Предлагаю вашему вниманию сбоник внутрибанковских учебников ML, GS, Citi, etc.

[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf
[Bank of America] An Introduction to Agency MBS Derivatives.pdf
[Bank of America] Credit Strategy — Monolines — A Potential CDS Settlement Disaster.pdf
[Bank of America] Fixed-Rate IO Mortgages.pdf
[Bank of America] Guide to Credit Default Swaptions.pdf
[Bank of America] Hybrid ARM MBS — Valuation and Risk Measures.pdf
[Bank of America] Introduction to Agency CMO Structures.pdf
[Bank of America] Introduction to Cross Currency Swaps.pdf
[Bank of America] Option Prices Imply a Dividend Yield — Examining Recent Trading in JPM.pdf
[Bank of America] Outlook for the RMBS Market in 2007.pdf
[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf
[Bank of America] Pricing Mortgage-back Securities.pdf

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