Full Story Events SCATC - Spring 2022 HFSC is proud to announce Trading competition which will last for 5 days during 04/08 – 05/06. For further information kindly refer to the attach document. So hurry! SCATC S2022 final 1 SCATC_S2022_final-1.pdf 4 MB download-circle
Full Story Events The Equity Risk Premium: Unified Modeling and Python Automation The US equity risk premium (ERP) is discussed in the context of broad-based market indices. The forward-looking ERP is estimated from options markets, which provide a market-based risk-neutral pdf for prices in the future. These pdf’s are transformed to real-world distributions via a well-known exponential tilt transformation. The tilt
