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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
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The top C++ users on StackOverflow created a c++faq tag specifically for all of the common questions. It might be possible to create a faq tag for Quant.SE that would include the free data online question and the programming language question. Then this faq tag would be linked from our official FAQ page.

Note that we aren't Wikipedia, so the last thing we should ever try to be is a complete explanation of quantitative finance, including the "primer" material. That's a book.

I will add that QuantNet already does some of these things, particularly data sources and the book list. I'm curious how much value we'd really be adding by stepping on their toes.

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  • $\begingroup$ I'm not suggesting we actually post the content of the primers, which would be imitating wikipedia. I'm proposing that we post lists of links, and people can vote on the list they find most useful. While QuantNet may have a good list of data sources and books, I don't believe I've ever seen anywhere a good comprehensive list of links to introductory material on a niche topic. For example, you will not find any mention of the Citi or Barclays loan models on wikipedia or QuantNet. $\endgroup$ – Tal Fishman May 17 '12 at 17:19
  • $\begingroup$ @TalFishman Fortunately, there's an easy way to fix missing data on Wikipedia. :) $\endgroup$ – chrisaycock May 17 '12 at 18:10
  • $\begingroup$ @chrisaycock: my past experience with wikipedia correction have been troublesome.But perhaps, that's because i was correcting articles on fictional novels. But i have read some scientists blog of the same opinion that wikipedia is now controlled by a biased group of editors. :-) $\endgroup$ – user2523 Jun 10 '12 at 8:16

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