Friday, June 15, 2012

MoneyScience News

MoneyScience News


@Cassinthenews: Cass professor on charity selection panel for ATM giving http://t.co/vKIYKeDC

Posted: 15 Jun 2012 04:23 AM PDT

BusinessSchools: @Cassinthenews: Cass professor on charity selection panel for ATM giving http://t.co/vKIYKeDC

Visit MoneyScience for the Complete Article.

@TimHarford - it seems like a pretty silly question, but what does a once in 50 years storm really mean?

Posted: 15 Jun 2012 03:39 AM PDT

BusinessSchools: @TimHarford - it seems like a pretty silly question, but what does a once in 50 years storm really mean?

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: FIDOR Bank: from one extreme to another

Posted: 15 Jun 2012 01:22 AM PDT

After discussing Metro Bank yesterday, the other presentation that caught my attention at innotribe Belfast was from Fidor Bank.read more...

Visit MoneyScience for the Complete Article.

Betteridge's Law of Headlines: "Any headline which ends in a question mark can be answered by the word 'no' #tcm http://t.co/Q6GOI0LT

Posted: 15 Jun 2012 12:35 AM PDT

moneyscience: Betteridge's Law of Headlines: "Any headline which ends in a question mark can be answered by the word 'no' #tcm http://t.co/Q6GOI0LT

Visit MoneyScience for the Complete Article.

The Evolution of the Computer Science Degree #compsci http://t.co/4i8GkX3e

Posted: 14 Jun 2012 11:36 PM PDT

BusinessSchools: The Evolution of the Computer Science Degree #compsci http://t.co/4i8GkX3e

Visit MoneyScience for the Complete Article.

Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/bEyEBOjJ

Posted: 14 Jun 2012 11:36 PM PDT

BusinessSchools: Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/bEyEBOjJ

Visit MoneyScience for the Complete Article.

A Random Walk with Pi #quant #tcm http://t.co/1BBbpT80

Posted: 14 Jun 2012 11:25 PM PDT

moneyscience: A Random Walk with Pi #quant #tcm http://t.co/1BBbpT80

Visit MoneyScience for the Complete Article.

Euro in crisis: Founders reflect on its origins #tcm http://t.co/mvt64XBV

Posted: 14 Jun 2012 11:25 PM PDT

moneyscience: Euro in crisis: Founders reflect on its origins #tcm http://t.co/mvt64XBV

Visit MoneyScience for the Complete Article.

Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/lh13AOc3

Posted: 14 Jun 2012 11:14 PM PDT

fin_tech: Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/lh13AOc3

Visit MoneyScience for the Complete Article.

Blog Post: TheAlephBlog: Might not be so Bad

Posted: 14 Jun 2012 10:48 PM PDT

Here’s one thing I am not worried about: suppose the Bush tax cuts go away, and the budget is cut pro-rata.  That would be a good thing.  I have always believed in balanced budgets.  Yes, restoring balance may be painful for a little while, but the results are usually good after a “big bang,” whether that is a default, currency conversion, or massive privatization.read more...

Visit MoneyScience for the Complete Article.

Blog Post: Falkenblog: Beta Factor Proxy Portfolios

Posted: 14 Jun 2012 07:07 PM PDT

I just discovered some new long/short beta ETFs: BTAH and BTAL.  One goes long high beta, short low beta, equal dollar weighted, equal sector weighted; the other is the opposite.  That is, they both are 'factor mimicking' portfolios on  beta, one the inverse of the other.   They use the top 1000 stocks in the Dow Jones US index as their universe, and pick the extremum 200 as...

Visit MoneyScience for the Complete Article.

Published / Preprint: A Numerical Scheme Based on Semi-Static Hedging Strategy. (arXiv:1206.2934v1 [q-fin.CP])

Posted: 14 Jun 2012 05:32 PM PDT

In the present paper, we introduce a numerical scheme for the price of a barrier option when the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier options. For getting the static hedging formula, the underlying process needs to have a symmetry. We introduce a way to "symmetrize" a given diffusion process. Then the pricing...

Visit MoneyScience for the Complete Article.

Published / Preprint: A structural approach to pricing credit default swaps with credit and debt value adjustments. (arXiv:1206.3104v1 [q-fin.PR])

Posted: 14 Jun 2012 05:32 PM PDT

A multi-dimensional extension of the structural default model with firms' values driven by diffusion processes with Marshall-Olkin-inspired correlation structure is presented. Semi-analytical methods for solving the forward calibration problem and backward pricing problem in three dimensions are developed. The model is used to analyze bilateral counterparty risk for credit default swaps and...

Visit MoneyScience for the Complete Article.

Published / Preprint: Valuation and parity formulas for exchange options. (arXiv:1206.3220v1 [q-fin.PR])

Posted: 14 Jun 2012 05:32 PM PDT

Valuation and parity formulas for both European-style and American-style exchange options are presented in a general financial model allowing for jumps, possibility of default and bubbles in asset prices. The formulas are given via expectations of auxiliary probabilities using the change-of-numeraire technique. Extensive discussion is provided regarding the way that folklore results such as...

Visit MoneyScience for the Complete Article.

Cass professor on charity selection panel for ATM giving

Posted: 14 Jun 2012 03:17 PM PDT

Panel will drive cash point donations initiative

Visit MoneyScience for the Complete Article.

