PV price forecast

This analysis of PV installation costs is based on the anonymized data collected by the online ROI calculator PVCalc. The data spans the period July 2009 - Dec. 2011 and contains price and nominal power data. A simple plot already reveals falling PV installation prices. A closer look also reveals ... Read more »
13 years ago

The Kelly criterion and fixed fraction betting

The Kelly criterion and fixed fraction betting is briefly introduced and extended to left bounded profit/loss distributions (i.e. profit/loss distributions that are bounded from the left). Various inequalities are studied and analytical tools are offered. Click here for the full text. Introduction Let $X$ be a real ... Read more »
14 years ago

Fixed Income Know-How

This is an introduction to the basic notions, conventions and applications of the term structure of interest rates, commonly called the yield curve. Here you will find a discussion of the basic notions like interest rate, discount factor zero, par and forward curve, and slightly more advanced topics. This introduction ... Read more »
15 years ago