This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan
Tuesday, November 14, 2006
An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets
A very useful review of pricing models used in banking. It has a list of model vendors and their product and it's very fresh (oct 2006). Nice job!