Correction to `Yield curve shapes and the asymptotic short rate distribution...
This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008):...
View ArticleOn Game-Theoretic Risk Management (Part Three) - Modeling and Applications....
The game-theoretic risk management framework put forth in the precursor reports "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) and "Algorithms...
View ArticleKeynote Address of Commissioner Brian Quintenz before the Smart Financial...
Keynote Address of Commissioner Brian Quintenz before the Smart Financial Regulation Roundtable A Better List
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The Influence of Geopolitical and Market Undercurrents on Investors
While we currently see a broadening of steady economic growth in the U.S. and beyond, many of todayâs market themes provide potentially fertile ground for a serious market correction, but the big...
View ArticleConstrained portfolio-consumption strategies with uncertain parameters and...
This paper studies the properties of the optimal portfolio-consumption strategies in a {finite horizon} robust utility maximization framework with different borrowing and lending rates. In particular,...
View ArticleImplied volatility smile dynamics in the presence of jumps....
The main purpose of this work is to examine the behavior of the implied volatility smiles around jumps, contributing to the literature with a high-frequency analysis of the smile dynamics based on...
View ArticleLess-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and...
This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we...
View ArticleOptimal Brownian Stopping between radially symmetric marginals in general...
Given an initial (resp., terminal) probability measure $\mu$ (resp., $\nu$) on $\mathbb{R}^d$, we characterize those optimal stopping times $\tau$ that maximize or minimize the functional $\mathbb{E}...
View ArticleUnderstanding Business Accounting For Dummies - UK, 4th UK Edition
The easy way to get your head around company financeread more...
View ArticleJ.K. Lasser's Small Business Taxes 2018: Your Complete Guide to a Better...
J.K. Lasser's Small Business Taxes 2018 is the small business owner's ultimate guide to a money-saving, stress-free tax season. Providing straightforward advice from the nation's most trusted tax...
View ArticleJ.K. Lasser's 1001 Deductions and Tax Breaks 2018: Your Complete Guide to...
J.K. Lasser's 1001 Deductions and Tax Breaks 2018 is the complete and thorough guide to reducing your tax burden. By listing every possible deduction and credit available to individual taxpayers, this...
View ArticleThe Little Book of Common Sense Investing: The Only Way to Guarantee Your...
The best-selling investing "bible" offers new information, new insights, and new perspectivesread more...
View ArticleProject Management Metrics, KPIs, and Dashboards: A Guide to Measuring and...
Harold Kerzner’s essential strategies on measuring project management performanceread more...
View ArticleThe 7 Secrets of Neuron Leadership: What Top Military Commanders,...
Leadership techniques backed by the world's most effective teamsread more...
View ArticleThe Growth Mindset: Leadership Makes a Difference in Wealth Management
The Growth Mindset provides a roadmap to the future for financial professionals. While the FinTech revolution is changing the wealth management industry, there is one thing that technology cannot...
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