Option Pricing Under Stochastic Volatility With Incomplete Information
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With a global wealth of 256 trillion USD in 2016 and with an ongoing regime of extremely low interest rates, the task of efficient asset allocation is a challenging one. In this article we move […]
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How can banks survive the upcoming years? The traditional business model no longer works because: 1. Low/negative interest rates: Interest rates in many major currencies (euros, CHF, JPY in particular) are low or even negative. […]
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Two decades in the market have seen ITO33 firmly establish itself as the solution provider of choice for convertible bond specialists. This gold standard is delivered via Opscore, the firm’s front-office solution for pricing, hedging, […]
Volume 2017, Issue 92. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2017, iss. 92, […]
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