MoneyScience News |
- Blog Post: TheFinancialServicesClub: Toxic Debt or Credit Crunch: the App
- Vendor News: Nissan Century Securities Selects Fidessa's Japanese trading platform for their domestic equity trading business
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @IAE_Austral @ricemba @IESEexeced
- Published / Preprint: Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework. (arXiv:1206.1380v1 [q-fin.RM])
- Published / Preprint: Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework. (arXiv:1206.1400v1 [q-fin.PR])
- Published / Preprint: Preliminary remarks on option pricing and dynamic hedging. (arXiv:1206.1504v1 [q-fin.PR])
- âLeading Professionalsâ
- MT @SquaredAwayBC a tech-photography marvel. Spectacular Andes mountain ranges transformed into #stock charts http://t.co/vymUMgFr #tcm
- Managerial Methods to Control the Downside #Risk of #Derivatives - http://t.co/zgcdBxHR #quant #tcm
- Financial Economists, Financial Interests & Dark Corners of the Meltdown #tcm http://t.co/GIFzouWf
- Fairness and Channel Coordination http://t.co/r9x09k4c
- A Research Starting Point for the New Scholar: A Unique Perspective of Behavioral Finance - http://t.co/D4HL3pAP @victorricciardi
- A History of Behavioural Finance in Published Research: 1944 - 1988 - http://t.co/fN3tGreM #finance #research
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @asymptotix @EDGAR_Online @automatedtrader
- Revolution R Enterprise Boosts Big Data Analytics Capabilities @revolutionR #tcm #rstats #quant http://t.co/b3u0NH5w
- Research Library: Replumbing Our Financial System: Uneven Progress (pdf)
- Research Library: Methods for Studying Coincidences (pdf, 1989)
- Special Report: The algorithmic arms race
- Podcast: Regulatory Reporting and Legal Entity Identifiers
| Blog Post: TheFinancialServicesClub: Toxic Debt or Credit Crunch: the App Posted: 08 Jun 2012 02:49 AM PDT I was just alerted to a new game app for the iPad and iPhone on the iTunes store.read more... Visit MoneyScience for the Complete Article.      |
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| Posted: 08 Jun 2012 12:42 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @IAE_Austral @ricemba @IESEexeced Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 05:33 PM PDT This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density in which skewness and kurtosis appear directly in the functional form of this density. In this setting... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 05:33 PM PDT In the present paper we fill an essential gap in the Convertible Bonds pricing world by deriving a Binary Tree based model for valuation subject to credit risk. This model belongs to the framework known as Equity to Credit Risk. We show that this model converges in continuous time to the model developed by Ayache, Forsyth and Vetzal [2003]. To this end, both forms of credit risk modeling, the... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 05:33 PM PDT An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying, like the existence of jumps, become then quite straightforward by incorporating them into the trends.... Visit MoneyScience for the Complete Article.    |
| âLeading Professionalsâ Posted: 07 Jun 2012 02:39 PM PDT Exploring the distinctive challenges of leadership in professional organisations Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 01:03 PM PDT moneyscience: MT @SquaredAwayBC a tech-photography marvel. Spectacular Andes mountain ranges transformed into #stock charts http://t.co/vymUMgFr #tcm Visit MoneyScience for the Complete Article.    |
| Managerial Methods to Control the Downside #Risk of #Derivatives - http://t.co/zgcdBxHR #quant #tcm Posted: 07 Jun 2012 10:10 AM PDT BusinessSchools: Managerial Methods to Control the Downside #Risk of #Derivatives - http://t.co/zgcdBxHR #quant #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 09:41 AM PDT BusinessSchools: Financial Economists, Financial Interests & Dark Corners of the Meltdown #tcm http://t.co/GIFzouWf Visit MoneyScience for the Complete Article.    |
| Fairness and Channel Coordination http://t.co/r9x09k4c Posted: 07 Jun 2012 09:41 AM PDT BusinessSchools: Fairness and Channel Coordination http://t.co/r9x09k4c Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 09:41 AM PDT BusinessSchools: A Research Starting Point for the New Scholar: A Unique Perspective of Behavioral Finance - http://t.co/D4HL3pAP @victorricciardi Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 09:41 AM PDT BusinessSchools: A History of Behavioural Finance in Published Research: 1944 - 1988 - http://t.co/fN3tGreM #finance #research Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 06:03 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @asymptotix @EDGAR_Online @automatedtrader Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jun 2012 05:23 AM PDT fin_tech: Revolution R Enterprise Boosts Big Data Analytics Capabilities @revolutionR #tcm #rstats #quant http://t.co/b3u0NH5w Visit MoneyScience for the Complete Article.    |
| Research Library: Replumbing Our Financial System: Uneven Progress (pdf) Posted: 21 May 2012 04:09 AM PDT Darrell Duffie Stanford University April 23, 2012 Abstract The financial crisis of 2007-2009 has spurred significant ongoing changes in the "pipes and valves" through which cash and risk flow in the center of our financial system. These include adjustments to the forms of lender-of-last-resort financing from the central bank and changes the infrastructure for the wholesale overnight financing... Visit MoneyScience for the Complete Article.    |
| Research Library: Methods for Studying Coincidences (pdf, 1989) Posted: 21 May 2012 03:57 AM PDT You can read some interesting commentary on this paper over at Wired. Using probabilistic analysis, the paper explores everything from why we see newly learned words almost immediately after first learning them, to why double lottery winners exist, to even the frequency of meeting people with the same birthday. They even explore whether or not we can statistically state that Shakespeare... Visit MoneyScience for the Complete Article.    |
| Special Report: The algorithmic arms race Posted: 21 May 2012 03:17 AM PDT I actually saw David Harding give a talk at the Royal Institution 14-10 Club last year and he threw up a powerpoint slide displaying one of the Winton Capital's strategies. It lwas somewhat more complex than this:read more... Visit MoneyScience for the Complete Article.    |
| Podcast: Regulatory Reporting and Legal Entity Identifiers Posted: 20 May 2012 10:57 PM PDT An interesting piece for the Regulatory / Tech Wonks among you. read more... Visit MoneyScience for the Complete Article.    |
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