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Option pricing for Informed Traders. (arXiv:1711.09445v1 [q-fin.MF])

In this paper we extend the theory of option pricing to take into account and explain the empirical evidence for asset prices such as non-Gaussian returns, long-range dependence, volatility clustering,...

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Option Pricing with Orthogonal Polynomial Expansions. (arXiv:1711.09193v1...

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we...

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November 27, 2017 - SS&C to Speak at Credit Suisse TMT Conference

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Mr. MiFID on Finance’s Low-Fee Future

ESMA chairman Steven Maijoor may be the most powerful person in finance right now https://t.co/xlehhnJXyM via @business — Yves Hilpisch (@dyjh) November 27,…

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Quantitative finance still needs mathematicians - Risk.net

Quantitative finance still needs mathematicians https://t.co/oeEXmkMrHl — moneyscience (@moneyscience) November 28, 2017

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The big problem with DIY quants

Is there a problem with DIY quants? https://t.co/bKAjufFpsy — moneyscience (@moneyscience) November 28, 2017

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Holding Strong: Failed Breakdown a Boon for the Bitcoin Bulls?

Despite a dip to below $8,000 overnight, bitcoin once again approached record highs today and is holding at over $8,200.

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Hybrid ICO? Overstock's tZERO to Build Services Into Security Token

Overstock subsidiary tZERO is adding features to its upcoming security token, allowing investors to use the coin to purchase a handful of services.

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All-Time High: Ether Prices Pass $440 as Key Level Breached

Having hit a fresh all-time high of over $440 today, could high trading volumes push ether to new records over the weekend?

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Online Bank Swissquote Launches Bitcoin Exchange-Traded Product

Online banking service Swissquote has launched a bitcoin exchange-traded certificate that it claims will curb the cryptocurrency's volatility.

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Brain Freeze? Parity Bug Continues With No Easy Solution in Sight

With $160 million in funds frozen on the ethereum blockchain, a search for solutions is ongoing – if not altogether promising so far.

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Bitcoin, Ether Prices Surge to Fresh All-Time Highs

The top two cryptocurrencies by market capitalization have continued their respective rallies, setting fresh record highs today.

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Here's What's Standing in the Way of a Tokenized Economy

The challenges of digital identity, AML/KYC and common technical standards must be overcome to deliver on the promise of blockchain technology.

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Are Tokens Like Gold? Attorneys Ask Tough Questions on ICOs

The SEC and the CFTC? A panel of top ICO lawyers discussed pressing legal challenges in the sector on Tuesday.

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Bitcoin Price Passes $9,000 for the First Time Ever

The price of a bitcoin has continued to rise overnight, passing $9,000 for the first time this morning.

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Who Invented Pants? Why Crypto Creators' Identities Don't Matter

The identity or character of a creator has little bearing on the value of the creation – that's why the obsession with unmasking Satoshi was so silly.

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SEC Assembly Line? How ICO Enforcement Could Take Shape

A former lawyer for the SEC discusses the way forward for ICO regulation, warning that an "assembly line" of actions could be on the way.

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$300 Billion: Bitcoin Price Boosts Crypto Market Value to Record High

The total market capitalization for the cryptocurrency market has exceeded $300 billion for the first time.

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Cryptocurrency Tax Software Startup Libra Raises $7.8 Million

Blockchain startup Libra has raised $7.8 million in a new Series A funding round, the company announced today.

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Father of Modern Finance Weighs In

EFF: I was interviewed on CNBC's "Squawk Box" this past Friday about the recent financial crisis and financial regulatory reform. View the video here.

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