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Publications are an essential part of the WSR's mission and a crucial channel for disseminating the work of WSR fellows. These publications take on a variety of forms in order to reach the broadest audience possible, ranging from fundamential thinkers and academicians to business leaders and the general public.
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THE DERIVATIVE SOURCE BOOK
Merton (Nobel Prize), Scholes (Nobel Prize)
Terence Lim, Andrew Lo
Managing Director
Goldman Sachs |
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ECONOMIES AND VARIATIONAL INEQUALITIES
George Yuan
Director
KPMG
* George has another book: KKM |
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QUANTITATIVE ANALYSIS, TRADING STRATEGIES
Yi Tang
Head of CVA
Goldman Sachs |
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COUNTERPARTY CREDIT RISK MODELING
Risk Books
Steven Zhu
Principal
Bank of America |
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THEORY & METH OF TACTICAL ASSET ALLOCATION
Wai Lee
Managing Director
Lehman Brothers |
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THE BASEL HANDBOOK (2nd edition)
Steven Zhu
Principal
Bank of America |
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INNOVATIONS IN RISK MANAGEMENT
Chapter 8
XiongWei Ju
Managing Director
Millennium Partners |
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THE RISK BOOK
Chapter 15
Fei Zhou
Managing Director
Lehman Brothers |
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HEDGING WITH TREES
Anlong Li
Director
Barclays Capital |
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RESEARCH INSTITUTE FOR HOUSING AMERICA
00(2), 2000
Dr Dapeng Hu
Director
BlackRock |
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ADVANCES IN FUTURES AND OPTIONS RESEARCH
Anlong Li
Barclays Capital |
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INVESTING IN CHINA
Winston Ma
JPMorgan |
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HARVARD BUSINESS ONLINE
Wai Lee
Managing Director
Lehman Brothers |
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EUROMONEY INSTITUTIONAL INVESTOR (2002) Ed Ho (MD at ML)
GARP 2006 Conference Steven Zhu
INSTITUTION INVESTOR MAGAZINE (Sept 5, 2006) By Rui Zhao (BlackRock)
RISK MAGAZINE JULY 2005 Hong Li, MD, Citigroup
ALTERNATIVE INVESTMENT NEWS, APRIL 2006 Kun Deng, MD, Lazard Asset Management
CONFERENCES
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6TH ANNUAL CDO SUMMIT
Panel Investing in CDO Equity
David Yan
Head of CDO research
Credit Suisse |
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THE ANNUAL CREDIT CONGRESS
Oct 2005
David Yan
Head of CDO research
Credit Suisse |
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CDO INVESTORS CONFERENCE
Oct 4, 2006
David Yan
Head of CDO research
Credit Suisse |
TIME SERIES CONFERENCE Hong Li, MD Citigroup
WINTER SIMULATION CONFERENCE 04 Wai Lee, MD, Lehman Brothers
ANNUAL QUANTITATIVE EQUITY RESEARCH CONFERENCE Wai Lee, MD, Lehman Brothers
CREDIT DERIVATIVES 2007 David Li, Global Head, Barclays
CREDIT DERIVATIVE CONGRESS David Li, Global Head, Barclays
FIXED INCOME DERIVATIVES WEEK David Li, Global Head, Barclays
GAPR CREDIT RISK SUMMIT David Li, Global Credit Strategy Head, Barclays
CHINA INTL CONFERENCE IN FINANCE David Li, Global Credit Strategy Head, Barclays
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THE UNIVERSITY OF HONG KONG
CERC
David Yan
Head of CDO research
Credit Suisse |
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CREDIT SUISSE ANNUAL BUSINESS REVIEW
2005, Page 21
Charles Jin, Managing Director
Yong Cao, Director |
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FEDERAL RESERVE BANK
Anlong Li
Director
Barclays Capital |
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