David_Harper's Library
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  • C_Alexander
    Screencasts the feature XLS from Carol Alexander's book (by permission)

    Last modified:

    01/28/09 02:22 PM ET
    Public
    1 item(s)

    Size:

    10.02MB
    My Library ...
  • CFA

    Last modified:

    01/03/11 02:50 PM ET
    Public
    7 item(s)

    Size:

    72.85MB
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  • FRM
    10 min. reviews of key topics

    Last modified:

    08/23/09 04:17 PM ET
    Public
    6 item(s)

    Size:

    83.36MB
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  • Personal Finance

    Last modified:

    02/03/11 04:10 PM ET
    Public
    1 item(s)

    Size:

    9.32MB
    My Library ...

  • Last modified:

    01/15/08 03:58 PM ET

    Duration:

    9:20

    Size:

    5.96MB
    My Library ...

  • Last modified:

    06/06/10 02:32 PM ET

    Size:

    80KB
    My Library ...
  • 0203_logreturns_1

    Last modified:

    02/03/09 12:54 PM ET

    Duration:

    6:16

    Size:

    10.26MB
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  • 0203_logreturns_2

    Last modified:

    02/03/09 01:03 PM ET

    Duration:

    6:16

    Size:

    7.81MB
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  • 0203_logreturns_3

    Last modified:

    02/03/09 01:15 PM ET

    Duration:

    6:16

    Size:

    10.22MB
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  • 0203_volatlity_simple

    Last modified:

    02/03/10 04:28 PM ET

    Duration:

    7:10

    Size:

    3.81MB
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  • 0210-dcf

    Last modified:

    02/10/10 01:42 PM ET

    Duration:

    5:15

    Size:

    8.14MB
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  • 0616_abacus_v1

    Last modified:

    06/16/10 01:24 PM ET

    Duration:

    9:39

    Size:

    9.41MB
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  • 0618_volatility_smile

    Last modified:

    06/18/10 02:54 PM ET

    Duration:

    9:23

    Size:

    9.67MB
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  • 0628_zeroDuration_v1

    Last modified:

    06/28/10 02:39 PM ET

    Duration:

    6:48

    Size:

    6.82MB
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  • 0716_hazardrate

    Last modified:

    07/16/10 02:17 PM ET

    Duration:

    8:01

    Size:

    8.35MB
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  • 0719_variance_swap

    Last modified:

    07/19/10 06:15 PM ET

    Duration:

    8:27

    Size:

    8.43MB
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  • 0721_par_yield

    Last modified:

    07/21/10 02:57 PM ET

    Duration:

    10:02

    Size:

    13.21MB
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  • 0723_wacc

    Last modified:

    07/23/10 04:09 PM ET

    Duration:

    9:09

    Size:

    9.56MB
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  • 0726_zspread

    Last modified:

    07/26/10 02:25 PM ET

    Duration:

    8:18

    Size:

    9.62MB
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  • 0728_lognormal_var

    Last modified:

    07/28/10 05:41 PM ET

    Duration:

    8:50

    Size:

    15.61MB
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  • 0730_ccp

    Last modified:

    07/30/10 02:04 PM ET

    Duration:

    6:53

    Size:

    10.67MB
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  • 0804_termstructure

    Last modified:

    08/04/10 02:25 PM ET

    Duration:

    8:06

    Size:

    12.71MB
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  • 0806_ewma_garch

    Last modified:

    08/06/10 04:46 PM ET

    Duration:

    9:54

    Size:

    16.6MB
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  • 0809_logistic

    Last modified:

    08/09/10 09:31 PM ET

    Duration:

    8:56

    Size:

    14.2MB
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  • 0811_cpr_psa

    Last modified:

    08/11/10 12:01 PM ET

    Duration:

    8:24

    Size:

    17.71MB
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  • 0813_wc

    Last modified:

    08/13/10 05:58 PM ET

    Duration:

    8:31

    Size:

    15.34MB
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  • 0816_cc_pp

    Last modified:

    08/16/10 02:09 PM ET

    Duration:

    7:44

    Size:

    11.41MB
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  • 0818_hs_rank

    Last modified:

    08/18/10 03:36 PM ET

    Duration:

    7:23

    Size:

    10.23MB
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  • 0820_bond_closed

    Last modified:

    08/20/10 04:22 PM ET

    Duration:

