"The book describes the different tools and techniques available to anyone who is engaged in providing funding or advice to a project. Project finance is ultimately about applying three basic principles to a funding situation and from these three, all the other ideas flow including contracts....

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the...

In this work, we propose an ARMA(1,1)-GARCH(1,1) model with standard classical tempered stable (CTS) innovations for historical daily returns of 29 selected stocks. The non-Gaussian nature of the innovations captures the fat-tail property observed in data. The dependency between different assets...

New banking and investment business models to navigate thepost-financial crisis environment The financial crisis of 2007-2008 has discredited businessmodels in the banking and fund management industries. In TheFuture of Finance, Moorad Choudhry and Gino Landuyt argue thatbanks must realign their...