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Assuming geometric Brownian motion as unaffected price process $S^0$, Gatheral & Schied (2011) derived a strategy for optimal order execution that reacts in a sensible manner on market changes but can...
Entrepreneurship is acknowledged to be a significant driver of national wealth. In this paper, we present a framework for developing technological entrepreneurship particularly for developing countrie...
The local government of Andalusia runs several public programmes, aimed at encouraging new business start-ups, and is responsible for stimulating the local economy. It is known that companies that hav...
The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adjustment (CVA) is ess...
Top management team theory (TMTT) has been researching on the relationship between top management team (TMT) and organization outcome through demographic characteristic and its heterogeneity. As the r...
Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfo...

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