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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 ArticleWhatâs 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
View ArticleIBM's Trade Finance Solution on Blockchain to Be Adopted by 7 European Banks...
IBM is currently working on a #blockchain solution for trade finance for European banking sector. https://t.co/NiH8SDfYl1 â Financial Technology (@fin_tech)â¦
View ArticleInitial coin offerings: cryptocurrency's next high-risk big money maker
Initial coin offerings: cryptocurrency's next high-risk big money makerhttps://t.co/blbJ8qgFLu â Financial Technology (@fin_tech) July 10, 2017
View ArticleThe Blockchain Brothers: Meet BTL's Guy and Hugh Halford-Thompson
BTL's Guy & Hugh Halford-Thompson on running the world's first public #blockchain firm https://t.co/kDjaAjrU2t @guyht â Financial Technology (@fin_tech) Julyâ¦
View ArticleHow Londonâs Gold Market, the Worldâs Largest, Evolved: Timeline
Here's how the world's largest gold market evolved https://t.co/epmDoMHB3S http://pic.twitter.com/2h08ShOnls â Bloomberg (@business) July 10, 2017
View ArticleChief Justice John Roberts' Commencement Address
I heard about Chief Justice John Roberts' commencement address at Cardigan Mountain School in New Hampshire the other day. I had an opportunity to watch the speech on YouTube, and I thought he shared...
View ArticleThe partial damage loss cover ratemaking of the automobile insurance using...
It is illustrated a methodology to compute the pure premium for the automobile insurance (claim frequency and severity) using generalized linear models. It is obtained the pure premium for the partial...
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