Research Notes
Technical notes and derivations from our research
Our research notes provide detailed technical derivations, proofs, and extended discussions that complement the main textbook material. These are living documents updated as new insights emerge.
Categories
Valuation Theory
DCF extensions, relative valuation adjustments, and real options derivations
Risk Models
Factor model specifications, VaR methodologies, and stress testing frameworks
Derivatives
Option pricing extensions, exotic structures, and numerical methods
Capital Structure
Optimal leverage derivations, credit spread models, and distress analysis
Recent Notes
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