These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
A quantitative analysis of a large collection of expert-rated web sites reveals that page-level metrics can accurately predict if a site will be highly rated. The analysis also pr...
These notes cover several topics such as Money Demand (and some Supply), The Price of Money, Derivations of the Pricing Relations, Money and Sticky Prices: A First Look, Money in M...
The Service-oriented architecture (SOA) paradigm has been gaining momentum over the last few years. Although the banking industry has often been mentioned as an early adaptor of s...
Stefan Schulte 0002, Nicolas Repp, Julian Eckert, ...