• Issue
    Volume 2020, Issue 107
    1-72
    May 2020
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Contents

Contents

  • Pages: 1
  • First Published: 30 May 2020

Regulars

A Little Learnin' Is a Dangerous Thing

Dan Tudball, 
  • Pages: 2-3
  • First Published: 30 May 2020

News

  • Pages: 4-5
  • First Published: 30 May 2020

Columnists

Pandemic Bonds

Aaron Brown, 
  • Pages: 6-8
  • First Published: 30 May 2020

A Tragedy of Errors: Tales of Innumeracy

Rolf Poulsen, 
  • Pages: 9-11
  • First Published: 30 May 2020

KIKO TART Revival in Asia

Uwe Wystup, 
  • Pages: 12-19
  • First Published: 30 May 2020

Cover Story

Transaction Costs: Much Smaller than We Thought

Nassim Nicholas Taleb, 
  • Pages: 20-33
  • First Published: 30 May 2020

Columnists

Team Composition: Are the Best Players on the Best Teams?

Leonard MacLean,  Bill Ziemba, 
  • Pages: 34-41
  • First Published: 30 May 2020

Technical Papers

Multivariate General Compound Hawkes Processes and their Applications in Limit Order Books

Qi Guo,  Anatoliy Swishchuk, 
  • Pages: 42-51
  • First Published: 30 May 2020

Digital Option Valuation With the SABR Model

Patrick S. Hagan,  Andrew S. Lesniewski,  G. E. Skoufis,  Diana E. Woodward, 
  • Pages: 52-69
  • First Published: 30 May 2020

Regulars

Cars

Milford Radley, 
  • Pages: 70-71
  • First Published: 30 May 2020

The skewed world of Jan Darasz

Jan Darasz, 
  • Pages: 72
  • First Published: 30 May 2020