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Graduate Thesis


No idea yet

  1. Relatively basic stuff about Levy Processes
  2. Infinitesimal Generator
  3. Markov Renewal Process
  4. Book of Jump Models by Peter Tankov
  5. Jeanblanc-Poisson.pdf
  6. A Mater thesis about swaps

Market Data


Market Data for S&P 500 variance swap

  1. DAuria-advs-Marchioro.pdf
  2. Zhu_Lian_JFM_1.pdf
  3. The CBOE S&P 500 three-month variance futures - Zhang - 2009 - Journal of Futures Marke...
  4. vixwhite.pdf
  5. Chicago Board Options Exchange - The World's Largest Options Exchange
  6. va_qrg.pdf

Some stuff

  1. My Drive - Google Drive
  2. Free Puzzle & Skill games at
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