Series V: Bonds with Detachable Warrants & Cox-Ingersall-Ross (CIR), 1973-2000, inclusive
Omberg, Edward; On the Theory of Perfect Heding, 1987-1988, inclusive
box: 5, folder: 27 (Material Type: Text)
Extent
60 Linear Feet
Omberg, Ed; Binary Trading Strategies, Brownian Local Time and the Tanaka Formulas, 1988
box: 5, folder: 28 (Material Type: Text)
Extent
60 Linear Feet
Options Bibliography, Undated
box: 5, folder: 29 (Material Type: Text)
Extent
60 Linear Feet
Exotics Bibliography, 1995-07-01
box: 5, folder: 30 (Material Type: Text)
Extent
60 Linear Feet
Lookback Options Bibliography, Undated
box: 5, folder: 31 (Material Type: Text)
Extent
60 Linear Feet
Stochastic Volatility Bibliography, Undated
box: 5, folder: 32 (Material Type: Text)
Extent
60 Linear Feet
Brealey & Pyle, A Bibliography of Finance and Investment, 1973
box: 5, item: 1 (Material Type: Mixed Materials)
Extent
60 Linear Feet
Valuing Bonds with Detachable Warrants, Peter Carr, 1991
box: 5, folder: 33 (Material Type: Text)
Extent
60 Linear Feet
Popular Press, 1989-1990, inclusive
box: 5, folder: 34 (Material Type: Text)
Extent
60 Linear Feet
Valuing Bonds with Detachable Warrants; Carr, Peter (2), Undated
box: 5, folder: 35 (Material Type: Text)
Extent
60 Linear Feet
Comments on "Valuing Bonds with Detachable Warrants", 1990
box: 5, folder: 36 (Material Type: Text)
Extent
60 Linear Feet
Japanese Equity Warrant Publications, 1988-1990, inclusive
box: 5, folder: 37 (Material Type: Text)
Valuing Bonds w/ Detachable Warrants Manuscript & Floppy Disk, Undated
box: 5, folder: 38 (Material Type: Text)
Extent
60 Linear Feet
Japanese Financial Market Research, 1990-11
box: 5, folder: 39 (Material Type: Text)
Extent
60 Linear Feet
Conferences, 1990
box: 5, folder: 40 (Material Type: Text)
Extent
60 Linear Feet
Warrants Traded in UK, 1989
box: 5, folder: 41 (Material Type: Text)
Extent
60 Linear Feet
Peter Carr Bonds Floppy Disk, Undated
box: 5, folder: 42 (Material Type: Mixed Materials)
Extent
60 Linear Feet
Correspondence from Terry Lion, 1990-09-10
box: 5, folder: 43 (Material Type: Text)
Extent
60 Linear Feet
Decomposition into Intrinsic & Time Value, Undated
box: 5, folder: 44 (Material Type: Text)
Extent
60 Linear Feet
Personal Contacts, 1989-1990, inclusive
box: 5, folder: 45 (Material Type: Text)
Extent
60 Linear Feet
IMCC & Avnet Prospectus, 1987-1988, inclusive
box: 5, folder: 46 (Material Type: Text)
Extent
60 Linear Feet
North Holland Publishing Instructions, 1990
box: 5, folder: 47 (Material Type: Text)
Extent
60 Linear Feet
Revuz & Ver, Undated
box: 5, folder: 48 (Material Type: Text)
Extent
60 Linear Feet
The Valuation of Options for Alternative Stochastic Processes, Cox & Ross, 1976
box: 5, folder: 49 (Material Type: Text)
Extent
60 Linear Feet
A Theory of the Term Structure of Interest Rates; Cox, Ingersoll, Ross, 1983-1985
box: 5, folder: 50 (Material Type: Text)
Extent
60 Linear Feet
Le Gall, J.F.; Spatial Branching Processes, Random Snakes & PDE's, Undated
box: 6, folder: 1 (Material Type: Text)
Buhlman's Notes on CIR, Undated
box: 6, folder: 2 (Material Type: Text)
Stock Price as Difference of 2 Bessel Squared with Same Dimension, Undated
box: 6, folder: 3 (Material Type: Text)
Liuren's Tables, Undated
box: 6, folder: 4 (Material Type: Text)
Email - Liuren Wu, 1999-12
box: 6, folder: 5 (Material Type: Text)
Carr & Wu; Market Fear of Contagion, Diversification, and Option Pricing, 2000-02
box: 6, folder: 6 (Material Type: Text)
Carr & Wu, A Consistent Framework for Derivative Pricing, 1999-10-2000-01, inclusive
box: 6, folder: 7 (Material Type: Text)
Doodling with Liuren, Undated
box: 6, folder: 8 (Material Type: Text)
Results for BDW (Bonds with Detachable Warrants)/Warrants Paper, Undated
box: 6, folder: 9 (Material Type: Text)
CIR Bond Pricing, Undated
box: 6, folder: 10 (Material Type: Text)
Option on the Sum, 2000-08-22-2000-08-23, inclusive
box: 6, folder: 11 (Material Type: Text)
Bessel Squared Process & Basket Options, 2000-07-19
box: 6, folder: 12 (Material Type: Text)
Basket Options via Displaced Diffusion, 1999-04
box: 6, folder: 13 (Material Type: Text)
Basket Options for Stochastic Area, 2000-07-09-2000-07-19, inclusive
box: 6, folder: 14 (Material Type: Text)
A Basket of Basket Option Models, 2000-07-11
box: 6, folder: 15 (Material Type: Text)
Basket Options for Cox-Ross Model, Undated
box: 6, folder: 16 (Material Type: Text)
Vol's Approach to Reaction Diffusion/Quadratic Potential, 1999-10-23-1999-10-31, inclusive
box: 6, folder: 17 (Material Type: Text)