    6:09

    Size:

    11.79MB
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  • 0823_freecashflow

    Last modified:

    08/23/10 02:07 PM ET

    Duration:

    9:42

    Size:

    24.75MB
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  • 0825_TIPS

    Last modified:

    08/25/10 07:22 PM ET

    Duration:

    6:29

    Size:

    10.81MB
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  • 0827_gordongrowth

    Last modified:

    08/27/10 04:31 PM ET

    Duration:

    7:24

    Size:

    11.52MB
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  • 0830_basisrisk

    Last modified:

    08/30/10 08:32 PM ET

    Duration:

    9:38

    Size:

    16.36MB
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  • 0901_peratio

    Last modified:

    09/01/10 03:21 PM ET

    Duration:

    11:26

    Size:

    20.32MB
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  • 0903_cashcarryarb

    Last modified:

    09/03/10 01:25 PM ET

    Duration:

    9:24

    Size:

    17.2MB
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  • 1.a.i.IntroVaR

    Last modified:

    04/26/09 03:14 PM ET

    Duration:

    10:16

    Size:

    14.98MB
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  • 1.a.i.IntroVaR

    Last modified:

    04/26/09 11:23 AM ET

    Duration:

    10:16

    Size:

    19.79MB
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  • 6-14-2008 7-15-28 PM

    Last modified:

    06/14/08 10:33 PM ET

    Duration:

    0:17

    Size:

    2.99MB
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  • abc_cdo

    Last modified:

    03/27/08 12:25 PM ET

    Duration:

    8:41

    Size:

    3.44MB
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  • abcp

    Last modified:

    03/20/08 02:02 PM ET

    Duration:

    5:11

    Size:

    2.44MB
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  • absolute_var

    Last modified:

    04/10/08 03:05 PM ET

    Duration:

    9:43

    Size:

    4.92MB
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  • abx

    Last modified:

    10/08/08 02:33 PM ET

    Duration:

    9:17

    Size:

    14.2MB
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  • adj_exposure

    Last modified:

    09/16/08 04:07 PM ET

    Duration:

    6:52

    Size:

    7.9MB
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  • ai

    Last modified:

    05/16/08 02:32 PM ET

    Duration:

    7:40

    Size:

    4.13MB
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  • alpha_0714

    Last modified:

    07/14/10 02:47 PM ET

    Duration:

    6:22

    Size:

    7.92MB
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  • altmans_z

    Last modified:

    09/10/08 02:12 PM ET

    Duration:

    8:05

    Size:

    3.49MB
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  • anova

    Last modified:

    04/25/08 01:06 PM ET

    Duration:

    9:13

    Size:

    3.61MB
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  • anova_tes

    Last modified:

    04/26/08 06:01 PM ET

    Duration:

    5:00

    Size:

    9.46MB
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  • araroc_1

    Last modified:

    10/16/08 01:54 PM ET

    Duration:

    9:57

    Size:

    18.7MB
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  • asian

    Last modified:

    06/24/08 01:01 PM ET

    Duration:

    6:49

    Size:

    3.02MB
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  • b2_credit_basic

    Last modified:

    10/21/08 02:40 PM ET

    Duration:

    7:14

    Size:

    12.62MB
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  • b2_crm_1

    Last modified:

    10/23/08 02:49 PM ET

    Duration:

    9:32

    Size:

    13.97MB
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  • b2_opRisk_intro

    Last modified:

    10/24/08 04:20 PM ET

    Duration:

    7:27

    Size:

    12.5MB
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  • b2_overview

    Last modified:

    10/20/08 03:57 PM ET

    Duration:

    9:57

    Size:

    14.75MB
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  • backtest

    Last modified:

    06/23/10 03:43 PM ET

    Duration:

    8:14

    Size:

    8.76MB
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  • balanceSheet_1

    Last modified:

    09/07/09 02:51 PM ET

    Duration:

    5:54

    Size:

    4.51MB
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  • bankBalanceSheet

    Last modified:

    09/09/09 02:03 PM ET

    Duration:

    9:01

    Size:

    8.5MB
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  • barrier_option

    Last modified:

    06/20/08 11:43 AM ET

    Duration:

    3:45

    Size:

    1.87MB
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  • basis

    Last modified:

    04/30/08 12:30 PM ET

    Duration:

    9:19

    Size:

