MoneyScience News |
- MoneyScience: MoneyScience's event: GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi
- MoneyScience: MoneyScience's event: Introduction to QuantLib Development with Luigi Ballabio
- Saving the Market from Capitalism: Ideas for an Alternative Finance - MoneyScience
- Blog Post: TheFinancialServicesClub: Things worth reading: 30th July 2014
- Published / Preprint: Convex duality for stochastic singular control problems. (arXiv:1407.7717v1 [math.OC])
- Published / Preprint: Utility indifference pricing and hedging for structured contracts in energy markets. (arXiv:1407.7725v1 [q-fin.MF])
- Blog Post: TheAlephBlog: The Best of the Aleph Blog, Part 25
- Blog Post: iMFdirect: Should We Worry About Higher Interest Rates?
- Reputational Risk Drives Social Media Processes - Wall Street & Technology
- Liquidity at Heart of MiFID Debate
- http://ineteconomics.org/sites/inet.civicactions.net/files/Note-33-Arthur.pdf
- Twitter / GokhanKula: Maslow’s Hierarchy Of Credit ...
- Managing Housing Market Risks in the United Kingdom - iMFdirect's blog - MoneyScience
- Piketty's Terrifying Dystopia - Falkenblog's blog - MoneyScience
| Posted: 30 Jul 2014 03:57 AM PDT GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - Oct 29-31, London #quant #gpu #HPC http://t.co/ofU5GtUqwi — Risk Management (@Risk_Mgmt)… Visit MoneyScience for the Complete Article. |
| MoneyScience: MoneyScience's event: Introduction to QuantLib Development with Luigi Ballabio Posted: 30 Jul 2014 03:57 AM PDT Introduction to QuantLib Development with Luigi Ballabio - Sept 22-24, London - http://t.co/maicilEp0M #quant #finance — Risk Management (@Risk_Mgmt) July 30,… Visit MoneyScience for the Complete Article. |
| Saving the Market from Capitalism: Ideas for an Alternative Finance - MoneyScience Posted: 30 Jul 2014 02:12 AM PDT @moneyscience: New book! Saving the Market from Capitalism: Ideas for an Alternative Finance http://t.co/UIcxoa560c via @wiley_finance — Finance Media… Visit MoneyScience for the Complete Article. |
| Blog Post: TheFinancialServicesClub: Things worth reading: 30th July 2014 Posted: 29 Jul 2014 11:12 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article. |
| Posted: 29 Jul 2014 07:52 PM PDT We develop a general theory of convex duality for certain singular control problems, taking the abstract results by Kramkov and Schachermayer (1999) for optimal expected utility from nonnegative random variables to the level of optimal expected utility from increasing, adapted controls. The main contributions are the formulation of a suitable duality framework, the identification of the problem's... Visit MoneyScience for the Complete Article. |
| Posted: 29 Jul 2014 07:52 PM PDT In this paper we focus on pricing of structured products in energy markets using utility indifference pricing approach. In particular, we compute the buyer's price of such derivatives for an agent investing in the forward market, whose preferences are described by an exponential utility function. Such a price is characterized in terms of continuous viscosity solutions of suitable non-linear PDEs.... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: The Best of the Aleph Blog, Part 25 Posted: 29 Jul 2014 12:40 PM PDT In my view, these were my best posts written between February and April 2013:read more... Visit MoneyScience for the Complete Article. |
| Blog Post: iMFdirect: Should We Worry About Higher Interest Rates? Posted: 29 Jul 2014 11:30 AM PDT By Hamid Faruqeeread more... Visit MoneyScience for the Complete Article. |
| Reputational Risk Drives Social Media Processes - Wall Street & Technology Posted: 29 Jul 2014 07:26 AM PDT RT @gmacsweeney: Reputational Risk Drives Social Media Processes - Wall Street & Technology http://t.co/NqNfzd3TXe — Risk Management (@Risk_Mgmt) July 29,… Visit MoneyScience for the Complete Article. |
| Liquidity at Heart of MiFID Debate Posted: 29 Jul 2014 07:26 AM PDT RT @DerivAlert: Liquidity at Heart of MiFID Debate http://t.co/Po2qtmgC81 — Risk Management (@Risk_Mgmt) July 29, 2014 Visit MoneyScience for the Complete Article. |
| http://ineteconomics.org/sites/inet.civicactions.net/files/Note-33-Arthur.pdf Posted: 29 Jul 2014 04:11 AM PDT Interesting! MT @charles_consult: Complexity Economics: A Different Framework for Economic Thought http://t.co/bIGyG7n2qU by Brian Arthur — Beate Reszat… Visit MoneyScience for the Complete Article. |
| Twitter / GokhanKula: Maslow’s Hierarchy Of Credit ... Posted: 29 Jul 2014 04:11 AM PDT Maslow's Hierarchy Of Credit Bubbles Fantastic Chart by @TFMkts via @m_udland 's BI Most Important Charts http://ift.tt/1rAvDfR — Gökhan Kula (@GokhanKula)… Visit MoneyScience for the Complete Article. |
| Managing Housing Market Risks in the United Kingdom - iMFdirect's blog - MoneyScience Posted: 29 Jul 2014 04:11 AM PDT .@IMFNews - Managing Housing Market Risks in the United Kingdom http://t.co/OFjGvO0vBD — moneyscience (@moneyscience) July 29, 2014 Visit MoneyScience for the Complete Article. |
| Piketty's Terrifying Dystopia - Falkenblog's blog - MoneyScience Posted: 29 Jul 2014 04:11 AM PDT Falkenblog: Piketty's Terrifying Dystopia http://t.co/u4vR9PMn0i — moneyscience (@moneyscience) July 28, 2014 Visit MoneyScience for the Complete Article. |
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