Sciweavers

FINANCECOM
2007
Springer
184views Finance» more  FINANCECOM 2007»
14 years 3 months ago
General Requirements of Banks on IT Architectures and the Service-Oriented Architecture Paradigm
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, ...
FINANCECOM
2007
Springer
181views Finance» more  FINANCECOM 2007»
14 years 5 months ago
Flexible VWAP Executions in Electronic Trading
For the execution of large equity orders, institutional investors often use the Volume Weighted Average Price (VWAP) as a benchmark to measure execution quality. To achieve this, ...
Peter Gomber, Marco Lutat, Adrian Wranik
FINANCECOM
2007
Springer
209views Finance» more  FINANCECOM 2007»
14 years 5 months ago
Information Risk in Financial Institutions: Field Study and Research Roadmap
Abstract. Large financial firms with thousands of employees face many challenges ensuring workers have access to the right information, yet controlling access to unneeded data. We ...
Sara Sinclair, Sean W. Smith, Stephanie Trudeau, M...

Book
518views
15 years 9 months ago
Convex Optimization
Book web site includes links to a full course, software, and other material.
Stephen Boyd, Lieven Vandenberghe

Lecture Notes
516views
15 years 10 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele

Book
3101views
15 years 10 months ago
Steven Shreve: Stochastic Calculus and Finance
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Prasad Chalasani, Somesh Jha

Lecture Notes
445views
15 years 10 months ago
Macro 2
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...
Paul Söderlind

Lecture Notes
384views
15 years 10 months ago
Financial Theory 2
These notes cover several topics such as Interest Rate Calculations, More Details on Bond Conventions, Bond Portfolios, Basic Option Pricing, The Binomial Option Pricing Model, The...
Paul Söderlind

Lecture Notes
351views
15 years 10 months ago
Financial Theory 1
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions Investment for the Long Run, Te...
Paul Söderlind

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PerryStudent
University of St. Thomas
Perry
My name is Pariham Eid. I received the BSc degree in Civil engineering from Ain Shams University, Cairo, Egypt, 2004. Recently, I become more interested in finance. Therefore, i de...