MoneyScience News |
- Blog Post: WealthandCapitalMarketsBlog: Fidelity's exit and the Indian mutual fund industry
- Naked Short-Selling and Failure to Deliver - 17 Research Papers http://t.co/PjIKlZWW #nakedshorts #quant #Goldman
- Naked Short-Selling and Failure to Deliver - A View of the Literature
- Blog Post: TheFinancialServicesClub: Mobile carriers are just banks
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @essecventures @euromedmgmt @libertyu
- Blog Post: TheAlephBlog: Skewed Incentives
- RT @rszbt MT @niubi: Accidentally Released-& Embarrassing: Goldman et al Engaged in 'Naked Short Sellingï¼Taibbi http://t.co/AKUJikuJ
- RT @vitaliyk: "VaR is like buying a car w/airbag that is guaranteed to fail when you need it" http://t.co/eP7avupa
- RT @rachelharnden: RT @WatersTech: New Story: CITIC Takes Progress for Algo Trading http://t.co/CUoBvpLU #waterstech #ProgressSW
- RT @sclopit as far as I can tell only one of the SAP top 50 #BigData Twitter influencers is based in Europe http://t.co/6aMfVd5z
- RT @sclopit as far as I can tell only one of the SAP top 50 #BigData Twitter influencers is based in Europe http://t.co/62DwPm5M
- Published / Preprint: Generalized Gaussian Bridges. (arXiv:1205.3405v1 [math.PR])
- Published / Preprint: Optimal starting times, stopping times and risk measures for algorithmic trading. (arXiv:1205.3482v1 [q-fin.TR])
- Published / Preprint: Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. (arXiv:1010.2865v4 [q-fin.PR] UPDATED)
- Published / Preprint: The explicit Laplace transform for the Wishart process. (arXiv:1107.2748v3 [q-fin.PR] UPDATED)
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @claradan @fitzanalytics @ibminitiate @geonetworks
- Event: Introduction to the London Metal Exchange - Bangkok
- Event: Introduction to Hedging with Futures - Dusseldorf
- Event: Introduction to the London Metal Exchange - Dusseldorf
- Event: Introduction to Hedging with Options - London
| Blog Post: WealthandCapitalMarketsBlog: Fidelity's exit and the Indian mutual fund industry Posted: 16 May 2012 04:32 AM PDT Fidelity Mutual Fund, which started its India operations in 2004, recently announced its decision to quit the Indian Mutual fund industry. L&T Finance, a subsidiary of L&T Finance Holdings Ltd., is likely to acquire Fidelity’s India business. The new entity is likely to have a 2% market share and 13th position in the industry in terms of asset base. This will be L&T’s... Visit MoneyScience for the Complete Article.      |
| Posted: 16 May 2012 02:54 AM PDT BusinessSchools: Naked Short-Selling and Failure to Deliver - 17 Research Papers http://t.co/PjIKlZWW #nakedshorts #quant #Goldman Visit MoneyScience for the Complete Article.    |
| Naked Short-Selling and Failure to Deliver - A View of the Literature Posted: 16 May 2012 01:59 AM PDT Inspired by the accidental release of documents describing 'naked short-selling' at Goldman Sachs, the gory details of which you can read all about at Rolling Stone, I thought I'd take a quick look at some of the academic literature associated with 'naked shorting'.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Mobile carriers are just banks Posted: 16 May 2012 01:52 AM PDT We talk a lot about the threat of mobile carriers and telecom firms moving into banking and eating our lunch. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 16 May 2012 12:46 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @essecventures @euromedmgmt @libertyu Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Skewed Incentives Posted: 15 May 2012 11:31 PM PDT May is a tough month for me, because I have to submit reports for the nonprofits that I work with, and this year is worse, because I have a moderate injury that I need to see a doctor about, but can’t until next week, because of the schedule.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 11:18 PM PDT moneyscience: RT @rszbt MT @niubi: Accidentally Released-& Embarrassing: Goldman et al Engaged in 'Naked Short Sellingï¼Taibbi http://t.co/AKUJikuJ Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 10:04 PM PDT moneyscience: RT @vitaliyk: "VaR is like buying a car w/airbag that is guaranteed to fail when you need it" http://t.co/eP7avupa Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 09:55 PM PDT fin_tech: RT @rachelharnden: RT @WatersTech: New Story: CITIC Takes Progress for Algo Trading http://t.co/CUoBvpLU #waterstech #ProgressSW Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 09:44 PM PDT moneyscience: RT @sclopit as far as I can tell only one of the SAP top 50 #BigData Twitter influencers is based in Europe http://t.co/6aMfVd5z Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 09:43 PM PDT fin_tech: RT @sclopit as far as I can tell only one of the SAP top 50 #BigData Twitter influencers is based in Europe http://t.co/62DwPm5M Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Generalized Gaussian Bridges. (arXiv:1205.3405v1 [math.PR]) Posted: 15 May 2012 05:32 PM PDT A generalized bridge is the law of a stochastic process that is conditioned on linear functionals of its path. We consider two types of representations of such bridges: orthogonal and canonical. In the canonical representation the filtrations and the linear spaces generated by the bridge process and the original process coincide. In the orthogonal representation the bridge is constructed from the... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 05:32 PM PDT We derive explicit recursive formulas for Target Close (TC) and Implementation Shortfall (IS) in the Almgren-Chriss framework. We explain how to compute the optimal starting and stopping times for IS and TC, respectively, given a minimum trading size. We also show how to add a minimum participation rate constraint (Percentage of Volume, PVol) for both TC and IS. We also study an alternative set... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 05:32 PM PDT This paper considers multi-dimensional affine processes with continuous sample paths. By analyzing the Riccati system, which is associated with affine processes via the transform formula, we fully characterize the regions of exponents in which exponential moments of a given process do not explode at any time or explode at a given time. In these two cases, we also compute the long-term growth rate... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 05:32 PM PDT A study on the Laplace transform as originally derived by Bru. Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 05:58 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @claradan @fitzanalytics @ibminitiate @geonetworks Visit MoneyScience for the Complete Article.    |
| Event: Introduction to the London Metal Exchange - Bangkok Posted: 25 Apr 2012 03:27 AM PDT Location: Bangkok; Date: May 29th, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Hedging with Futures - Dusseldorf Posted: 25 Apr 2012 03:18 AM PDT Location: Dusseldorf; Date: May 29th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to the London Metal Exchange - Dusseldorf Posted: 25 Apr 2012 03:13 AM PDT Location: Dusseldorf; Date: May 23rd, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Hedging with Options - London Posted: 25 Apr 2012 03:06 AM PDT Location: London; Date: May 11th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more... Visit MoneyScience for the Complete Article.    |
| 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 | |