Mohammad Saber Rohi received his bachelor's degree from the University of Kermanshah in applied mathematics then he achieved his Master's and Ph.D. degrees in financial mathematics and Numerical ...

Mondher Bouattour is an Associate Professor of Finance at Excelia Business School and a member of the LGTO laboratory. He obtained a PhD in Management Science from Toulouse University, France. His ...

This paper extends typical research on herding behavior to commodity futures markets, investigating five markets and finding herding behavior during the global ...

Of the record $727.1 trillion notional amount held by dealers in Bank for International Settlements member countries, 26.2% had a counterparty other than another reporting dealer or a central ...

Across the 77 banks assessed by the Financial Stability Board for its latest G-Sib ranking, Level 3 assets climbed to €726.8 billion – a 7% rise from end-2022 and the highest in 11 years of ...

The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, ...