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WSR strongly supports its members and their published works.  These publications are integral and influential in their evaluation of the economic climate for WSR and beyond.

 


B Terence.JPG THE DERIVATIVE SOURCE BOOK
Merton (Nobel Prize), Scholes (Nobel Prize)
Terence Lim, Andrew Lo
Managing Director
Goldman Sachs
b20yuan20s ECONOMIES AND VARIATIONAL INEQUALITIES
George Yuan
Director
KPMG
* George has another book: KKM
QUANTITATIVE ANALYSIS, TRADING STRATEGIES
Yi Tang
Head of CVA
Goldman Sachs
b20steven COUNTERPARTY CREDIT RISK MODELING
Risk Books
Steven Zhu
Principal
Bank of America
THEORY & METH OF TACTICAL ASSET ALLOCATION
Wai Lee
Managing Director
Lehman Brothers
b20steven THE BASEL HANDBOOK (2nd edition)
Steven Zhu
Principal
Bank of America
r20xiongwei20602080 INNOVATIONS IN RISK MANAGEMENT
Chapter 8
XiongWei Ju
Managing Director
Millennium Partners
b20fei20s THE RISK BOOK
Chapter 15
Fei Zhou
Managing Director
Lehman Brothers
b20anlong20s HEDGING WITH TREES
Anlong Li
Director
Barclays Capital
r20dapeng20602080 RESEARCH INSTITUTE FOR HOUSING AMERICA
00(2), 2000
Dr Dapeng Hu
Director
BlackRock
r20anlong20120602080 ADVANCES IN FUTURES AND OPTIONS RESEARCH
Anlong Li
Barclays Capital
b20ma INVESTING IN CHINA
Winston Ma
JPMorgan
m20wai20lee20602080 HARVARD BUSINESS ONLINE
Wai Lee
Managing Director
Lehman Brothers

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

m20david20120602080 6TH ANNUAL CDO SUMMIT
Panel Investing in CDO Equity
David Yan
Head of CDO research
Credit Suisse
m20david202 THE ANNUAL CREDIT CONGRESS
Oct 2005
David Yan
Head of CDO research
Credit Suisse
m20david20320602080 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

m20david20yan20602080 THE UNIVERSITY OF HONG KONG
CERC
David Yan
Head of CDO research
Credit Suisse
misc20jin20yong20602080 CREDIT SUISSE ANNUAL BUSINESS REVIEW
2005, Page 21
Charles Jin, Managing Director
Yong Cao, Director
misc20anlong20602080 FEDERAL RESERVE BANK
Anlong Li
Director
Barclays Capital

 

 

 

 

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