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Risk Management: A Review

Dr. Sébastien Lleo presents CQF Institute members with his review in Risk Management.

Sébastien Lleo
Wed 1 Apr 2015
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CUDA Programming Using Wolfram Finance Platform

This document describes the benefits of CUDA integration in Wolfram Finance Platform and provides some applications for which it is suitable.

Wolfram
Wed 25 Mar 2015
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The Meerkat Effect: Personality and Market Returns Affect Investors’ Portfolio Monitoring Behavior

In this article the authors apply generalised non-linear mixed effects models to test for this selective information monitoring at an individual level in a new sample of active online investors.

Svetlana Gherzi et al.
Mon 9 Mar 2015
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Black-Litterman in Continuous Time: The Case for Filtering

Dr. Mark Davis and Dr. Sébastien Lleo extend the Black–Litterman approach to a continuous time setting.

Mark Davis & Sébastien Lleo
Fri 13 Feb 2015
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Solving partial differential equations using the NAG Library

In this article, Jeremy Walton from the Numerical Algorithms Group, describes some applications of the NAG Library to the solution of Partial Differential Equations (PDEs).

Jeremy Walton
Thu 12 Feb 2015
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Excerpt from a chapter on High Frequency Trading in The World Scientific Handbook of Futures Markets

In this short piece from a chapter in The World Scientific Handbook of Futures Markets, Barbara Mack presents an overview on HFT, case studies, and a summary of select regulations in the United States.

Barbara Mack
Wed 28 Jan 2015
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Ferdinand the Bull

In his latest commentary, Edward Talisse likens the financials and banks to that off a bull, and explains where it all went wrong in the 2008 financial crisis.

Edward Talisse
Wed 1 Oct 2014
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Cash Only

There are only two times in your life when you will need money: now and later. Hopefully, you are prepared for both occasions and if not, don't worry - there is plenty to go around!

Edward Talisse
Fri 19 Sep 2014
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Dead on Arrival - Living Wills and Liquidity

With surprisingly little fanfare, the Federal Reserve and other prudential regulators completely rejected the ‘Living Wills’ submitted by eleven of the largest U.S. Bank Holding Companies (BHCs).

Edward Talisse
Thu 4 Sep 2014
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The Price is Right - The S&P 500 Index Deconstructed

Is the widely followed S&P 500 equity index wildly overvalued at its current price of 2,000?

Edward Talisse
Thu 4 Sep 2014

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