The purpose of this page is to
provide copies of papers on mathematical finance produced
by current and former
members of the Quantitative Research Centre (or QUARC for short).
Papers, notes and presentations on
- Interest rate modelling
- Equity and FX modelling
- Risk Management
- Credit Derivatives
- Inflation Derivatives
- Other Topics
The current head of QUARC is Dherminder Kainth
Books by members of the QUARC team.