Concept
Futures exchange
Related publications (32)
Closed form approximation methods for portfolio valuation and risk management
In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...
EPFL2023Relic Gravitational Waves from the Chiral Magnetic Effect
Relic gravitational waves (GWs) can be produced by primordial magnetic fields. However, not much is known about the resulting GW amplitudes and their dependence on the details of the generation mechanism. Here we treat magnetic field generation through the ...
IOP PUBLISHING LTD2021Mobile futures through present behaviours and discourses
In mobility studies, the purposes of scientific methods are generally the description and better understanding of the present and the past. There is a gap between such approaches and the need planners have to orientate action toward the future in the short ...
Routledge2020Trading mechanisms in over-the-counter markets
In the chapter ``When to Introduce Electronic Trading Platforms in Over-the-Counter Markets?'' An equilibrium in a market is determined in which traders have the choice between using an electronic platform with a request-for-quote protocol or calling a dea ...
EPFL2020Exchange Rate Analysis by Nonlinear Time Series Method
A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using th ...
AMER INST PHYSICS2020Continuously-fed density currents over impermeable and porous substrates
Gravity currents are buoyancy-driven flows having a significant impact on the environment and human life. They can be observed in a vast range of natural and anthropogenic scenarios, such as seawater and freshwater, the atmosphere, or industrial processes. ...
EPFL2020Immersive professional activities as learning: Irish teachers learning from overseas volunteering in India
When centred on the professional exchange of skills and knowledge, overseas volunteering can be a beneficial form of professional development. In contrast to voluntourism where volunteers buy an overseas experience, professional-based overseas volunteering ...
2020Assessment of the effects of wastewater treatment plant effluents on receiving streams using oligochaete communities of the porous matrix
Human activities can disturb the natural dynamics of exchanges between surface water and groundwater in rivers. Such exchanges contribute to the self-purification of the environment and an excess of infiltration can lead to contamination of groundwater. In ...
2019Study of fast exchanging processes by NMR Spectroscopy
Nuclear magnetic resonance (NMR) spectroscopy is one of the most powerful and informative methods to probe molecular dynamics. Specifically, chemical exchange is an important phenomenon and one of the earliest and most vigorously investigated in NMR spectr ...
EPFL2017To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
Damir Filipovic, Léo Hamed Amini
We show that partial versus full multilateral netting of interbank liabilities increases bank shortfall and reduces clearing asset price and aggregate bank surplus. We also show that partial multilateral netting can be worse than no netting at all. ...
Informs2016