Research papers from BBs
I was wondering if anyone knew where or if I would be able to find research done by BBs, MMs, AM etc. relating to Credit Derivatives, but NOT PRIMERS (its for a paper for school)Research could be related to pricing, hedging, arb, portfolio construction. I have been able to find a ton of research done by academics, but not too much done by practitioners (which was specifically asked for)
Thanks,
Girlytrader
You need a contact within the bank that is willing to send stuff to you. We don't make our research available to anyone except clients. Find a friend working and see if they'll pass it on.
Thank, that's what I figured, but I wanted to make sure
I was able to find 2 articles on SSRN one from LEH and one from HSBC so I thought maybe more were made available to the public. I'll reach out to my contacts.
you may want to check out fabozzi's professional perspectives on fixed income portfolio management series, it may be useful.
try nuclearphynance. People there tend to have more of these papers available and are pretty forward about giving them out.
NuclearPhynance has a library of papers.
I've pulled some of Goldman's research papers off Google Scholar before as well.
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