Research Division Primers and Guides
Hi guys! I recently found a publication of Lehman Brothers' Fixed Income Quantitative Credit Research "Valuation of Credit Default Swaps" that is absolutely amazing. Diving deeply I found that there exist lots of publications made by the research divisions of investment banks that did this kind of Primers, guides etc. that address the topics of the valuation of financial instruments like IR, FX swaps and other derivatives both in a intuitive and mathematically formal way. Another example is "Inflation Derivatives Explained" again made by Lehman.
I know that they are exclusive for the industry but since they are quite old I think that somehow it si possible to find them.
Does someone have some of them and want to share with us?
Not the the one made by O'Kane, which are relatively easy to find.
Thank youuu