A recent question asked for a tutorial on bank loans, a reasonably sophisticated and niche topic for quants for which it's not so easy to find a good introduction. In fact, I worked on a quantitative bank loan model for months before I serendipitously found some of the references I included in my answer to that question.
I often collect quant-oriented primers and introductions to various asset classes, which I typically find in the process of working on a new project in some asset class for the first time. Therefore I reacted positively to SQLCurious's posting of the loans question, and suggested he post more. However, these follow up questions received many negative votes, and were ultimately closed.
Hence I come to the community to ask, why not have a series of questions on serious quant intros to esoteric asset classes? If there is support for such a series, please post your suggestions for asset classes below. My starting list would be
- Credit Default Swaps
- Variance Swaps
- Convertible Bonds
- Inflation-Linked Bonds
- Commercial Mortgage Backed Securities
- Non-Agency Residential Mortgage Backed Securities