Pricing Derivatives in Hermite Markets. (arXiv:1612.07016v1 [q-fin.MF])
We introduce Hermite fractional financial markets, where market uncertainties are described by multidimensional Hermite motions. Hermite markets include as particular cases financial markets driven by...
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LME Clear and LME announce the appointment of James Proudlock as Deputy Chief...
LME Clear and the London Metal Exchange (LME) are pleased to announce the appointment of James Proudlock as Deputy Chief Executive for LME Clear. James will join in April 2017 and he will report to the...
View ArticleRethinking How You Set Your Goals (and form New Year's Resolutions)
Duke's Dorie Clark has some good advice in her HBR blog post regarding goal setting strategies. Clark first cites some interesting research on the ineffectiveness of to-do lists:Indeed, one indication...
View ArticleWeekly Top 5 Papers – December 19, 2016
1. Sensation Seeking, Sports Cars, and Hedge Funds by Stephen Brown (New York University (NYU) – Leonard N. Stern School of Business) and Yan Lu (University of Central Florida-Department of Finance)...
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Understanding Donor Dynamics: The Organizational Side of Charitable Giving:...
This issue explores the approaches of organizations and outlines the approaches that donors take today and how organizations can respond to them. The authors document the ways in which philanthropy...
View ArticleCross-impact and no-dynamic-arbitrage. (arXiv:1612.07742v1 [q-fin.TR])
We extend the "No-dynamic-arbitrage and market impact"-framework of Jim Gatheral [Quantitative Finance, 10(7): 749-759 (2010)] to the multi-dimensional case where trading in one asset has a...
View ArticlePointwise Arbitrage Pricing Theory in Discrete Time. (arXiv:1612.07618v1...
We develop a robust framework for pricing and hedging of derivative securities in discrete-time financial markets. We consider markets with both dynamically and statically traded assets and make...
View ArticleRating evaluation of sports development efficiency using statistical...
Increasing investments into various dimensions of sports draw a significant amount of attention to the way these resources are being managed and which organizations achieve development goals with...
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2016 International Valuation Handbook: Industry Cost of Capital
Real-world cost-of-capital data from across industries and around the globeThe 2016 International Valuation Handbook - Industry Cost of Capital offers the same type of rigorous industry-level...
View ArticleSustainable Business: A One Planet Approach
What is a ‘one planet’ approach to sustainable business? Why is it important? What are businesses doing to achieve sustainability? What do business leaders need to learn?read more...
View ArticlePositive Thinking: Find happiness and achieve your goals through the power of...
Are you stuck in a rut? Do you feel plagued by negative thoughts and emotions every day? Gill Hasson, the bestselling author of Mindfulness and Emotional Intelligence, is back to help you move on from...
View ArticleMillionaire Teacher: The Nine Rules of Wealth You Should Have Learned in...
Millionaire Teacher shows you how to achieve financial independence through smart investing — without being a financial wizard. Author Andrew Hallam was a high school English teacher. He became a...
View ArticleCheck-in Strategy Journal: Your Daily Tracker for Business and Personal...
There never seem to be enough hours in the day to take care of daily business and work towards your goals, it's an issue of prioritization and time management. The Strategic Planning Handbook offers...
View ArticleJoint Ventures Involving Tax-Exempt Organizations: 2016 Cumulative...
Joint Ventures Involving Tax-Exempt Organizationsprovides a detailed examination of the laws, rules, and regulations governing partnerships and joint ventures, with an emphasis on maintaining exempt...
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Physical and Biological Hazards of the Workplace, 3rd Edition
Completely updated version this classic reference covers both physical hazards and biological agents Read More...
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Be wary of surrendering liquidity
Photo Credit: darwin Bell || You ain’t getting out easily…read more...
View ArticleEconomic Accelerator with Memory: Discrete Time Approach. (arXiv:1612.07913v1...
Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested...
View ArticleLong and Short Memory in Economics: Fractional-Order Difference and...
Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and...
View ArticleHow fast does the clock of Finance run? - A time-definition enforcing scale...
A symmetry-guided time redefinition may enhance and simplify analyses of historical series displaying recurrent patterns. Enforcing a simple-scaling symmetry with Hurst exponent 1/2 and the requirement...
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