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  1. CDS on US Treasuries?

    U.S. Treasuries' debt protection costs jump to record Fri Jul 11, 2008 2:26pm EDT NEW YORK (Reuters) - The cost to insure U.S. Treasury debt against default surged to a record on Friday on fears that the U.S. government may need to put capital into mortgage finance companies Fannie Mae...

  2. Looking for a Journal Article

    Does anyone have access to The Journal of Portfolio Management? I'm looking for - HOW TO TELL IF OPTIONS ARE CHEAP GALEN BURGHARDT; MORTON LANE THE JOURNAL OF PORTFOLIO MANAGEMENT WINTER 1990 Many thanks

  3. Help finding an article

    HELP! Do you have access to the Journal of Fixed Income? I'm looking for this article: "On Default Correlation: A Copula Function Approach" by DAVID X. LI in the March 2000 issue of Journal of Fixed Income. Thank you!

  4. Why Munis Are a Buy Now

    Why munis are a buy now The turmoil in the credit markets doesn't involve tax-free bonds, but it's creating a tremendous buying opportunity for ordinary investors. January 28 2008: 5:27 AM EST By Jon Birger, senior writer (Fortune Magazine) Forget what you may have read in the newspaper...

  5. Powerpoint Deck from Kickoff

    Attached is the pdf of the deck Prof Donefer used the other day. The slide with links is the last page.

  6. Opportunities Bibliography

    As part of the research project led by Prof Donefer and Prof Stefanica, this thread is a discussion of articles and related collatoral material pertaining to identfiying and exploiting statistical arbitrage opportunities.
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