CryptAssets: Inclusive Deployment of Blockchain for Supply Chains: Part 4...
Inclusive Deployment of #Blockchain for Supply Chains: Part 4 â Protecting Your Data - https://t.co/JyTelNz8Ki â CryptAssets (@CryptAssets) December 5, 2019
View ArticleKiffmeister's Fintech Daily Digest 12/04/2019
Kiffmeister's Fintech Daily Digest 12/04/2019 https://t.co/ecKhaSQCHO â John Kiff (@Kiffmeister) December 4, 2019
View ArticleSEC Charges Iconix Brand Group and Former Top Executives With Accounting Fraud
The Securities and Exchange Commission today charged brand-management company Iconix Brand Group Inc. and three of its former top executives with fraud. Iconix and two of its former executives have...
View ArticleSEC Releases Report on 38th Annual Small Business Forum
The Securities and Exchange Commission today released a report on the 38th Annual Government-Business Forum on Small Business Capital Formation. Â The Forum is a unique event attended by SEC...
View ArticleSEC Charges Trucking Executives With Accounting Fraud
The Securities and Exchange Commission today charged two former top executives of Indiana-based trucking company Celadon Group Inc. for their participation in an accounting fraud that inflated the...
View ArticleCentral Bank Policies Put the Squeeze on Pension Funds
Amundi-CREATE Research has offered its independent assessment on challenges now faced by the worldâs pension funds, given the policies of central banks. The subject is of great significance to...
View ArticleA New Form of Banking -- Concept and Mathematical Model of Venture Banking....
This model contains concept, equations, and graphical results for venture banking. A system of 27 equations describes the behavior of the venture-bank and underwriter system allowing phase-space type...
View ArticleDeep Learning in a Generalized HJM-type Framework Through Arbitrage-Free...
We introduce a regularization approach to arbitrage-free factor-model selection. The considered model selection problem seeks to learn the closest arbitrage-free HJM-type model to any prespecified...
View ArticleA Quantum algorithm for linear PDEs arising in Finance. (arXiv:1912.02753v1...
We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the...
View ArticleTechnical trading rules in the cryptocurrency market
Publication date: Available online 6 December 2019Source: Finance Research LettersAuthor(s): Klaus Grobys, Shaker Ahmed, Niranjan SapkotaAbstractThis paper studies simple moving average trading...
View ArticleTime-Varying Price Discovery in Sovereign Credit Markets
Publication date: Available online 7 December 2019Source: Finance Research LettersAuthor(s): Massimo Guidolin, Manuela Pedio, Alessandra TosiAbstractWe analyze time-variation of the price discovery...
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Taking the Floor: Models, Morals and Management in a Wall Street Trading Room...
Taking the Floor: Models, Morals and Management in a Wall Street Trading Room. Daniel Beunza. Princeton University Press. 2019. Find this book:Â In Taking the Floor: Models, Morals and Management in...
View ArticleCredit valuation adjustment wrong-way risk in a Gaussian copula model
In this paper, we present an analytical expression for CVA with WWR under the assumption of the lognormally distributed trade value.
View ArticleBasel risk weight functions and forward-looking expected credit losses
The authors establish that the combination of lifetime ECL and the Basel Capital Adequacy Framework, which relies on a one-year horizon, results in capital overestimation. Alongside this finding, and...
View ArticleCosts of capital under credit risk
In cost-of-capital computations, credit risk is only taken into consideration at the level of the debt beta approach. We show that applications of the debt beta approach in company valuation suffer...
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The Geometry of Pitch Class Sets
Strange Spaces in Music TheoryContinue reading on Cantorâs Paradise »
View ArticleCyber risk management: an actuarial point of view
This paper points out the peculiarities of cyber insurance contracts compared with the classical nonlife insurance contracts from both the insurerâs and the insuredâs perspectives. The main...
View ArticleEstimation of value-at-risk for conduct risk losses using pseudo-marginal...
The authors propose a model for conduct risk losses, in which conduct risk losses are characterized by having a small number of extremely large losses (perhaps only one) with more numerous smaller losses.
View ArticleBrent crude oil spot and futures prices: structural break insights
This study focuses on the analysis of long-run and short-run relationships between Brent crude oil spot and futures prices during the first Gulf War (1990â91) and the global financial crisis.
View ArticleHow to Evaluate Smart Beta ETFs
By Nicolas Rabener of FactorResearch (@FactorResearch) Beta is like ice cream and comes in many flavors. Broadly we can categorize it into the following four types: Plain beta: Market...
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