    4.2MB
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  • basketCDS

    Last modified:

    03/11/08 02:59 PM ET

    Duration:

    7:00

    Size:

    2.76MB
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  • bayes_1

    Last modified:

    01/09/08 12:52 PM ET

    Duration:

    6:38

    Size:

    3.07MB
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  • best_hedge_2

    Last modified:

    11/06/08 04:36 PM ET

    Duration:

    5:55

    Size:

    8.77MB
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  • beta_in_frm

    Last modified:

    09/26/08 02:22 PM ET

    Duration:

    9:26

    Size:

    11MB
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  • beta_is_mvhedge

    Last modified:

    03/27/09 12:41 PM ET

    Duration:

    3:51

    Size:

    4.17MB
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  • beta_lgd

    Last modified:

    09/18/08 02:30 PM ET

    Duration:

    7:28

    Size:

    8.03MB
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  • binom_2step

    Last modified:

    06/11/08 01:40 PM ET

    Duration:

    8:57

    Size:

    5.25MB
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  • binomial_1step

    Last modified:

    06/05/08 02:21 PM ET

    Duration:

    6:52

    Size:

    2.69MB
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  • binomial_pdf2

    Last modified:

    01/16/08 04:31 PM ET

    Duration:

    9:57

    Size:

    5.25MB
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  • bivariate_normal

    Last modified:

    10/28/08 04:26 PM ET

    Duration:

    8:36

    Size:

    11.38MB
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  • blacks

    Last modified:

    05/30/08 02:08 PM ET

    Duration:

    8:20

    Size:

    4.52MB
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  • blacks_vs_binom

    Last modified:

    06/12/08 03:27 PM ET

    Duration:

    5:47

    Size:

    2.93MB
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  • bond_calcs

    Last modified:

    05/14/08 02:15 PM ET

    Duration:

    7:42

    Size:

    3.18MB
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  • bondConvexity_v1

    Last modified:

    06/30/10 04:05 PM ET

    Duration:

    10:02

    Size:

    11.06MB
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  • bootstrap

    Last modified:

    02/26/08 01:14 PM ET

    Duration:

    9:59

    Size:

    4.94MB
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  • bootstrap_1

    Last modified:

    04/11/08 01:17 PM ET

    Duration:

    8:53

    Size:

    6.85MB
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  • brief

    Last modified:

    05/06/07 08:29 PM ET

    Duration:

    1:06

    Size:

    11.37MB
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  • bt_0208-dv01

    Last modified:

    02/09/10 02:02 PM ET

    Duration:

    6:30

    Size:

    9.46MB
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  • cam5_recorder_v1

    Last modified:

    12/17/07 03:27 PM ET

    Duration:

    12:07

    Size:

    37.35MB
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  • catBonds

    Last modified:

    03/17/08 01:06 PM ET

    Duration:

    6:11

    Size:

    2.8MB
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  • cdo

    Last modified:

    03/18/08 01:13 PM ET

    Duration:

    7:35

    Size:

    3.19MB
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  • cds

    Last modified:

    03/10/08 01:16 PM ET

    Duration:

    5:57

    Size:

    2.29MB
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  • cds_value

    Last modified:

    10/25/08 03:57 PM ET

    Duration:

    9:24

    Size:

    14.52MB
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  • cdsBasisTrade

    Last modified:

    07/02/10 03:13 PM ET

    Duration:

    5:52

    Size:

    5.2MB
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  • ce_1

    Last modified:

    10/03/08 02:24 PM ET

    Duration:

    8:52

    Size:

    8.08MB
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  • chi_square

    Last modified:

    04/03/08 01:56 PM ET

    Duration:

    6:35

    Size:

    3.28MB
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  • chisquare

    Last modified:

    01/29/08 12:07 PM ET

    Duration:

    10:10

    Size:

    5.86MB
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  • cln

    Last modified:

    03/13/08 01:47 PM ET

    Duration:

    5:53

    Size:

    2.78MB
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  • clt_v2

    Last modified:

    01/02/08 03:57 PM ET

    Duration:

    11:07

    Size:

    15.56MB
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  • cm_bb2

    Last modified:

    10/29/08 01:51 PM ET

    Duration:

    9:23

    Size:

    15.91MB
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  • cml_1

    Last modified:

    11/03/08 01:35 PM ET

    Duration:

