MoneyScience News |
- Blog Post: TheFinancialServicesClub: Wifi in the Jungle? How the Internet Reaches the World's Most Remote Regions
- Blog Post: TheAlephBlog: Factor Glut
- Published / Preprint: Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions. (arXiv:1410.2890v1 [physics.soc-ph])
- Published / Preprint: Arbitrage theory without a num\'eraire. (arXiv:1410.2976v1 [q-fin.MF])
- Published / Preprint: Volatility is rough. (arXiv:1410.3394v1 [q-fin.ST])
- Published / Preprint: Note on multidimensional Breeden-Litzenberger representation for state price densities. (arXiv:1305.5963v2 [math.PR] CROSS LISTED)
- Nicola Bruti Liberati Prize 2015
- The Prize in Economic Sciences 2014 - Press Release
- Jean Tirole - Wikipedia, the free encyclopedia
- The Nobel Prize on Twitter: "BREAKING NEWS: #nobelprize2014 in Economic Sciences to French Jean Tirole @UT1Capitole http://t.co/nIPAU05eTo"
- Vendor News: Hospital Executives in US and Europe Expect Investment and Spending to Increase as Economies Improve
| Posted: 14 Oct 2014 03:09 AM PDT In a special guest post from Luis Alvarez, CEO of BT Global Services (originally published in the Huffington Post) we explore the radical change that WiFi and mobile services have introduced to the world or, in this case, the Amazon.read more... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Factor Glut Posted: 14 Oct 2014 01:38 AM PDT Photo Credit: Dan Centuryread more... Visit MoneyScience for the Complete Article. |
| Posted: 13 Oct 2014 05:38 PM PDT The yearly aggregated tax income data of all, more than 8000, Italian municipalities are analyzed for a period of five years, from 2007 to 2011, to search for conformity or not with Benford's law, a counter-intuitive phenomenon observed in large tabulated data where the occurrence of numbers having smaller initial digits is more favored than those with larger digits. This is done in anticipation... Visit MoneyScience for the Complete Article. |
| Published / Preprint: Arbitrage theory without a num\'eraire. (arXiv:1410.2976v1 [q-fin.MF]) Posted: 13 Oct 2014 05:38 PM PDT This note develops an arbitrage theory for a discrete-time market model without the assumption of the existence of a num\'eraire asset. Fundamental theorems of asset pricing are stated and proven in this context. The distinction between the notions of investment-consumption arbitrage and pure-investment arbitrage provide a discrete-time analogue of the distinction between the notions of... Visit MoneyScience for the Complete Article. |
| Published / Preprint: Volatility is rough. (arXiv:1410.3394v1 [q-fin.ST]) Posted: 13 Oct 2014 05:38 PM PDT Estimating volatility from recent high frequency data, we revisit the question of the smoothness of the volatility process. Our main result is that log-volatility behaves essentially as a fractional Brownian motion with Hurst exponent H of order 0.1, at any reasonable time scale. This leads us to adopt the fractional stochastic volatility (FSV) model of Comte and Renault. We call our model Rough... Visit MoneyScience for the Complete Article. |
| Posted: 13 Oct 2014 05:38 PM PDT In this note, we consider European options of type $h(X^1_T, X^2_T,\ldots, X^n_T)$ depending on several underlying assets. We give a multidimensional version of the result of Breeden and Litzenberger \cite{Breeden} on the relation between derivatives of the call price and the risk-neutral density of the underlying asset. The pricing measure is assumed to be absolutely continuous with... Visit MoneyScience for the Complete Article. |
| Nicola Bruti Liberati Prize 2015 Posted: 13 Oct 2014 01:06 PM PDT The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to... Visit MoneyScience for the Complete Article. |
| The Prize in Economic Sciences 2014 - Press Release Posted: 13 Oct 2014 04:27 AM PDT Who is Jean Tirole? - Press release: http://t.co/oZaho7oZv6 - Background: http://t.co/PUOaBGpqoW - Scientific info: http://t.co/luxLZX7JQi — Justin Wolfers… Visit MoneyScience for the Complete Article. |
| Jean Tirole - Wikipedia, the free encyclopedia Posted: 13 Oct 2014 04:10 AM PDT Nobel Prize in Economics goes to Prof. Jean Tirole, Toulouse http://t.co/r0Tlp7U2cN #Nobelprize2014 — Risk Management (@Risk_Mgmt) October 13, 2014 Visit MoneyScience for the Complete Article. |
| Posted: 13 Oct 2014 04:10 AM PDT BREAKING NEWS: #nobelprize2014 in Economic Sciences to French Jean Tirole @UT1Capitole http://ift.tt/1rqcBGB — The Nobel Prize (@NobelPrize) October 13, 2014 Visit MoneyScience for the Complete Article. |
| Posted: 13 Oct 2014 04:08 AM PDT Concerns Remain About Budget Cuts, Rising Labor Costs NEW YORK, Oct. 13, 2014 (GLOBE NEWSWIRE) -- ITG Market Research today released the results of a new global survey of hospital executives in the US, France, Germany, the UK, Japan, and Korea that highlights positive trends as well as looming challenges facing the global hospital industry. On the positive side, improving economies in Europe and... Visit MoneyScience for the Complete Article. |
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