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CAPCO DEBUTS ON CONSULTING MAGAZINE’S “2010 BEST FIRM TO WORK FOR”
Capco consultants thrive on firm’s unique culture and driving client transformation
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Ian Holden joins Capco at a time of transformation in retail banking.
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NOW, NO DEGREES OF SEPARATION
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EUROPEAN RETAIL BANKING CREDIT RISK
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Journal 29 – Creating Markets
The articles in this edition focus on the major challenges financial institutions still face.
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Pricing - Journal Vol. 13
THE NOBEL LAUREATE VIEW
The international monetary systemRobert A. Mundell, University Professor of Economics, Columbia University, and Winner of The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1999SERVICES
Pricing traditional vs. alternative asset management services (Opinion)Francois-Serge Lhabitant, Head, Investment Research, Kedge Capital, and Professor of Finance, H.E.C. University of Lausanne, and Professor of Finance, EDHEC Business School
Propensity-based pricing (Opinion)Keith MacDonald, Partner, Capco
Simon Caufield, Managing Director, Nomis Solutions
Pricing outsourcing (Opinion)Simon Pilkington, Vice President, State Street Corporation
All banks are not alike Getting out of the commodity trap (Opinion)Reed K. Holden, Founder, Holden Advisors
Powerful pricing processes How banks can escape the profit crisis (Opinion)Georg Wuebker, Partner, Financial Services, Simon-Kucher & Partners
Market impact Transaction cost analysis and the financial markets (Opinion)Anders Amundson, Managing Director, Elkins/McSherry
Measuring trade execution costs from public dataHendrik Bessembinder, A. Blaine Huntsman, Presidential Chair in Finance, David Eccles School of Business, University of Utah
Best execution regulation From orders to marketsJonathan Macey, Sam Harris Professor of Corporate Law, Corporate Finance, and Securities Law, Yale Law School
Maureen O'Hara, Robert W. Purcell Professor of Management, Professor of Finance, Johnson Graduate School of Management, Cornell University
Credit card pricing developments and their disclosureMark Furletti, Payment Cards Center, The Federal Reserve Bank of PhiladelphiaREAL OPTIONS
The interaction between real options and financial hedging in non financial firms (Opinion)Tom Aabo, Associate Professor, Aarhus School of Business
Betty J. Simkins, Associate Professor, Department of Finance, Oklahoma State University
Mergers and acquisitions as a response to economic change (Opinion)Bart M. Lambrecht, Professor of Finance, Lancaster University Management School
Valuing real options_Frequently made errors (Opinion)Pablo Fernèndez, PricewaterhouseCoopers Professor of Corporate Finance, IESE Business School - University of Navarra
Real options and flexibilityThomas E. Copeland, Managing Director of Corporate Finance, Monitor Group, and Senior Lecturer, Sloan School of Management, MIT
Venture investment contracts as baskets of real optionsDidier Cossin UBS Professor of Finance, IMD
BenoÕt Leleux
Stephan Schmidheiny, Professor of Entrepreneurship and Finance, IMD
Entela Saliasi, FAME and HEC, University of Lausanne
A real options approach to bankruptcy costs Evidence from failed commercial banks during the 1990sJoseph R. Mason, LeBow College of Business, Drexel University, Wharton Financial Institutions Center, and Federal Reserve Bank of Philadelphia
Strategic investment under uncertainty A survey of game theoretic real options modelsKuno J. M. Huisman, Consultant, Centre for Quantitative Methods CQM B.V, and Researcher, Department of Econometrics & Operations Research and CentER, Tilburg University
Peter M. Kort, Professor, Department of Econometrics & Operations Research and CentER, Tilburg University, and Professor, Department of Economics, University of Antwerp
Grzegorz Pawlina, Lecturer, Department of Accounting and Finance, Management School, Lancaster University
Jacco J.J. Thijssen, Lecturer, Department of Economics, Trinity College DublinASSETS
Pricing with time technology and timescapes (Opinion)Bala R. Subramanian, Associate Professor, DeVry University
Inflation-induced valuation errors in the stock market (Opinion)Kevin J. Lansing, Senior Economist, Research Department, Federal Reserve Bank of San Francisco
Is the investor sentiment approach the solution to the IPO underpricing phenomenon (Opinion)Andreas Oehler, Professor of Finance, Bamberg University
Marco Rummer, Ph.D. Student, Teaching and Research Assistant, Department of Economics and Management, Bamberg University
Peter N. Smith, Professor of Economics and Finance, University of York
The credit spread puzzle (Opinion)John Hull, Professor of Finance, Director, Bonham Centre for Finance and Maple Financial Group Chair in Derivatives and Risk Management, Rotman School of Management, University of Toronto
Mirela Predescu, PhD. Candidate in Finance, Rotman School of Management, University of Toronto
Alan White, Peter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy and Professor of Finance, Rotman School of Management, University of Toronto
Impact of seasonality on inflation derivatives pricing (Opinion)Nabyl Belgrade, Interest Rates Derivatives Research, CDC IXIS CM
Eric Benhamou, Head of Quantitative Interest Rates Derivatives Research, CDC IXIS CM
Pricing default-free fixed rate mortgages A primerPatric H. Hendershott, Professor, Aberdeen University
Robert Van Order, Lecturer, University of Pennsylvania
Efficient pricing of default risk Different approaches for a single goalDamiano Brigo, Head of Credit Models, Banca IMI
Massimo Morini, University of Milan Bicocca