Problems and Solutions in Mathematical Finance: Equity Derivatives, Volume 2
Problems and Solutions in Mathematical Finance Volume IIis an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered...
View ArticleLiving Mindfully: Discovering Authenticity through Mindfulness Coaching
Written by a practitioner with over 25 years of experience, Living Mindfully shows how mindfulness can be integrated with coaching in order to enhance motivation and achieve an authentic life.read more...
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Brilliant. @JohnAuthers has lunch with the absolutely fascinating Ed Thorp - who beat the casinos, then the markets https://t.co/yyybaArBwW — Tim Harford…
View ArticleTrumpâs Gifts to Wall Street Threaten Retireesâand Robots
Trump’s Gifts to Wall Street Threaten Retirees—and Robots https://t.co/daf2JhaO6s — moneyscience (@moneyscience) February 4, 2017
View ArticleLionel Barber on Twitter
The letter that has every central banker quaking in his and her boots.... http://pic.twitter.com/QlXqG6yCj1 — Lionel Barber (@lionelbarber) February 2, 2017
View ArticleScholarly Publishing and its Discontents
"Scholarly Publishing and its Discontents" https://t.co/NVqkGf5z15 book available for free, pdf https://t.co/YFoybGTpDR — Arthur Charpentier (@freakonometrics)…
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The Band Marches On
Photo Credit: Mike Morbeck || On Wisconsin! On Wisconsin!read more...
View ArticleInvariance times. (arXiv:1702.01045v1 [q-fin.CP])
On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable...
View ArticleEmergence of Distributed Coordination in the Kolkata Paise Restaurant Problem...
In this paper, we study a large-scale distributed coordination problem and propose efficient adaptive strategies to solve the problem. The basic problem is to allocate finite number of resources to...
View ArticleApproaches to Asian Option Pricing with Discrete Dividends....
The method and characteristics of several approaches to the pricing of discretely monitored arithmetic Asian options on stocks with discrete, absolute dividends are described. The contrast between...
View ArticleOn utility maximization without passing by the dual problem....
We treat utility maximization from terminal wealth for an agent dynamically investing in a continuous-time financial market and receiving a possibly unbounded random endowment. The utility function is...
View ArticleImmigration and the Rise of American Ingenuity -- by Ufuk Akcigit, John...
This paper builds on the analysis in Akcigit, Grigsby, and Nicholas (2017) by using U.S. patent and Census data to examine macro and micro-level aspects of the relationship between immigration and...
View ArticleThe Anatomy of Sentiment-Driven Fluctuations -- by Sushant Acharya, Jess...
We characterize the entire set of linear equilibria of beauty contest games under general information structures. In particular, we focus on equilibria in which sentiments, that is self-fulfilling...
View ArticleThe Country Chronologies to Exchange Rate Arrangements into the 21st Century:...
Detailed country-by-country chronologies are an informative companion piece to our paper "Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold?," which provides a comprehensive...
View ArticleExchange Arrangements Entering the 21st Century: Which Anchor Will Hold? --...
This paper provides a comprehensive history of anchor or reference currencies, exchange rate arrangements, and a new measure of foreign exchange restrictions for 194 countries and territories over...
View ArticleThe Global Rise of Corporate Saving -- by Peter Chen, Loukas Karabarbounis,...
The sectoral composition of global saving changed dramatically during the last three decades. Whereas in the early 1980s most of global investment was funded by household saving, nowadays nearly...
View ArticleThe Recent Growth Boom in Developing Economies: A Structural Change...
Growth has accelerated in a wide range of developing countries over the last couple of decades, resulting in an extraordinary period of convergence with the advanced economies. We analyze this...
View ArticleAntitrust Treatment of Nonprofits: Should Hospitals Receive Special Care? --...
Nonprofit hospitals receive favorable tax treatment in exchange for providing socially beneficial activities. Extending this rationale would suggest that, insofar as suppression of competition would...
View ArticleSocial Ties and Favoritism in Chinese Science -- by Raymond Fisman, Jing Shi,...
We study favoritism via hometown ties, a common source of favor exchange in China, in fellow selection of the Chinese Academies of Sciences and Engineering. Hometown ties to fellow selection committee...
View ArticleCapital Misallocation: Frictions or Distortions? -- by Joel M. David, Venky...
We study a model of investment in which both technological and informational frictions as well as institutional/policy distortions lead to capital misallocation, i.e., static marginal products are not...
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