MoneyScience News |
- Vendor News: Infosys Receives the Highest Product Score in âGartner Critical Capabilities for International Retail Core Bankingâ Report
- Blog Post: TheAlephBlog: Book Review: The Great Minds of Investing
- Published / Preprint: Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds. (arXiv:1505.07484v1 [q-fin.RM])
- Published / Preprint: Optimal Stopping with Random Maturity under Nonlinear Expectations. (arXiv:1505.07533v1 [math.PR])
- Published / Preprint: An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting. (arXiv:1505.07705v1 [q-fin.MF])
- Blog Post: iMFdirect: Reigniting Strong and Inclusive Growth in Brazil
- Vendor News: Fidessa marks 10 years in Canada with opening of Toronto Stock Exchange
- Vendor News: May 28, 2015 - FBN Securities Goes Live on SS&Câs MarketTrader
| Posted: 29 May 2015 01:26 AM PDT Infosys, a leader in consulting, technology, outsourcing and next- generation services, today announced that following the evaluation of its Finacle offering, Gartner Inc., a leading provider of research and analysis on the global information technology industry, has given Infosys the highest score for all six use cases in the Gartner Critical Capabilities for International Retail Core Banking1... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Book Review: The Great Minds of Investing Posted: 29 May 2015 12:17 AM PDT read more... Visit MoneyScience for the Complete Article. |
| Posted: 28 May 2015 05:37 PM PDT Covered bonds are a specific example of senior secured debt. If the issuer of the bonds defaults the proceeds of the assets in the cover pool are used for their debt service. If in this situation the cover pool proceeds do not suffice for the debt service, the creditors of the bonds have recourse to the issuer's assets and their claims are pari passu with the claims of the creditors of senior... Visit MoneyScience for the Complete Article. |
| Posted: 28 May 2015 05:37 PM PDT We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities $\mathcal{P}$. The maturity is specified as the hitting time to level $0$ of some continuous index process at which the payoff process is even allowed to have a positive jump. When $\mathcal{P}$ is a collection of semimartingale... Visit MoneyScience for the Complete Article. |
| Posted: 28 May 2015 05:37 PM PDT We study an optimal multiple stopping problem for call-type payoff driven by a spectrally negative Levy process. The stopping times are separated by constant refraction times, and the discount rate can be positive or negative. The computation involves a distribution of the Levy process at a constant horizon and hence the solutions in general cannot be attained analytically. Motivated by the... Visit MoneyScience for the Complete Article. |
| Blog Post: iMFdirect: Reigniting Strong and Inclusive Growth in Brazil Posted: 28 May 2015 10:26 AM PDT By Christine Lagarde read more... Visit MoneyScience for the Complete Article. |
| Vendor News: Fidessa marks 10 years in Canada with opening of Toronto Stock Exchange Posted: 28 May 2015 08:18 AM PDT |
| Vendor News: May 28, 2015 - FBN Securities Goes Live on SS&Câs MarketTrader Posted: 28 May 2015 06:06 AM PDT |
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