Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance professor who has been working in the accounting and finance industries for more than 20 years. Her expertise covers a ...
Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: Chow and Liu considered the problem of approximating discrete joint distributions with dependence tree distributions where the goodness of the approximations were measured in terms of KL ...
This year, more ETFs are paying out capital gains than in 2022 and 2023. Nonetheless, ETFs remain more tax-efficient than mutual funds. Most ETFs that expect to distribute gains this year were ...