The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a...
Lost in translation: Accuracy versus profitability of intraday, overnight and volume information for volatility-based trading
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Technical papers/Technology articles
While the private banking industry is in general relatively well equipped on the tax planning side, with tools that can allow private bankers to analyse the situation of high net worth individuals o...
Approfondimenti Investment Management
Der Neueste Stand - Hybrid-Risiko
Approfondimenti - Gestione degli investimenti
Approfondimenti - Derivati di credito
Der Neueste Stand
Cutting edge: Exotic options
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.