This article aims at testing empirically the performance persistence of distressed securities hedge funds. Distressed securities are related to the corporate bonds of bankrupted companies that start to get out from the crisis and are trying to reduce their loan exposures in the market. Hedge...

This article aims at testing empirically the performance of event driven hedge funds. The fund manager primarily is targeting financial, micro and macro economic or political events, corporate events that will affect positively the net asset value, NAV, performance of the fund. Merger arbitrage...

This article aims at testing empirically the performance persistence of emerging market hedge funds. Emerging market hedge funds invests primarily in countries that have a closed market economy and are in the process of developing and expanding its infrastructure such as Brazil, India, Latin...

In this paper, we study the mgp digital currency using binomial, Poisson distribution and application in C++. The initial coin offerings price is 0.01 USD. The circulation of the mgp digital currency is expected in September 2021 at www.crypto.com after a crypto currency license is obtained. The...

C++ is very useful language programming in modeling investment exercises, financial derivatives and their related Greeks symbols. The book covers BA and BS, MA and MS in Risk Management, Business Administration, Financial Services, International Business and Financial Derivatives and BS in...

The current position of the business can be verified through ratios analysis. According to this analysis managers, creditors, and investors can receive valuable information about the effectiveness and efficiency of the operations. Managers by using especially profitability, operating, and asset...

In this article, we estimate the payoff of an interest rate cap and floor on a LIBOR with different interest rates from a collar interest rate. An interest rate cap is a contract in which one party agrees to pay the other at specified period of time when the LIBOR with different interest rates...

We analyze the implied volatility on a call Nordea option contract with one and two period binomial tree model. We found that the call Nordea option contract is overpriced in the two period binomial tree models than the one period binomial model. The call Nordea option contract show high...

In this article, we apply the accelerator theory to test the relationship of Gross domestic product, GDP, and total government investments of the Greek economy. In other words, how an increase in national income measured by the GDP affect total government investments in an aggregate level. The...

This paper examines in detail the literature review of hedge funds performance persistence. Hedge funds are also known as alternative investments that are suited to institutional investors or wealthy investors with significant experience and knowledge in investment. They are used to hedge...