Published / Preprint: Maximum likelihood estimators for a jump-type Heston...
We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations of the price process together with its jump part....
View ArticlePublished / Preprint: Volume Weighted Average Price Optimal Execution....
We study the problem of optimal execution of a trading order under Volume Weighted Average Price (VWAP) benchmark, from the point of view of a risk-averse broker. The problem consists in minimizing...
View ArticleBlog Post: ThePracticalQuant: Hardcore Data Science, NYC 2015
Ben Recht and I hosted another great edition of Hardcore Data Science in NYC yesterday. From the very first talk, the room was full, the audience was attentive, and the energy in the room was high...
View ArticlePublished / Preprint: 30Sep/Basel III implementation assessment of the...
Press release about Basel III implementation assessments of Saudi Arabia by the Basel Committee (30 September 2015)
View ArticlePublished / Preprint: Dynamics of multivariate default system in random...
We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view of change of...
View ArticlePublished / Preprint: 01Oct/Report on the regulatory consistency of...
Press release about the report on the regulatory consistency of risk-weighted assets for counterparty credit risk issued by the Basel Committee, October 2015
View ArticleEvent: Investor Behavior: The Psychology of Risk - Free Webinar from Victor...
Location: Online; Date: October 30th, 2015; Professor Ricciardi discusses behavioral finance, the psychology behind risk-taking, what makes individuals feel the way they do when making financial...
View ArticleBlog Post: iMFdirect: Emerging Market Corporate Debt in Foreign Currencies
By Selim Elekdag and Gaston Gelosread more...
View ArticleSentiment Analysis in Trading Explained Using R
A working model for Sentiment Analysis in Trading https://t.co/P94B6r595q â moneyscience (@moneyscience) April 22, 2016
View ArticleCarney loosens grip around banks and unlocks £150bn for...
The Bank of England has slashed its capital requirements for UK banks, https://t.co/5ZJET2GPBU â moneyscience (@moneyscience) July 5, 2016
View ArticleWhatâs wrong with MiFID II?
Years in planning and one year late, the European UnionâÂÂs #MiFIDII regulation will catch out much of the industry. https://t.co/0RXKeOd8F6 â Risk Managementâ¦
View Articlehttps://t.co/wgkbDGjDJL
This Is What Makes Quantum Computers Powerful Problem Solvers #quantumcomputing https://t.co/wgkbDGjDJL via @singularityhub â Yves Hilpisch (@dyjh) June 12,â¦
View ArticleThe Bounty Hunter of Wall Street
Andrew Left, The Bounty Hunter of Wall Street https://t.co/XJ1EAnReFn â moneyscience (@moneyscience) June 12, 2017
View ArticleRussian held over bitcoin laundering linked to BTC-e exchange: sources
Russian held over bitcoin laundering linked to BTC-e exchange: sources. https://t.co/LUhFLnGMR4 by @jc_stubbs #fintech #ReutersFintechâ¦
View ArticleRichard Thaler wins 2017 Nobel prize in economics â as it happened
Richard Thaler wins 2017 Nobel prize in economicshttps://t.co/1zTCNDOCwY â moneyscience (@moneyscience) October 9, 2017
View ArticleThe Nobel Prize on Twitter
BREAKING NEWS The 2017 Prize in Economic Sciences is awarded to Richard H. Thaler @R_Thaler @UChicago @ChicagoBooth #NobelPrizeâ¦
View ArticleBehavioural Finance, Applied: Centapse and Oxford Risk announce new partnership
Applied Behavioural Finance: Oxford Risk And Centapse Are Excited To Announce A New Partnership - https://t.co/BqGf9eJMUO â Centapse (@Centapse) October 10,â¦
View ArticleBanks should be worried about Amazon rather than fintech, says McKinsey
Banks should fear the financial prowess of Amazon rather than fintech firms, says McKinsey https://t.co/XYV6oEm29x â moneyscience (@moneyscience) October 25,â¦
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