Multinomial method for option pricing under Variance Gamma....
This paper presents a multinomial method for option pricing when the underlying asset follows an exponential Variance Gamma process. The continuous time Variance Gamma process is approximated by a...
View ArticleNumerical analysis of an extended structural default model with mutual...
We consider a structural default model in an interconnected banking network as in Lipton [International Journal of Theoretical and Applied Finance, 19(6), 2016], with mutual obligations between each...
View ArticleThe Big Pad of 50 Blank, Extra-Large Business Model Canvases and 50 Blank,...
100 Blank, Extra Large, Tear-Out Canvases Give You More Space to Brainstorm and Strategizeread more...
View ArticleAsymmetric information and the securitization of SME loans
Using credit register data for loans to Italian firms we test for the presence of asymmetric information in the securitization market by looking at the correlation between the securitization...
View ArticleFinalising Basel III reforms
Press release about the completion of the Basel III reforms (3 January 2017)
View ArticleBusinesses no longer have an excuse not to disclose their climate risks
Climate change may be one of the worldâs best-modeled processes in physics, but in finance, information is scarcehttps://t.co/dyD3ySxsm6 â moneyscienceâ¦
View ArticleSir Mark Walport on Twitter
Applications are open for membership of the Prime Ministerâs Council for Science and Technology @Number10gov https://t.co/oBXcJJMNnwâ¦
View ArticleConsistency & Simplicity: Keys to an Effective Message
In a recent New York Times Corner Office column, Adam Bryant interviewed John Lilly, a partner at Silicon Valley venture capital firm Greylock Partners. Lilly offered this leadership lesson that he...
View ArticleNet Stable Funding Ratio: Impact on Funding Value Adjustment....
In this paper we investigate the relationship between Funding Value Adjustment (FVA) and Net Stable Funding Ratio (NSFR). FVA is defined in a consistent way with NSFR such that the new framework of FVA...
View ArticleStyle and Statistics: The Art of Retail Analytics
Style & Statistics is a real-world guide to analytics in retail. Written specifically for the non-IT crowd, this book explains analytics in an approachable, understandable way, and provides...
View ArticleMarketing 4.0: Moving from Traditional to Digital
Marketing 4.0: Moving from Traditional to Digital is the much-needed handbook for next-generation marketing. Written by the world's leading marketing authorities, this book helps you navigate the...
View ArticleVenture Deals: Be Smarter Than Your Lawyer and Venture Capitalist, 3rd Edition
Get the inside scoop on what venture capitalists want to see in your startup as you hit the fundraising trail.This is the highly anticipated third edition of the best-selling book which has become the...
View ArticleTrade-off Analytics: Creating and Exploring the System Tradespace
Presents information to create a trade-off analysis framework for use in government and commercial acquisition environmentsread more...
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Distrust Forecasts, Part 2
Photo Credit: D.C.Atty || Scrawled in 2008, AFTER the crash startedread more...
View ArticleThe World’s Largest Hedge Fund Is Building an Algorithmic Model From...
The Worldâs Largest Hedge Fund Is Building an #Algorithmic Model From Its Employeesâ #Brain https://t.co/zcLMzjXIY2 via @amalmerzouk â D. Geromichalos ScDâ¦
View ArticleHedge funds embrace machine learning, but humans are still in charge
#Hedgefunds embrace #machinelearning, but humans are still in charge | South China Morning Post https://t.co/ypzUU5kqIi via @SCMP_News â Yves Hilpisch (@dyjh)â¦
View ArticleYes, Some Extreme Weather Can Be Blamed on Climate Change
Climate change is now increasing the frequency and magnitude of many extreme weather events https://t.co/dMoGmz6lgd â Scientific American (@sciam) January 4,â¦
View Articlehttps://t.co/kwFQpt2KC6
"Risk and Choice: A Research Saga" https://t.co/kwFQpt2KC6 by Christian Gollier, James Hammitt and Nicolas Treich â Arthur Charpentier (@freakonometrics)â¦
View ArticleThe Costs of and Net Returns to College Major -- by Joseph G. Altonji, Seth...
This paper uses administrative student and expenditure data from Florida public universities to describe a) how the cost of producing graduates varies by major, b) how the inclusion of major-specific...
View ArticleNon-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy...
We investigate a novel determinant of household financial delinquency, namely, people's subjective expectations regarding the cost-benefit trade-off in default decisions. These expectations are...
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