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High Frequency Trading - Innovation or Rigging?

In this article, Edward Talisse asks the question; Are technological savvy and speedy traders bad for the long-term health of financial markets?

Edward Talisse
Mon 16 Jun 2014
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Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better Than High P/E Models?

In this paper, Dr. Sébastien Lleo and Dr. William Ziemba extend the literature on crash prediction models in three main respects.

Séb Lleo & William Ziemba
Thu 5 Jun 2014
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Volcker Rule - A Whale with a Cigar

Edward Talisse discusses what the implications could mean for the impending Volcker Rule and what the outcome will be on fixed income and foreign exchange trading desks.

Edward Talisse
Tue 8 Apr 2014
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Identifying Business Cycles Using RLink in Wolfram Finance Platform

In this white paper, Wolfram demonstrate the use of RLink by identifying business cycles that affect stock markets for periods generally lasting about four years.

Wolfram
Fri 4 Apr 2014
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Financial Option Prices in Excel

In this article, both Marcin and Jeremy discuss the use of algorithms from the NAG Library to calculate prices for financial options.

NAG
Fri 4 Apr 2014
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Exact First- and Second-Order Greeks by Algorithmic Differentiation

In this article, The Numerical Algorithms Group (NAG) work very closely with Uwe Naumann to help users take advantage of Algorithmic Differentiation methods.

NAG
Fri 4 Apr 2014
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Democratization of Hedge Funds and Alternatives

In this article, Kristoffer Houlihan offers some advice for private clients and family offices entering the hedge fund investment space, and some practical considerations when evaluating an emerging manager.

Kristoffer Houlihan
Fri 4 Apr 2014
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VaR as a Percentile

In this white paper Dr. Richard Diamond expands on the concept of Value at Risk (VAR) from a formula based on the critical value, to its true definition of being a property of the joint probability distribution of risk factors.

Richard Diamond
Fri 4 Apr 2014

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