Much of the latest research and opinion on contemporary investment strategies is not currently accessible to a wider audience – particularly papers originating from the industry – simply because there is no reliable outlet for them... until now.
The Journal of Investment Strategies meets the thirst for fresh views on this crucial discipline and equips the global investment community with a practical, cutting-edge journal dedicated to the research and investigation of modern investment strategies – those breaking new ground on the "classical" Markowitz approaches in both its subject and methodologies.
This new Risk Journal puts you at the forefront of modern investment strategies.
Topics: Risk Management
More on Risk Management
In this paper, we clarify the relationships among popular methods for pricing European options based on the Fourier expansion of the payoff function (iFT method) and the simlified trapezoid rule.We suggest...
We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy processes)....
Observing prices of European put and call options, we calibrate exponential Lévy models nonparametrically. We discuss the efficient implementation of the spectral estimation procedures for Lévy models...
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