MoneyScience News |
- Europe and US warn of possible HFT clampdown
- Cormac McCarthy and the Santa Fe Institute - http://t.co/cy2Pq7oF @sfi_news - Via @SimoleonSense
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @fitzanalytics @stanleyepstein @hftreview
- Blog Post: FINalternatives: Dutch PE Fund Targets Cos Run By Male/Female Teams
- Published / Preprint: A parsimonious model for intraday European option pricing
- Published / Preprint: Global Networks of Trade and Bits
- Published / Preprint: On the dynamics of social conflicts: looking for the Black Swan
- Early Talk of 'Nuclear Option,â Unlimited Sovereign Bond Purchases by the ECB - http://t.co/yENHTiXf via @historysquared #tcm
- Blog Post: TheReformedBroker: Obama Says Election-Related Thing About Corporate Tax Rate He Doesn't Mean
- Blog Post: QFINANCE: China tacks hard to avoid a hard landing
- Published / Preprint: The Endogenous Price Dynamics of Emission Allowances and an Application to Option Pricing
- Blog Post: HighFrequencyTradingReview: Beyond Latency " Utilizing Ultra Accurate Network Timing in HFT Systems
- Winners of the International Assoc of Financial Engineers Student Competition from @BerkeleyHaas - http://t.co/7XgPrbvQ @richlyons #tcm
- Winners of the International Assoc of Financial Engineers Student Competition from @BerkeleyHaas - http://t.co/UbkiJQeW @richlyons #tcm
- Blog Post: IAFE: IAFE student competition in evaluating and hedging Greek and California sovereign risk won by UC Berkeley
- Blog Post: TheFinancialServicesClub: US authorities start campaign against Bitcoin?
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @iesebs
- Piling up ecological deficits is as concerning as piling up financial ones, a new economic and environmental index http://t.co/dee3wwmm #tcm
- You can't do the #math without the words - anumeric language; knowledge, perception and reasoning http://t.co/vXsfS5Al #tcm
- Rotman study on Herd mentality and Group Buying - http://t.co/ExRozd4i - @rotmanschool
- Ethical lapses in banking and investment - a theory of the self for the sociology of morality
- Study from Rotman School shows why herd mentality best mode for group buying sites
- The EC last week said it is doubling its multi-year investment in exascale computing from '¬630m to â¬1.2b http://t.co/DxAptsJ2 #tcm
- Blog Post: Falkenblog: Conservatism as Orgasm
- Blog Post: AllAboutAlpha: Taking A Global Look at Risk and Correlations
- Blog Post: FinanceClippings: Beer and IPOs
- Blog Post: TalesfromaTradingDesk: Raptor
Europe and US warn of possible HFT clampdown Posted: 22 Feb 2012 05:03 AM PST |
Cormac McCarthy and the Santa Fe Institute - http://t.co/cy2Pq7oF @sfi_news - Via @SimoleonSense Posted: 22 Feb 2012 04:54 AM PST |
Posted: 22 Feb 2012 04:53 AM PST |
Blog Post: FINalternatives: Dutch PE Fund Targets Cos Run By Male/Female Teams Posted: 22 Feb 2012 04:48 AM PST |
Published / Preprint: A parsimonious model for intraday European option pricing Posted: 22 Feb 2012 04:39 AM PST A stochastic model for pure-jump diffusion (the compound renewal process) can be used as a zero-order approximation and as a phenomenological description of tick-by-tick price fluctuations. This leads to an exact and explicit gener 645 al formula for the martingale price of a European call option. A complete derivation of this result is presented by means of elementary probabilistic tools. Visit MoneyScience for the Complete Article. |
Published / Preprint: Global Networks of Trade and Bits Posted: 22 Feb 2012 04:39 AM PST Considerable efforts have been made in recent years to produce detailed topologies of the Internet. Although Internet topology data have been brought to the attention of a wide and somewhat di 9e4 verse audience of scholars, so far they have been overlooked by economists. In this paper, we suggest that such data could be effectively treated as a proxy to characterize the size of the "digital... Visit MoneyScience for the Complete Article. |
Published / Preprint: On the dynamics of social conflicts: looking for the Black Swan Posted: 22 Feb 2012 04:39 AM PST This paper deals with the modeling of social competition, possibly resulting in the onset of extreme conflicts. More precisely, we discuss models describing the interplay between individual competition for wealth distribution that, when coupled with political stances coming from support or opposition to a government, may give rise to strongly self-enhanced effects. The latter may be thought of as... Visit MoneyScience for the Complete Article. |
Posted: 22 Feb 2012 04:27 AM PST |
Posted: 22 Feb 2012 04:19 AM PST |
Blog Post: QFINANCE: China tacks hard to avoid a hard landing Posted: 22 Feb 2012 03:38 AM PST |
Posted: 22 Feb 2012 02:36 AM PST |
Posted: 22 Feb 2012 02:10 AM PST |
Posted: 22 Feb 2012 01:56 AM PST |
Posted: 22 Feb 2012 01:30 AM PST |
Posted: 22 Feb 2012 12:52 AM PST |
Blog Post: TheFinancialServicesClub: US authorities start campaign against Bitcoin? Posted: 22 Feb 2012 12:45 AM PST |
Posted: 21 Feb 2012 11:34 PM PST |
Posted: 21 Feb 2012 11:22 PM PST |
Posted: 21 Feb 2012 10:53 PM PST |
Rotman study on Herd mentality and Group Buying - http://t.co/ExRozd4i - @rotmanschool Posted: 21 Feb 2012 10:44 PM PST |
Ethical lapses in banking and investment - a theory of the self for the sociology of morality Posted: 21 Feb 2012 10:38 PM PST WASHINGTON, DC, February 21, 2012 - Why do some people behave morally while others do not? Sociologists at the University of California, Riverside and California State University, Northridge have developed a theory of the moral self that may help explain the ethical lapses in the banking, investment, and mortgage-lending industries that nearly ruined the U.S. economy.read more... Visit MoneyScience for the Complete Article. |
Study from Rotman School shows why herd mentality best mode for group buying sites Posted: 21 Feb 2012 10:36 PM PST |
Posted: 21 Feb 2012 10:25 PM PST |
Blog Post: Falkenblog: Conservatism as Orgasm Posted: 21 Feb 2012 07:23 PM PST Alison Gopnik studies babies, and finds them active little theorists, academics with no responsibilities and lots of time for inquiry. She titled a paper Explanation as Orgasm, noting our desire for explanations is like an orgasm, in that it must have some kind of innate reward to get us to do it. Children need to learn about the causal structure of the world, so there must be something hard... Visit MoneyScience for the Complete Article. |
Blog Post: AllAboutAlpha: Taking A Global Look at Risk and Correlations Posted: 21 Feb 2012 05:43 PM PST Comparing the different editions of the Axioma Quarterly Risk Review for 4th Quarter 2011 leaves some fascinating insights. For example, it is becoming more difficult over time, in much of the world, for investors to create significant diversification within the (domestic) equity portion of their portfolio, because the correlations of stock pairs have been increasing. Visit MoneyScience for the Complete Article. |
Blog Post: FinanceClippings: Beer and IPOs Posted: 21 Feb 2012 04:01 PM PST |
Blog Post: TalesfromaTradingDesk: Raptor Posted: 21 Feb 2012 03:51 PM PST |
You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
Google Inc., 20 West Kinzie, Chicago IL USA 60610 |