MoneyScience News |
- Via @JimMahar - Video: Steven Levitt: Why do crack dealers still live with their moms? http://t.co/dRXZxcVi #tcm
- Blog Post: TheFinancialServicesClub: Billions of reasons to use social media in business
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @richlyons @esadenews @warwickbschool
- xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/DjMPaKmv #tcm
- xkcd: Every Major's Terrible (sung to the tune of Gilbert and Sullivan's Modern Major General) - Funny http://t.co/xA40Rx9i #tcm
- Blog Post: Falkenblog: Real Men
- Published / Preprint: On the non-stationarity of financial time series: impact on optimal portfolio selection. (arXiv:1205.0877v1 [q-fin.ST])
- Published / Preprint: Credit Default Swaps Drawup Networks: Too Tied To Be Stable?. (arXiv:1205.0976v1 [q-fin.RM])
- Published / Preprint: European Option Pricing with Liquidity Shocks. (arXiv:1205.1007v1 [q-fin.PR])
- Published / Preprint: From Risk Measures to Research Measures. (arXiv:1205.1012v1 [q-fin.RM])
- Blog Post: iMFdirect: How to Get the Balance Right: Fiscal Policy At a Time of Crisis
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @tobycorballis @carlcarrie @chriseko @nanexllc
- Event: Basics of London Metal Exchange Regulatory Operations - Singapore
- Event: Getting Started with the London Metal Exchange - Singapore
- Event: Fundamental Analysis - London
- Event: Technical Analysis - London
- Event: Interest Rate Modelling and Applications in Practice
Posted: 07 May 2012 03:47 AM PDT |
Blog Post: TheFinancialServicesClub: Billions of reasons to use social media in business Posted: 07 May 2012 12:45 AM PDT |
Posted: 07 May 2012 12:26 AM PDT |
Posted: 06 May 2012 10:47 PM PDT |
Posted: 06 May 2012 10:23 PM PDT |
Blog Post: Falkenblog: Real Men Posted: 06 May 2012 07:25 PM PDT |
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. |
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 |
Posted: 06 May 2012 05:58 AM PDT |
Event: Basics of London Metal Exchange Regulatory Operations - Singapore Posted: 25 Apr 2012 02:46 AM PDT |
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 |
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. |
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