    10:16

    Size:

    15.4MB
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  • combinations_1

    Last modified:

    01/14/08 02:00 PM ET

    Duration:

    7:09

    Size:

    3.85MB
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  • compound_freq

    Last modified:

    05/15/08 01:44 PM ET

    Duration:

    8:55

    Size:

    7.72MB
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  • compound_freq_convert

    Last modified:

    02/05/09 01:30 PM ET

    Duration:

    7:11

    Size:

    12.94MB
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  • compound_option

    Last modified:

    06/19/08 01:21 PM ET

    Duration:

    3:34

    Size:

    1.52MB
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  • conf_interval

    Last modified:

    04/14/08 12:22 PM ET

    Duration:

    8:16

    Size:

    4.54MB
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  • contango

    Last modified:

    05/08/08 12:12 PM ET

    Duration:

    7:47

    Size:

    3.29MB
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  • conversion_factor

    Last modified:

    08/29/08 01:33 PM ET

    Duration:

    6:40

    Size:

    2.99MB
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  • copula_gauss_1

    Last modified:

    08/31/09 01:57 PM ET

    Duration:

    7:29

    Size:

    6.04MB
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  • corn

    Last modified:

    05/06/08 04:08 PM ET

    Duration:

    7:03

    Size:

    3.15MB
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  • correlApply_1

    Last modified:

    01/08/08 01:09 PM ET

    Duration:

    12:34

    Size:

    7.42MB
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  • costofcarry

    Last modified:

    05/02/08 04:22 PM ET

    Duration:

    8:36

    Size:

    4.07MB
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  • costofcarry1

    Last modified:

    05/02/08 04:28 PM ET

    Duration:

    8:32

    Size:

    4.04MB
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  • counterpartyExpose_v1

    Last modified:

    07/09/10 02:51 PM ET

    Duration:

    7:40

    Size:

    9.13MB
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  • covar

    Last modified:

    01/07/08 12:25 PM ET

    Duration:

    11:20

    Size:

    8.85MB
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  • crack_spread

    Last modified:

    05/12/08 12:10 PM ET

    Duration:

    5:16

    Size:

    2.49MB
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  • crack_spread_wipod

    Last modified:

    05/12/08 11:33 PM ET

    Duration:

    5:16

    Size:

    10.76MB
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  • credit_metrics_1

    Last modified:

    10/27/08 01:04 PM ET

    Duration:

    10:20

    Size:

    17.05MB
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  • creditspreadoption

    Last modified:

    03/26/08 02:11 PM ET

    Duration:

    8:29

    Size:

    3.45MB
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  • ctd

    Last modified:

    09/01/08 01:38 PM ET

    Duration:

    5:55

    Size:

    2.56MB
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  • cubicPoly

    Last modified:

    03/05/08 02:02 PM ET

    Duration:

    7:06

    Size:

    5.22MB
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  • cumulative_pd

    Last modified:

    09/12/08 01:57 PM ET

    Duration:

    8:18

    Size:

    3.84MB
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  • currency_fwd_var

    Last modified:

    08/06/08 03:18 PM ET

    Duration:

    7:35

    Size:

    2.95MB
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  • currencyswap

    Last modified:

    05/26/08 02:08 PM ET

    Duration:

    4:42

    Size:

    2.01MB
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  • day_count

    Last modified:

    08/27/08 02:34 PM ET

    Duration:

    5:28

    Size:

    2.4MB
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  • defaultCorrelation

    Last modified:

    06/25/10 02:48 PM ET

    Duration:

    7:34

    Size:

    7.49MB
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  • delta_neutral

    Last modified:

    06/18/08 02:43 PM ET

    Duration:

    9:11

    Size:

    3.92MB
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  • delta_opm

    Last modified:

    06/03/08 01:48 PM ET

    Duration:

    7:23

    Size:

    3.24MB
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  • deltan_hedge

    Last modified:

    06/17/08 02:21 PM ET

    Duration:

    7:00

    Size:

    2.84MB
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  • dev01hedge

    Last modified:

    03/04/08 01:57 PM ET

    Duration:

    9:23

    Size:

    5.68MB
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  • discountFunction

    Last modified:

    02/21/08 02:35 PM ET

    Duration:

    8:53

    Size:

    4.75MB
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  • distributionMoments

    Last modified:

