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

  1. Interest rate modelling
  2. Equity and FX modelling
  3. Risk Management
  4. Credit Derivatives
  5. Inflation Derivatives
  6. Other Topics

The current head of QUARC is Dherminder Kainth

Books by members of the QUARC team.

Counter courtesy of