Predicting equity and futures tick by tick price movements
Lost in translation: Accuracy versus profitability of intraday, overnight and volume information for volatility-based trading
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 operating offshore or in multiple tax jurisdictions, the...
Approfondimenti Investment Management
Der Neueste Stand - Inflationsderivate
Der Neueste Stand - Hybrid-Risiko
Approfondimenti. Derivati creditizi
Approfondimenti - Gestione degli investimenti
Approfondimenti - Derivati di credito
Der Neueste Stand
APPROFONDIMENTI. RISCHIO DEL PORTAFOGLIO CREDITI
Approfondimenti. Volatilità implicita
Cutting edge: Exotic options
Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions
In 50 years, nuclear fusion may be a major source of energy, but until then extensive research and development is needed. To justify the current and future R&D expenditure, a cost-benefit analysis designed specially for this sector is required. David...
Developing term structure models can be tricky, as unknown factors and non-observable variables can affect futures prices. But principal components analysis is useful in tackling these problems. Here, Delphine Lautier uses PCA to pin down price movements,...
Quantitative trading l Cutting edge