Prof Juho Kanniainen's pages Recent Highlights  New book! High-Performance Computing in Finance: Problems, Methods, and Solutions Chapman and Hall/CRC Financial Mathematics Series Edited by M. Dempster, J. Kanniainen, J. Keane, and E. Vynckier   Review of Finance "Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets" [Read more] "Limit Order Books and Liquidity around Scheduled and Non-Scheduled Announcements: Empirical Evidence from NASDAQ Nordic"  Journal of Banking and Finance "Estimating and Using GARCH Models with VIX Data for Option Valuation" Use VIX to improve the performance of option pricing models [Read more]  Digital Signal Processing "A Fast Universal Self-tuned Sampler within Gibbs sampling" Project Highlights  BigDataFinance EU project: New quantitative and econometric methods for empirical finance and risk management with large and complex datasets by exploiting big data techniques  HPCFinance EU project: At the fertile crossroads of Financial Engineering and High Performance Computing providing robust solutions to managing financial risks |