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
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.