The last ten years has seen the introduction and rapid growth of a market in weather derivatives, financial instruments whose payoffs are determined by the outcome of an underlying weather metric. These instruments allow ...
The field of Natural Computing (NC) has advanced rapidly over the past decade. One significant offshoot of this progress has been the application of NC methods in finance. This chapter provides an introduction to a wide ...
Price impact models are important for devising trade execution strategies. However, a proper characterization of price impacts is still lacking. This study models the price impact using an agent-based modeling approach. ...