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 is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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
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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.