MoneyScience News |
- Blog Post: TheReformedBroker: Hot Links: Risk Removal
- 200+ Business Schools on Twitter - http://t.co/wpC2yQT6
- Institute for New Economic Thinking awards $4m in Research Grants to Fund 29 projects: Here's a list http://t.co/zLmfd2pn @ineteconomics
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @wsbegrad
- Institute for New Economic Thinking awards $4 million in Research Grants to Fund 29 projects
- Blog Post: TheFinancialServicesClub: MEFTEC Dubai, the Asian Banker and Innotribe Bangkok
- Blog Post: FINalternatives: HFR: Hedge Funds Suffer Marginal Loss In March
- On Academic Talks: Memory and Fear - http://t.co/Mqgzz1Uy
- Video - Forecasting Financial Crises, Interview with Stefano Battiston, ETH Zurich - http://t.co/WxwWjZn4 @FOCproject @zbattiz
- Blog Post: PsyFiBlog: Shareholders Are Revolting
- Video - Forecasting Financial Crises, Interview with Stefano Battiston, ETH Zurich
- Blog Post: ThreeToedSloth: On Academic Talks: Memory and Fear
- Blog Post: Falkenblog: SEC Probes High Frequency Trading
- Blog Post: MusingsonMarkets: Apple: Know when to hold 'em, know when to fold 'em..
- Published / Preprint: Local Volatility Pricing Models for Long-dated FX Derivatives. (arXiv:1204.0633v1 [q-fin.PR])
- Published / Preprint: Efficient Discretization of Stochastic Integrals. (arXiv:1204.0637v1 [math.PR])
- Published / Preprint: Arbitrage-free SVI volatility surfaces. (arXiv:1204.0646v1 [q-fin.PR])
- Published / Preprint: Maximum Maximum of Martingales given Marginals. (arXiv:1203.6877v1 [math.PR] CROSS LISTED)
- Blog Post: AllAboutAlpha: Looking for Abnormal Market Activity
- Blog Post: RobertPestonBlog: Wall Street comes to Watton
- Blog Post: TalesfromaTradingDesk: NYSE To Launch Retail CFD Platform
- Blog Post: NumericalAlgorithmsGroup: How To: Call Brent's Root-Finding Algorithm From C#
- Blog Post: relmbo: Finance Clippings: Pension fund risky bets fail to pay off.
- Blog Post: HighFrequencyTradingReview: Meet the Next-Generation Trader [Advanced Trading]
- 200+ Business Schools on Twitter - http://t.co/wpC2yQT6 @peerindex
- 200+ Business Schools on Twitter
- Blog Post: FinanceProfessor: I am back
- Blog Post: TimingLogic: 60 Minutes - Sugar Is A Poison. The Medical And Industrial Food Bureaucracies Are Teetering On The Precipice.
- Published / Preprint: Progress report on Basel III implementation and procedures for conducting country reviews published by Basel Committee
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @markit @alyssa4ar @carlcarrie @nanexllc @sgavantgard
- Vendor News: ITG Investment Research Launches New Apple iTV Report
| Blog Post: TheReformedBroker: Hot Links: Risk Removal Posted: 04 Apr 2012 05:01 AM PDT Your morning financial links, expertly curated. Visit MoneyScience for the Complete Article.      |
| 200+ Business Schools on Twitter - http://t.co/wpC2yQT6 Posted: 04 Apr 2012 03:52 AM PDT BusinessSchools: 200+ Business Schools on Twitter - http://t.co/wpC2yQT6 Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2012 12:48 AM PDT BusinessSchools: Institute for New Economic Thinking awards $4m in Research Grants to Fund 29 projects: Here's a list http://t.co/zLmfd2pn @ineteconomics Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2012 12:28 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @wsbegrad Visit MoneyScience for the Complete Article.    |
| Institute for New Economic Thinking awards $4 million in Research Grants to Fund 29 projects Posted: 04 Apr 2012 12:28 AM PDT The Institute for New Economic Thinking and the Centre for International Governance Innovation awarded $4 million in research grants to fund 29 different projects aimed at finding solutions for the world’s most pressing economic problems.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: MEFTEC Dubai, the Asian Banker and Innotribe Bangkok Posted: 04 Apr 2012 12:01 AM PDT For those who are interested, there are a few major conferences coming up this month.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: HFR: Hedge Funds Suffer Marginal Loss In March Posted: 03 Apr 2012 11:45 PM PDT Hedge funds inched down in March, capping off a positive but disappointing first quarter.read more... Visit MoneyScience for the Complete Article.    |
