Hilbert transform, spectral filtering and option pricing. (arXiv:1706.09755v1...
We show how spectral filtering techniques can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast...
View ArticleAsymptotics for the Discrete-Time Average of the Geometric Brownian Motion...
The time average of geometric Brownian motion plays a crucial role in the pricing of Asian options in mathematical finance. In this paper we consider the asymptotics of the discrete-time average of a...
View ArticleLeadership is Everyone's Business, Participant Workbook, 2e
Backed by over 20 years of original research, The Leadership Challenge® Workshop is a unique and intense discovery process created by best-selling authors Jim Kouzes and Barry Posner. The Workshop...
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2017 Valuation Handbook - U.S. Guide to Cost of Capital + Quarterly PDF...
The New Industry Standard in Business Valuation Reference Materials – with Quarterly PDF Updates2017 Valuation Handbook – U.S. Guide to Cost of Capital provides the key annual valuation data...
View ArticleComputational aspects of robust optimized certainty equivalents....
Accounting for model uncertainty in risk management leads to infinite dimensional optimization problems which are both analytically and numerically untractable. In this article we study when this fact...
View ArticleRegret-based Selection for Sparse Dynamic Portfolios. (arXiv:1706.10180v1...
This paper considers portfolio construction in a dynamic setting. We specify a loss function comprised of utility and complexity components with an unknown tradeoff parameter. We develop a novel...
View ArticleOscillations in the Tsallis income distribution. (arXiv:1706.10141v1...
Oscillations in the cumulative individual income distribution have been found in the data of various countries studied by different authors at different time periods, but the dynamical origins of this...
View ArticleInstantaneous order impact and high-frequency strategy optimization in limit...
We propose a limit order book (LOB) model with dynamics that account for both the impact of the most recent order and the shape of the LOB. We present an empirical analysis showing that the type of the...
View ArticleThe Leadership Challenge Workbook Revised, 3rd Edition
The Leadership Challenge Workbook offers practical tools for applying The Five Practices of Exemplary Leadership® in real-life business situations. As the companion to The Leadership Challenge, this...
View ArticleUnlocking the Property Market: The 7 Keys to Property Investment Success
Brimming with fresh content designed to suit current trends in the market, Unlocking the Property Market shares expert property market analyst John Lindeman's tips and techniques on where to buy, what...
View ArticleJohn Ilhan: A Crazy Life
As told through the eyes of his family, friends and colleagues, this poignant biography reveals new insights into the man behind Crazy John's,read more...
View ArticleFixing Feedback
We all want to communicate effectively, but this intent doesn't always translate into action. We avoid giving feedback or handle it poorly when it is given to us. Endless training programs are not...
View ArticleTop Stocks 2008: A Sharebuyer's Guide to Leading Australian Companies
Top Stocks 2008 is written for every investor who has ever thought, \'There are 1700 companies on the Australian Stock Exchange -- where do I start?\'Popular finance author Martin Roth runs the top...
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The Superannuation Handbook 2008-09
Each year The Superannuation Handbook is fully revised and updated to reflect the many changes to superannuation rules, the ways you can save for retirement and the best way to eventually access...
View ArticleCapital treatment for simple, transparent and comparable short-term...
Press release about the Basel Committee proposing capital treatment for simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCriteria for identifying simple, transparent and comparable short-term...
Press release about the Basel Committee and IOSCO proposing criteria for identifying simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCapital treatment for simple, transparent and comparable short-term...
The Basel Committee is publishing the "Capital treatment for simple, transparent and comparable short-term securitisations - consultative document", July 2017.
View ArticleCriteria for identifying simple, transparent and comparable short-term...
The Basel Committee and the International Organization of Securities Commissions are publishing the "Criteria for identifying simple, transparent and comparable short-term securitisations -...
View ArticleInternational committees complete the April 2015 workplan on central...
5 July 2017read more...
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