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,...
View ArticleOption 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...
View ArticleMr. 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 â Yves Hilpisch (@dyjh) November 27,â¦
View ArticleQuantitative finance still needs mathematicians - Risk.net
Quantitative finance still needs mathematicians https://t.co/oeEXmkMrHl â moneyscience (@moneyscience) November 28, 2017
View ArticleThe big problem with DIY quants
Is there a problem with DIY quants? https://t.co/bKAjufFpsy â moneyscience (@moneyscience) November 28, 2017
View ArticleHolding 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.
View ArticleHybrid 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.
View ArticleAll-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?
View ArticleOnline 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.
View ArticleBrain 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 â if not altogether promising so far.
View ArticleBitcoin, 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.
View ArticleHere'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.
View ArticleAre Tokens Like Gold? Attorneys Ask Tough Questions on ICOs
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View ArticleBitcoin 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.
View ArticleWho 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 â that's why the obsession with unmasking Satoshi was so silly.
View ArticleSEC Assembly Line? How ICO Enforcement Could Take Shape
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View Article$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.
View ArticleCryptocurrency 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.
View ArticleFather of Modern Finance Weighs In
EFF:Â 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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