| On Academic Talks: Memory and Fear - http://t.co/Mqgzz1Uy Posted: 03 Apr 2012 11:21 PM PDT BusinessSchools: On Academic Talks: Memory and Fear - http://t.co/Mqgzz1Uy Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 11:21 PM PDT BusinessSchools: Video - Forecasting Financial Crises, Interview with Stefano Battiston, ETH Zurich - http://t.co/WxwWjZn4 @FOCproject @zbattiz Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Shareholders Are Revolting Posted: 03 Apr 2012 11:13 PM PDT Improving corporate governance may make the next financial crisis even worse Command and Control Ever since the joint stock company, the predecessor of the modern corporation, was invented shareholders have engaged in a love-hate relationship with the managers of their firms. At the heart of the battle is a matter of great importance for all investors â€" who owns and controls the companies they... Visit MoneyScience for the Complete Article.    |
| Video - Forecasting Financial Crises, Interview with Stefano Battiston, ETH Zurich Posted: 03 Apr 2012 10:31 PM PDT Via the Blog of the FOC Project, a European Science project aimed at understanding and forecasting systemic risk and global financial instabilities, comes this interview with Stefano Battiston, physicist at ETH Zurich (Switzerland).read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThreeToedSloth: On Academic Talks: Memory and Fear Posted: 03 Apr 2012 10:18 PM PDT Attention conservation notice: 2000 words of advice to larval academics, based on mere guesswork and ill-assimilated psychology. It being the season for job-interview talks, student exam presentations, etc., the problems novices have with giving them are much on my mind. And since I find myself composing the same e-mail of advice over and over, why not write it out once and for all? Once you... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: SEC Probes High Frequency Trading Posted: 03 Apr 2012 07:31 PM PDT A WSJ article discusses what the SEC is looking at:The SEC is examining whether such order types unfairly allow high-speed traders to jump ahead of other investors in an exchange's "order book," or the queue of buy and sell orders that are typically ranked by price and when they were received, according to people familiar with the matter.Another area of focus for the SEC are the rebates some... Visit MoneyScience for the Complete Article.    |
| Blog Post: MusingsonMarkets: Apple: Know when to hold 'em, know when to fold 'em.. Posted: 03 Apr 2012 06:22 PM PDT In my last post on Apple, I made two confessions. The first was that I have loved the company’s products for almost three decades and am thus incapable of being unbiased in assessing value or marking judgments on its quality as a business. The other was that I am an Apple stockholder of long standing. At least one of these statements is no longer true, since I did sell my holdings of Apple in... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 05:34 PM PDT We study the local volatility function in the Foreign Exchange market where both domestic and foreign interest rates are stochastic. This model is suitable to price long-dated FX derivatives. We derive the local volatility function and obtain several results that can be used for the calibration of this local volatility on the FX option's market. Then, we study an extension to obtain a more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 05:34 PM PDT Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves seemingly new. Asymptotically efficient schemes which attain the lower bounds are constructed explicitly. The result is directly applicable to practical... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Arbitrage-free SVI volatility surfaces. (arXiv:1204.0646v1 [q-fin.PR]) Posted: 03 Apr 2012 05:34 PM PDT In this article, we show how to calibrate the widely-used SVI parameterization of the implied volatility surface in such a way as to guarantee the absence of static arbitrage. In particular, we exhibit a large class of arbitrage-free SVI volatility surfaces with a simple closed-form representation. We demonstrate the high quality of typical SVI fits with a numerical example using recent SPX... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 05:34 PM PDT We consider the problem of superhedging under volatility uncertainty for an investor allowed to dynamically trade the underlying asset, and statically trade European call options for all possible strikes and finitely-many maturities. The dual formulation converts this problem into a continuous-time martingale optimal transportation problem which we solve explicitly for Lookback options with... