Wednesday, June 13, 2012

MoneyScience News

MoneyScience News


Prep today for our course next week: Introduction to QuantLib Development with Luigi Ballabio. A few places remain. http://t.co/Ndt2Rpiv

Posted: 13 Jun 2012 03:00 AM PDT

BusinessSchools: Prep today for our course next week: Introduction to QuantLib Development with Luigi Ballabio. A few places remain. http://t.co/Ndt2Rpiv

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Vendor News: Fidessa helps market participants make sense of EU regulation

Posted: 13 Jun 2012 01:30 AM PDT

Blog Post: TheFinancialServicesClub: Is your boss a demented maniac? I hope so

Posted: 13 Jun 2012 01:27 AM PDT

I’ve spent a long time working for maniacs, idiots and psychopaths, and now I know why: that’s what it takes to get to the top in banking technology circles.read more...

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The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @wharton

Posted: 13 Jun 2012 12:26 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @wharton

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Blog Post: TheAlephBlog: Little Revenues, Large Losses, Negative Net Worth

Posted: 12 Jun 2012 09:06 PM PDT

You can guess that I am talking about promoted penny stocks.  From now on, whenever I write about this, I will update this table:read more...

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RT @QFINANCEnews: Spain's âVictoryâ is in Fact a Defeat http://t.co/62odsWUD

Posted: 12 Jun 2012 08:07 PM PDT

moneyscience: RT @QFINANCEnews: Spain’s “Victory” is in Fact a Defeat http://t.co/62odsWUD

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Blog Post: Falkenblog: Levered ETFs Highlights Volatility Demand

Posted: 12 Jun 2012 07:54 PM PDT

PowerShares rolled out a pair of ETNs offering inverse exposure to Japanese government bonds, the 3x Japanese Government Bond Futures ETN (JGBT), and the 3x Inverse Japanese Government Bond Futures ETN (JGBD). Government bonds are typically considered low risk, but to generate sufficient demand, it appears you need to lever them so they have high enough risk to warrant interest.  I suspect...

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Published / Preprint: A physical theory of economic growth. (arXiv:1206.2494v1 [q-fin.GN])

Posted: 12 Jun 2012 05:33 PM PDT

Economic growth is unpredictable unless demand is quantified. We solve this problem by introducing the demand for unpaid spare time and a user quantity named human capacity. It organizes and amplifies spare time required for enjoying affluence like physical capital, the technical infrastructure for production, organizes and amplifies working time for supply. The sum of annual spare and working...

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Published / Preprint: Superhedging and Dynamic Risk Measures under Volatility Uncertainty. (arXiv:1011.2958v2 [q-fin.RM] UPDATED)

Posted: 12 Jun 2012 05:33 PM PDT

We consider dynamic sublinear expectations (i.e., time-consistent coherent risk measures) whose scenario sets consist of singular measures corresponding to a general form of volatility uncertainty. We derive a c\`adl\`ag nonlinear martingale which is also the value process of a superhedging problem. The superhedging strategy is obtained from a representation similar to the...

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Blog Post: ThePracticalQuant: Which Code Review Tool do you prefer?

Posted: 12 Jun 2012 10:28 AM PDT

I'm interested in what Code Review Tool you like best, chances are it's the tool you're currently using, but it need not be. In the unfortunate case that you're actually stuck using a tool that you don't like, I'd like you to pick the tool you like the best. Assuming I get enough responses, I'll post the results in about a week. Loading...

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Flame malware required math breakthroughs that had to be accomplished by world-class cryptographers http://t.co/N8n8qxk8 #tcm

Posted: 12 Jun 2012 09:17 AM PDT

fin_tech: Flame malware required math breakthroughs that had to be accomplished by world-class cryptographers http://t.co/N8n8qxk8 #tcm

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International Product Development Management conference

Posted: 12 Jun 2012 08:55 AM PDT

Published / Preprint: The Synthesis and Characterization of LiFeAs and NaFeAs

Posted: 12 Jun 2012 07:15 AM PDT

The newest homologous series of superconducting As-pnictides, LiFeAs (Li111) and NaFeAs (Na111) have been synthesized and investigated. Both crystallize with the layered tetragonal anti-PbFCl-type structure in P4/nmm space group. Polycrystalline samples and single-crystals of Li111 and Na111 display superconducting transitions at ~ 18 K and 12-25 K, respectively. No magnetic order has been found...

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @carlcarrie @JamesField1962 @alteracorp

Posted: 12 Jun 2012 05:51 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @carlcarrie @JamesField1962 @alteracorp

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