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- Vendor News: October 8, 2014 - SS&C Technologies 2014 Third Quarter Earnings Release Notice
- Blog Post: TheFinancialServicesClub: Simplification? No, let's double the complexity (from four pillars to eight)
- Blog Post: iMFdirect: The New Global Imbalance: Too Much Financial Risk-Taking, Not Enough Economic-Risk Taking
- Blog Post: TheAlephBlog: Buying an Inexpensive Car
- Counterparty credit risk, collateral and funding - an interview with Professor Damiano Brigo - MoneyScience's blog - MoneyScience
- Nudges: Good and Bad by Cass R. Sunstein
- Published / Preprint: Path Integral and Asset Pricing. (arXiv:1410.1611v1 [q-fin.MF])
- Published / Preprint: Tug-of-war, market manipulation and option pricing. (arXiv:1410.1664v1 [math.AP])
| Vendor News: October 8, 2014 - SS&C Technologies 2014 Third Quarter Earnings Release Notice Posted: 08 Oct 2014 07:50 AM PDT |
| Posted: 08 Oct 2014 07:40 AM PDT Some of you may remember that I had a fraud alert involving Braintree a month ago. The alert was raised by my credit card provider, after they detected a suspicious transaction for $699 via Braintree. Luckily, as I’m a little bit in the know, I knew that Braintree is part of PayPal but, even so …read more... Visit MoneyScience for the Complete Article. |
| Posted: 08 Oct 2014 06:18 AM PDT  By José Viñalsread more... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Buying an Inexpensive Car Posted: 08 Oct 2014 03:57 AM PDT Photo Credit: FotoSleuthread more... Visit MoneyScience for the Complete Article. |
| Posted: 08 Oct 2014 01:44 AM PDT Counterparty #credit #risk, collateral and funding - an interview with Professor Damiano Brigo @ProfBrigo http://t.co/FBor4QnNrm #quant — Risk Management… Visit MoneyScience for the Complete Article. |
| Nudges: Good and Bad by Cass R. Sunstein Posted: 08 Oct 2014 01:44 AM PDT Waldron won't budge, rebukes Sunstein on the "sinister sense of nudge" http://t.co/nBmromTFwN — Emanuel Derman (@EmanuelDerman) October 8, 2014 Visit MoneyScience for the Complete Article. |
| Published / Preprint: Path Integral and Asset Pricing. (arXiv:1410.1611v1 [q-fin.MF]) Posted: 07 Oct 2014 05:38 PM PDT We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques to "less-tractable" models such as the Black-Karasinski model. We give explicit formulas for computing the bond... Visit MoneyScience for the Complete Article. |
| Posted: 07 Oct 2014 05:38 PM PDT We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. We prove that the game has a value and that the value function is the unique... Visit MoneyScience for the Complete Article. |
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