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Looking for Abnormal Market Activity Posted: 03 Apr 2012 05:19 PM PDT Cinnober has sold a customized form of its Scila Surveillance software -- a product designed to detect abnormal market behavior -- to the Qatar Exchange. One of the purposes of Scila Surveillance is the detection of harmful variants of algorithmic trading, such as the trading "snipers" who drive off market makers and reduce liquidity. Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Wall Street comes to Watton Posted: 03 Apr 2012 01:51 PM PDT Last week I visited Paul Adcock, joint owner of Adcock & Sons, a small retailer of TVs, washing machines and other consumer electrical goods in the small market town of Watton in Norfolk.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: NYSE To Launch Retail CFD Platform Posted: 03 Apr 2012 12:23 PM PDT FXStreet, Wall Street & Technology and others have the story. read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: NumericalAlgorithmsGroup: How To: Call Brent's Root-Finding Algorithm From C# Posted: 03 Apr 2012 11:12 AM PDT As a Senior Technical Consultant for NAG, I answer many customer questions covering many topics. I thought I’d write up one such question I recently received from a NAG C Library user, as the answer may be useful to others. Q: In looking through the C# associated info, I found many examples of InteropService calls from C# to the C Library (CLW3209DA_nag.dll). Have any examples been posted for... Visit MoneyScience for the Complete Article.    |
| Blog Post: relmbo: Finance Clippings: Pension fund risky bets fail to pay off. Posted: 03 Apr 2012 10:16 AM PDT Finance Clippings: Pension fund risky bets fail to pay off.: Pension Funds are increasingly chasing risky bets to try to hit return targets. These investments are frequently highly illiquid, expensiv... Visit MoneyScience for the Complete Article.    |
| Blog Post: HighFrequencyTradingReview: Meet the Next-Generation Trader [Advanced Trading] Posted: 03 Apr 2012 09:33 AM PDT By Phil Albinus read more... Visit MoneyScience for the Complete Article.    |
| 200+ Business Schools on Twitter - http://t.co/wpC2yQT6 @peerindex Posted: 03 Apr 2012 08:57 AM PDT BusinessSchools: 200+ Business Schools on Twitter - http://t.co/wpC2yQT6 @peerindex Visit MoneyScience for the Complete Article.    |
| 200+ Business Schools on Twitter Posted: 03 Apr 2012 08:46 AM PDT Following the popular list I put together a couple of weeks ago, 250 Finance Tweeters worth Following, I thought it was worth following it up with another list of the Business Schools on Twitter I've been compiling here. If you represent a business school and would like me to add you to the list then please don't hesitate to get in touch with your Twitter username and details.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceProfessor: I am back Posted: 03 Apr 2012 07:59 AM PDT    |
| Posted: 03 Apr 2012 07:04 AM PDT Americans most certainly have the most unhealthy diets of any civilized country on earth. That includes not only what we are putting in our mouths but the process through which our food is “manufacturedâ€. It’s rather bizarrely disturbing for me to read the words I just typed. That our food is manufactured. Yuck. Chemicals, removal of vital nutrients, over... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 06:24 AM PDT The Basel Committee on Banking Supervision has today published its second progress report on Basel III implementation.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2012 05:53 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @markit @alyssa4ar @carlcarrie @nanexllc @sgavantgard Visit MoneyScience for the Complete Article.    |
| Vendor News: ITG Investment Research Launches New Apple iTV Report Posted: 03 Apr 2012 05:10 AM PDT New Thematic Research Developed by Analyst Joe Fersedi NEW YORK, April 3, 2012 /PRNewswire/ --Â ITG (NYSE: ITG), a leading agency research broker and financial technology firm, today announced the launch of a new thematic report on the Apple iTV product opportunity and the potential implications for Apple's (NASDAQ: AAPL) revenue growth. (Logo:... Visit MoneyScience for the Complete Article.    |
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