MoneyScience: The Story of Stripe - How Two Brothers Turned Seven Lines of...
Resource: The Story of Stripe - How Two Brothers Turned Seven Lines of Code Into a $9.2 Billion Startup https://t.co/2G6qWkpVpw — moneyscience (@moneyscience)…
View ArticleSEC Revokes Registration of Adviser Engaged in $60 Million Fraud
The Securities and Exchange Commission today revoked the registration of New York-based investment adviser International Investment Group LLC (IIG), which the Commission recently charged with...
View ArticleMoneyScience: A Stylized History of Quantitative Finance - Presentation by...
Resource: A Stylized History of Quantitative Finance - Presentation by Emanuel Derman (pdf, 2018) https://t.co/210NC5kIry — moneyscience (@moneyscience)…
View ArticleMoneyScience: Notebooks on quantitative finance, with interactive python code
Resource: Notebooks on quantitative finance, with interactive python code https://t.co/LYl94QdK79 — moneyscience (@moneyscience) November 26, 2019
View ArticleHave Venture Capital Firms Created a Unicorn Bubble?
A theory is making the rounds, as expressed for example in a Forbes piece last month by David Trainer, that the US economy in particular (perhaps the economy of other nation states as well) is in the...
View ArticleISSUE INFORMATION BM
The Journal of Finance, Volume 74, Issue 6, Page 3391-3392, December 2019.
View ArticleAMERICAN FINANCE ASSOCIATION
The Journal of Finance, Volume 74, Issue 6, Page 3390-3390, December 2019.
View ArticleAFA 2020 SAN DIEGO MEETINGS EIGHTIETH ANNUAL MEETING AMERICAN FINANCE...
The Journal of Finance, Volume 74, Issue 6, Page 3262-3317, December 2019.
View ArticleParticipant Schedule for the AFA 2020 San Diego Meetings January 3–5, 2020
The Journal of Finance, Volume 74, Issue 6, Page 3318-3389, December 2019.
View ArticleANNOUNCEMENTS
The Journal of Finance, Volume 74, Issue 6, Page 3261-3261, December 2019.
View ArticleISSUE INFORMATION FM
The Journal of Finance, Volume 74, Issue 6, Page 2703-2705, December 2019.
View ArticleSecuritization, Ratings, and Credit Supply
ABSTRACT We develop a framework to explore the effect of credit ratings on loan origination. We show that ratings endogenously shift the economy from a Signaling equilibrium, in which banks...
View ArticleA Forward Electricity Contract Price Projection: A Market Equilibrium...
This work presents a methodology for forward electricity contract price projection based on market equilibrium and social welfare optimization. In the methodology supply and demand for forward...
View ArticleFinancial accumulation implies ever-increasing wealth inequality....
Wealth inequality is an important matter for economic theory and policy. Ongoing debates have been discussing recent rise in wealth inequality in connection with recent development of active financial...
View ArticleOptimal make-take fees for market making regulation. (arXiv:1805.02741v2...
We consider an exchange who wishes to set suitable make-take fees to attract liquidity on its platform. Using a principal-agent approach, we are able to describe in quasi-explicit form the optimal...
View ArticleIndirect transactions and requirements. (arXiv:1911.11569v1 [econ.GN])
The formulation of the indirect transactions between the sectors of an economic system is a long-standing open problem. There have been numerous attempts to define and mathematically formulate this...
View ArticleProbabilistic Approach to Mean Field Games and Mean Field Type Control...
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations...
View ArticleClosed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of...
In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion. We illustrate how...
View ArticleNeural network for pricing and universal static hedging of contingent claims....
We present here a regress later based Monte Carlo approach that uses neural networks for pricing high-dimensional contingent claims. The choice of specific architecture of the neural networks used in...
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