Academic publishing: The essential checklist for ebook authors http://t.co/HRwkSEd4

Posted: 14 Jun 2012 12:54 PM PDT

BusinessSchools: Academic publishing: The essential checklist for ebook authors http://t.co/HRwkSEd4

Visit MoneyScience for the Complete Article.

RT @wiley_finance: Weighing the dangers of a "breach in the cloud." http://t.co/gmvLkKYP via @CPA_Trendlines

Posted: 14 Jun 2012 11:45 AM PDT

fin_tech: RT @wiley_finance: Weighing the dangers of a "breach in the cloud." http://t.co/gmvLkKYP via @CPA_Trendlines

Visit MoneyScience for the Complete Article.

RT @kirkwy: Just won the Innovator category at #Innotribe Belfast for @OpenGamma. I'll be in Osaka for Sibos as a result. Pretty chuffed ...

Posted: 14 Jun 2012 11:45 AM PDT

fin_tech: RT @kirkwy: Just won the Innovator category at #Innotribe Belfast for @OpenGamma. I'll be in Osaka for Sibos as a result. Pretty chuffed ...

Visit MoneyScience for the Complete Article.

RT @MSagebiel: Big Data: Visualized - http://t.co/Ylwaock2 #msgb @TeraEuro

Posted: 14 Jun 2012 11:45 AM PDT

fin_tech: RT @MSagebiel: Big Data: Visualized - http://t.co/Ylwaock2 #msgb @TeraEuro

Visit MoneyScience for the Complete Article.

Bloggers! Find something interesting in our Research Library http://t.co/3xsxtwsk & we will feature your commentary in our new member pub!

Posted: 14 Jun 2012 08:53 AM PDT

BusinessSchools: Bloggers! Find something interesting in our Research Library http://t.co/3xsxtwsk & we will feature your commentary in our new member pub!

Visit MoneyScience for the Complete Article.

#OpenAccess venture, PeerJ asks for a one-off fee to secure free lifetime publishing of peer-reviewed research #tcm http://t.co/hL9u4HBZ

Posted: 14 Jun 2012 08:53 AM PDT

BusinessSchools: #OpenAccess venture, PeerJ asks for a one-off fee to secure free lifetime publishing of peer-reviewed research #tcm http://t.co/hL9u4HBZ

Visit MoneyScience for the Complete Article.

Economic theory that actually works ~@noahpinion #tcm http://t.co/GUkRn0SY

Posted: 14 Jun 2012 08:06 AM PDT

BusinessSchools: Economic theory that actually works ~@noahpinion #tcm http://t.co/GUkRn0SY

Visit MoneyScience for the Complete Article.

Highly Cited Statistical Papers for Econometricians @DEAGiles #tcm http://t.co/FSSLgt5t

Posted: 14 Jun 2012 08:05 AM PDT

BusinessSchools: Highly Cited Statistical Papers for Econometricians @DEAGiles #tcm http://t.co/FSSLgt5t

Visit MoneyScience for the Complete Article.

What High Tech Can Teach Higher Ed: Dean Robert Bruner @Bob_Bruner from Darden @DardenMBA http://t.co/Fmckx3X4

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: What High Tech Can Teach Higher Ed: Dean Robert Bruner @Bob_Bruner from Darden @DardenMBA http://t.co/Fmckx3X4

Visit MoneyScience for the Complete Article.

What will your program be offering next? SF Business Times talks to @richlyons Dean at @ucberkeley_haas http://t.co/06TwrcLn

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: What will your program be offering next? SF Business Times talks to @richlyons Dean at @ucberkeley_haas http://t.co/06TwrcLn

Visit MoneyScience for the Complete Article.

US MBA Finance Jobs Take a Hit - It's a slow recovery http://t.co/mpYrIEza

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: US MBA Finance Jobs Take a Hit - It's a slow recovery http://t.co/mpYrIEza

Visit MoneyScience for the Complete Article.

Business school, the Branson way - @richardbranson http://t.co/Irr63Ldu

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: Business school, the Branson way - @richardbranson http://t.co/Irr63Ldu

Visit MoneyScience for the Complete Article.

The impact of #socialenterprise on the UK's business schools: New Research from Bristol Business School @UWEBBSBristol http://t.co/4T3hQfyG

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: The impact of #socialenterprise on the UK's business schools: New Research from Bristol Business School @UWEBBSBristol http://t.co/4T3hQfyG

Visit MoneyScience for the Complete Article.

Business Schools Need To Focus On Unlearning http://t.co/gWaYyqzC

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: Business Schools Need To Focus On Unlearning http://t.co/gWaYyqzC

Visit MoneyScience for the Complete Article.

Two companies have now started rating business schools in India. http://t.co/w5WHw4iu

Posted: 14 Jun 2012 07:37 AM PDT

BusinessSchools: Two companies have now started rating business schools in India. http://t.co/w5WHw4iu

Visit MoneyScience for the Complete Article.

Splitting retail and investment banking - UK Gov White Paper: Banking reform: delivering stability and supporting a sustainable economy

Posted: 14 Jun 2012 07:03 AM PDT

The UK Government today published a White Paper setting out proposals to fundamentally reform the structure of banking in the UK. The White Paper, which details how the Government will implement the recommendations of the Independent Commission on Banking (ICB), offers further detail on plans to separate retail and investment banking through a ‘ring-fence’ and increase competition in...

Visit MoneyScience for the Complete Article.

Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SunGardCM @NiemannCapital @MATLAB

Posted: 14 Jun 2012 05:53 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @SunGardCM @NiemannCapital @MATLAB

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.