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January 2017 Data Update 8: The Dark and Light Sides of Debt
There is no aspect of corporate finance where morality plays a bigger role than the decision of how much to borrow. That should come as no surprise. For generations, almost every religion has...
View ArticleA confidence-based model for asset and derivative prices in the BitCoin...
We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin...
View ArticleThe valuation of European option with transaction costs by mixed fractional...
This paper deals with the problem of discrete-time option pricing by the mixed fractional version of Merton model with transaction costs. By a mean-self-financing delta hedging argument in a...
View ArticleZipf's law for share price and company fundamentals. (arXiv:1702.00144v1...
We statistically investigate the distribution of share price and the distributions of three common financial indicators using data from approximately 8,000 companies publicly listed worldwide for the...
View ArticleFractional delta hedging strategy for pricing currency options with...
This study deals with the problem of pricing European currency options in discrete time setting, whose prices follow the fractional Black Scholes model with transaction costs. Both the pricing formula...
View ArticleFit for Growth: A Guide to Strategic Cost Cutting, Restructuring, and Renewal
A practical approach to business transformationread more...
View ArticleA Complete Guide to the Futures Market: Technical Analysis, Trading Systems,...
The essential futures market reference guideread more...
View Article12th BCBS-FSI High-level Meeting for Africa on "Strengthening financial...
Press release about the 12th BCBS-FSI High-level Meeting for Africa on "Strengthening financial sector supervision and current regulatory priorities", Cape Town, South Africa, 26-27 January 2017 (6...
View ArticleCovering Trump the Reuters Way
Covering Trump the Reuters Way https://t.co/cDGENvAMuR via @Reuters â Banker's Umbrella (@BankersUmbrella) February 2, 2017
View ArticleRecord statistics of a strongly correlated time series: random walks and...
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the...
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Redacted Version of the February 2017 FOMC Statement
Photo Credit: eflon || Ask to visit the Medieval dining hall!  Really!read more...
View ArticleASU Professor Debunks Stock-Market Myth | KJZZ
ASU Professor Debunks Stock-Market Myth | KJZZ: "The so-called âWeekend Effectâ refers to the tendency of stock returns to be significantly lower on Mondays than the preceding Fridays. Some...
View Article5 Stick Figures That Know The Way You Write
Do these scenarios look familiar to you? Depending on where you are in writing your latest paper, you’ve probably experienced each of these feelings at least once. Your mood, your stage in the...
View ArticleIOSCO report shows progress made in implementation of Benchmark Principles
IOSCO/MR/01/2017read more...
View ArticleHarvardâs $1.2 Billion Haul Erased by Investing Loss, Payout
Harvardâs $1.2 Billion in Donations Wiped by Losses https://t.co/1bMcXwFcTa â Yves Hilpisch (@dyjh) February 7, 2017
View ArticleConditional Davis Pricing. (arXiv:1702.02087v1 [q-fin.MF])
We introduce the notion of a conditional Davis price and study its properties. Our ultimate goal is to use utility theory to price non-replicable contingent claims in the case when the investor's...
View ArticleThe Installation Costs of a Satellite and Space Shuttle Launch Complex as a...
From the 1940's to the present, space explorations, which is a highly important topic for the world and human beings, penetrate into many areas from the communication to the national security as well...
View ArticleExistence, uniqueness, and stability of optimal portfolios of eligible...
We study the existence of portfolios of traded assets making a given financial institution pass some pre-specified (internal or external) regulatory test. In particular, we are interested in the...
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