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, ...
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, ...
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...
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...
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...
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...
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...
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...
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...