Criteria 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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LME and the World Gold Council confirm LMEprecious launch on 10 July
The London Metal Exchange (LME) and the World Gold Council have today confirmed that LMEprecious will launch on 10 July 2017, as planned.
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Option Pricing with Delayed Information. (arXiv:1707.01600v1 [q-fin.MF])
We propose a model to study the effects of delayed information on option pricing. We first talk about the absence of arbitrage in our model, and then discuss super replication with delayed information...
View ArticleWhat do SSRNians Read?
I’m not saying you have to be a bookworm to work at SSRN, but it certainly doesn’t hurt. SSRN pivots around a culture of innovation and excitement for the future. That’s why we have SSRN Culture...
View ArticleWhat’s in a [Brand] Name: What Do You Know About SSRN Culture?
Research. Research. Research. That’s all most people ever hear about SSRN, and it’s fair to say that’s a huge chunk of what we talk about. What can I say? We’re a collection of people who enjoy a good...
View ArticlePrivate Equity in Action: Case Studies from Developed and Emerging Markets
Private Equity in Action takes you on a tour of the private equity investment world through a series of case studies written by INSEAD faculty and taught at the world's leading business schools. The...
View ArticleMastering Private Equity: Transformation via Venture Capital, Minority...
The definitive guide to private equity for investors and finance professionalsread more...
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Leadership Practices Inventory (LPI) Action Cards, Revised Edition
These cards were created by two Master Facilitators of The Leadership Challenge Workshop and based on the LPI behaviors. The cards, used in conjunction with the Facilitator's Guide (sold separately),...
View ArticleJesus Was A Commie
Itâs been more than half a year since I have posted anything. Iâm going to try to get three posts up within the next two weeks. This is the first. I have often said on here it wasnât the Jews who...
View ArticleCoherent diversification in corporate technological portfolios....
We study the relationship between firms' performance and their technological portfolios using tools borrowed from the complexity science. In particular, we ask whether the accumulation of knowledge and...
View ArticleModel for Constructing an Options Portfolio with a Certain Payoff Function....
The portfolio optimization problem is a basic problem of financial analysis. In the study, an optimization model for constructing an options portfolio with a certain payoff function has been proposed....
View ArticleOption Pricing and Hedging for Discrete Time Autoregressive Hidden Markov...
In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dependent volatility and serial dependence are...
View ArticleThe $28-Billion Challenge: Can Ethereum Scale to Meet Demand? - CoinDesk
The $28-Billion Challenge: Can Ethereum Scale to Meet Demand? - CoinDesk https://t.co/nkKNFwYYBV â ZeeshanM (@ZeeshanMallick) June 30, 2017
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