Monday, May 7, 2012

MoneyScience News

MoneyScience News


Via @JimMahar - Video: Steven Levitt: Why do crack dealers still live with their moms? http://t.co/dRXZxcVi #tcm

Posted: 07 May 2012 03:47 AM PDT

moneyscience: Via @JimMahar - Video: Steven Levitt: Why do crack dealers still live with their moms? http://t.co/dRXZxcVi #tcm

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: Billions of reasons to use social media in business

Posted: 07 May 2012 12:45 AM PDT

Interesting dialogue about social media in finance.read more...

Visit MoneyScience for the Complete Article.

The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @richlyons @esadenews @warwickbschool

Posted: 07 May 2012 12:26 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @richlyons @esadenews @warwickbschool

Visit MoneyScience for the Complete Article.

xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/DjMPaKmv #tcm

Posted: 06 May 2012 10:47 PM PDT

moneyscience: xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/DjMPaKmv #tcm

Visit MoneyScience for the Complete Article.

xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/xA40Rx9i #tcm

Posted: 06 May 2012 10:23 PM PDT

BusinessSchools: xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/xA40Rx9i #tcm

Visit MoneyScience for the Complete Article.

Blog Post: Falkenblog: Real Men

Posted: 06 May 2012 07:25 PM PDT

From an reviewer discussing her love of manly men:My husband once told me a saying from the Marine Corps: “Be polite, be professional and have a plan to kill everyone you meet.”Currently, I have no such plan, but that's fun to consider.

Visit MoneyScience for the Complete Article.

Published / Preprint: On the non-stationarity of financial time series: impact on optimal portfolio selection. (arXiv:1205.0877v1 [q-fin.ST])

Posted: 06 May 2012 05:35 PM PDT

We investigate the possible drawbacks of employing the standard Pearson estimator to measure correlation coefficients between financial stocks in the presence of non-stationary behavior, and we provide empirical evidence against the well-established common knowledge that using longer price time series provides better, more accurate, correlation estimates. Then, we investigate the possible...

Visit MoneyScience for the Complete Article.

Published / Preprint: Credit Default Swaps Drawup Networks: Too Tied To Be Stable?. (arXiv:1205.0976v1 [q-fin.RM])

Posted: 06 May 2012 05:35 PM PDT

We analyse time series of CDS spreads for a set of major US and European institutions on a pe- riod overlapping the recent financial crisis. We extend the existing methodology of {\epsilon}-drawdowns to the one of joint {\epsilon}-drawups, in order to estimate the conditional probabilities of abrupt co-movements among spreads. We correct for randomness and for finite size effects and we...

Visit MoneyScience for the Complete Article.

Published / Preprint: European Option Pricing with Liquidity Shocks. (arXiv:1205.1007v1 [q-fin.PR])

Posted: 06 May 2012 05:35 PM PDT

We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to trade. To isolate the impact of such liquidity constraints, we focus on the case where the market is completely static in the illiquid regime. We then consider derivative pricing using either...

Visit MoneyScience for the Complete Article.

Published / Preprint: From Risk Measures to Research Measures. (arXiv:1205.1012v1 [q-fin.RM])

Posted: 06 May 2012 05:35 PM PDT

In order to evaluate the quality of the scientific research, we introduce a new family of scientific performance measures, called Scientific Research Measures (SRM). Our proposal originates from the more recent developments in the theory of risk measures and is an attempt to resolve the many problems of the existing bibliometric indices. The SRM that we introduce are based on the whole...

Visit MoneyScience for the Complete Article.

Blog Post: iMFdirect: How to Get the Balance Right: Fiscal Policy At a Time of Crisis

Posted: 06 May 2012 01:47 PM PDT

By Anders Borg [1] and Christine Lagarderead more...

Visit MoneyScience for the Complete Article.

Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @tobycorballis @carlcarrie @chriseko @nanexllc

Posted: 06 May 2012 05:58 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @tobycorballis @carlcarrie @chriseko @nanexllc

Visit MoneyScience for the Complete Article.

Event: Basics of London Metal Exchange Regulatory Operations - Singapore

Posted: 25 Apr 2012 02:46 AM PDT

Location: Singapore; Date: May 3rd, 2012; This course will give you an understanding of how the key LME regulatory requirements work and the impact that they have on operations and the business.read more...

Visit MoneyScience for the Complete Article.

Event: Getting Started with the London Metal Exchange - Singapore

Posted: 25 Apr 2012 02:39 AM PDT

Location: Singapore; Date: May 3rd, 2012; This seminar offers you an overview of services provided by the London Metal Exchange. You will get an introduction to its primary services - pricing, hedging and physical delivery, as well as gain understanding of the trading terminology and procedures on the LME.read more...

Visit MoneyScience for the Complete Article.

Event: Fundamental Analysis - London

Posted: 25 Apr 2012 02:36 AM PDT

Location: The London Metal Exchange; Date: May 3rd, 2012; Our Fundamental Analysis course will give you insight into a widely used form of market analysis for commodities markets.read more...

Visit MoneyScience for the Complete Article.

Event: Technical Analysis - London

Posted: 25 Apr 2012 02:30 AM PDT

Location: The London Metal Exchange; Date: May 2nd, 2012; Technical Analysis is designed to provide you with an understanding of the practical application of technical analysis through relevant workshops where you will apply the knowledge developed in the course to real-world market scenarios.read more...

Visit MoneyScience for the Complete Article.

Event: Interest Rate Modelling and Applications in Practice

Posted: 24 Apr 2012 02:11 PM PDT

Location: Birkbeck College, University of London; Date: May 31st, 2012; There is still no standard interest rate model suitable for all kind of interest rate products and markets. This makes it particularly important to have knowledge on a broad range of models used in practise. The workshop aims at presenting a survey on popular models used in the industry (ranging from short rate models to...

Visit MoneyScience for the Complete Article.