Science and Technology
Bern Dibner Library of Science and Technology
5 MetroTech Center
Brooklyn, NY 11201