Stack Exchange Network
Stack Exchange network consists of 181 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Visit Stack Exchange
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.
Sign up to join this community
Anybody can ask a question
The best answers are voted up and rise to the top
Like the title says.
Does anyone know of any compilations or have any old papers they'd like to share? So far, I've only found a few sporadic pieces that are easily Googled for.
asked Apr 2, 2018 at 14:49
96077 silver badges1515 bronze badges
This is NOT a reply. I am just trying to figure out the papers that OP is looking for.
Kch, as per Tuckman's CV, at Lehman he produced the following papers:
- “Flash: Tri-Party Repo Infrastructure Reform,” CFS, February 2011.
- “Update: the Clearing Mandate in Dodd-Frank, Systemic Risk, and
Competition,” CFS, June 2011.
- “Amending Safe Harbors to Reduce Systemic Risk in OTC Derivatives
Markets,” CFS, April 2010.
- “Systemic Risk and the Tri-Party Repo Clearing Banks,” CFS, February
- “Consistent Pricing of FX Forwards, Cross-Currency Basis Swaps, and
Interest Rate Swaps in Several Currencies,” w/ J.B. Homé, December, 2003. Internal Circulation Only.
- “Macro-Awareness in Relative Value Trading,” October, 2003.
- “The FEDISCOPE,” w/ D. Calistru, September, 2003.
- “Interest Rate Parity, Basis Swaps, and Cross-Currency Basis Swaps,”
w/ P. Porfirio, June, 2003.
- “Revisiting the Rate-Dependence of Volatility,” w/ G. Marone,
- “Measures of Asset Swap Spreads and their Corresponding Trades,”
Could you upload the ones that you have and maybe other members will upload what they have?
answered Apr 3, 2018 at 3:41
1,79011 gold badge99 silver badges2424 bronze badges