Trump Knows You Better Than You Know Yourself
Psychometrics and the (counter)revolution in marketing https://t.co/omREGjQgMn â moneyscience (@moneyscience) January 26, 2017
View ArticleFrequently asked questions on market risk capital requirements published by...
Press release about the Basel Committee publishing "Frequently asked questions on market risk capital requirements", 26 January 2017.
View ArticleFrequently asked questions on market risk capital requirements
The Basel Committee is publishing frequently asked questions on market risk capital requirements, January 2017.
View ArticleThe real effects of household debt in the short and long run
Household debt levels relative to GDP have risen rapidly in many countries over the past decade. We investigate the macroeconomic impact of such increases by employing a novel estimation technique...
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January 2017 Data Update 6: A Cost of Capital Update!
I have described the cost of capital as the Swiss Army knife of finance, a number that shows up in so many different places in corporate financial and analysis and valuation and in so many different...
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Building the Internet
For business managers, the biggest question surrounding the Internet of Things is what to do with it. This book examines the way IoT is being used today—and will be used in the future—to help you...
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The Fix: How Bankers Lied, Cheated and Colluded to Rig the World's Most...
In the midst of the financial crisis, Tom Hayes and his network of traders and brokers from Wall Street's leading firms set to work engineering the biggest financial conspiracy ever seen, coming...
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On a class of path-dependent singular stochastic control problems....
This paper studies a class of non-Markovian singular stochastic control problems, for which we provide a novel probabilistic representation. The solution of such control problem is proved to identify...
View ArticleUnderstanding food inflation in India: A Machine Learning approach....
Over the past decade, the stellar growth of Indian economy has been challenged by persistently high levels of inflation, particularly in food prices. The primary reason behind this stubborn food...
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ITG Reports Fourth Quarter 2016 Results
Profitability Driven by International Revenue Growth, U.S. Market Share Gains Continued NEW YORK, Feb. 01, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology...
View ArticleHow Successful Leaders Make Decisions
Lydia Dishman has written a column for Fast Company titled, "How Leaders at Google, Buzzfeed, and More Make Decisions." She has a number of interesting tidbits from various leaders. A few key...
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January 2017 Data Update 8: The Dark and Light Sides of Debt
There is no aspect of corporate finance where morality plays a bigger role than the decision of how much to borrow. That should come as no surprise. For generations, almost every religion has...
View ArticleA confidence-based model for asset and derivative prices in the BitCoin...
We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin...
View ArticleThe valuation of European option with transaction costs by mixed fractional...
This paper deals with the problem of discrete-time option pricing by the mixed fractional version of Merton model with transaction costs. By a mean-self-financing delta hedging argument in a...
View ArticleZipf's law for share price and company fundamentals. (arXiv:1702.00144v1...
We statistically investigate the distribution of share price and the distributions of three common financial indicators using data from approximately 8,000 companies publicly listed worldwide for the...
View ArticleFractional delta hedging strategy for pricing currency options with...
This study deals with the problem of pricing European currency options in discrete time setting, whose prices follow the fractional Black Scholes model with transaction costs. Both the pricing formula...
View ArticleFit for Growth: A Guide to Strategic Cost Cutting, Restructuring, and Renewal
A practical approach to business transformationread more...
View ArticleA Complete Guide to the Futures Market: Technical Analysis, Trading Systems,...
The essential futures market reference guideread more...
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