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The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?

In this paper Dr. Sébastien Lleo and Dr. William T. Ziemba discuss the Swiss Black Swan Bad Scenario and who the winners and losers are.

Séb Lleo & William Ziemba
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The Tide is High

In this article, Edward Talisse delivers another commentary on the state of the American financial markets.

Edward Talisse
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Timing the Bond Market

Edward Talisse, gives his view on stock-bond correlation in his latest article where he advises the best timing to invest bonds.

Edward Talisse
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Transformers

In this column published in Wilmott Magazine, Mike Staunton discusses the Hilbert transform. 

Wilmott
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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
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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

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