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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.
| 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
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