    01/23/08 12:23 PM ET

    Duration:

    8:44

    Size:

    5.14MB
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  • diverse_bond_var

    Last modified:

    08/05/08 01:10 PM ET

    Duration:

    8:58

    Size:

    3.61MB
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  • dollar_duration_zero_1

    Last modified:

    02/26/09 01:53 PM ET

    Duration:

    7:29

    Size:

    10.51MB
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  • durationIntro

    Last modified:

    02/18/08 12:08 PM ET

    Duration:

    7:37

    Size:

    3.44MB
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  • eb_week1_sample_10min

    Last modified:

    01/07/08 05:28 PM ET

    Duration:

    9:18

    Size:

    6.81MB
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  • ec_market_risk

    Last modified:

    10/17/08 01:38 PM ET

    Duration:

    8:46

    Size:

    11.81MB
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  • ed_convexity

    Last modified:

    09/03/08 01:30 PM ET

    Duration:

    5:11

    Size:

    2.05MB
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  • edf_merton

    Last modified:

    09/17/08 02:44 PM ET

    Duration:

    9:28

    Size:

    9.56MB
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  • el_correlate

    Last modified:

    09/23/08 02:27 PM ET

    Duration:

    7:58

    Size:

    12.35MB
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  • errorTypes

    Last modified:

    01/28/08 04:16 PM ET

    Duration:

    9:29

    Size:

    4.39MB
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  • eurodollar_futures

    Last modified:

    08/28/08 02:19 PM ET

    Duration:

    6:43

    Size:

    2.93MB
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  • evt_1

    Last modified:

    04/09/08 12:27 PM ET

    Duration:

    8:33

    Size:

    3.57MB
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  • ewma

    Last modified:

    02/11/08 04:03 PM ET

    Duration:

    8:55

    Size:

    7.01MB
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  • excess_spread

    Last modified:

    10/04/08 01:54 PM ET

    Duration:

    6:45

    Size:

    9.55MB
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  • exchange

    Last modified:

    06/25/08 12:36 PM ET

    Duration:

    5:11

    Size:

    2.36MB
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  • exp_return

    Last modified:

    06/10/08 02:36 PM ET

    Duration:

    7:00

    Size:

    2.9MB
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  • expected_loan_return

    Last modified:

    09/04/08 12:51 PM ET

    Duration:

    5:28

    Size:

    2.92MB
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  • expected_shortfall

    Last modified:

    08/27/09 11:54 AM ET

    Duration:

    7:28

    Size:

    4.42MB
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  • fdist

    Last modified:

    04/02/08 12:50 PM ET

    Duration:

    8:16

    Size:

    4.84MB
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  • fi_map

    Last modified:

    07/30/08 03:52 PM ET

    Duration:

    8:11

    Size:

    3.49MB
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  • first_derivative_1

    Last modified:

    02/24/09 03:35 PM ET

    Duration:

    4:41

    Size:

    5.04MB
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  • forward_cont

    Last modified:

    05/20/08 04:04 PM ET

    Duration:

    7:41

    Size:

    3.01MB
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  • forward_price

    Last modified:

    09/02/08 02:23 PM ET

    Duration:

    7:11

    Size:

    3.04MB
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  • forwardRates

    Last modified:

    02/27/08 02:27 PM ET

    Duration:

    7:42

    Size:

    4.27MB
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  • fra

    Last modified:

    05/13/08 01:16 PM ET

    Duration:

    8:52

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  • key_rate_tuckman

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  • normsinv_1

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  • pdf_versus_cdf_2

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  • PeriodicROR

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  • PeriodicROR_woPIP

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  • PeriodicROR_woPIP

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  • piecewiseSpline

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  • randomVarThy_1

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  • relative_rate_of_change_v1

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  • rollReturnFutures_v1

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  • rss_barreto_1

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  • sample_regression_function_1

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  • scale_autocorrelated_vol

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  • skewKurt

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  • sqrRootRule

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  • test6

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  • testExcelBlog

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  • testExcelBlog_400w_300h

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  • testROR

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  • testROR

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  • testROR

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  • testROR

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  • testROR_640w_FLV

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  • usingNormal_2

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    3.37MB
    My Library ...
  • ytm

    Last modified:

    02/20/08 12:53 PM ET

    Duration:

    8:56

    Size:

    4.38MB
    My Library ...

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