MoneyScience News |
- @Cassinthenews: Cass professor on charity selection panel for ATM giving http://t.co/vKIYKeDC
- @TimHarford - it seems like a pretty silly question, but what does a once in 50 years storm really mean?
- Blog Post: TheFinancialServicesClub: FIDOR Bank: from one extreme to another
- 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
- The Evolution of the Computer Science Degree #compsci http://t.co/4i8GkX3e
- Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/bEyEBOjJ
- A Random Walk with Pi #quant #tcm http://t.co/1BBbpT80
- Euro in crisis: Founders reflect on its origins #tcm http://t.co/mvt64XBV
- Video - How We Came To Be Deluged By Tweets - James Gleick on the Story of Information Technologies @sfi_news #tcm http://t.co/lh13AOc3
- Blog Post: TheAlephBlog: Might not be so Bad
- Blog Post: Falkenblog: Beta Factor Proxy Portfolios
- Published / Preprint: A Numerical Scheme Based on Semi-Static Hedging Strategy. (arXiv:1206.2934v1 [q-fin.CP])
- Published / Preprint: A structural approach to pricing credit default swaps with credit and debt value adjustments. (arXiv:1206.3104v1 [q-fin.PR])
- Published / Preprint: Valuation and parity formulas for exchange options. (arXiv:1206.3220v1 [q-fin.PR])
- Cass professor on charity selection panel for ATM giving
- Academic publishing: The essential checklist for ebook authors http://t.co/HRwkSEd4
- RT @wiley_finance: Weighing the dangers of a "breach in the cloud." http://t.co/gmvLkKYP via @CPA_Trendlines
- RT @kirkwy: Just won the Innovator category at #Innotribe Belfast for @OpenGamma. I'll be in Osaka for Sibos as a result. Pretty chuffed ...
- RT @MSagebiel: Big Data: Visualized - http://t.co/Ylwaock2 #msgb @TeraEuro
- Bloggers! Find something interesting in our Research Library http://t.co/3xsxtwsk & we will feature your commentary in our new member pub!
- #OpenAccess venture, PeerJ asks for a one-off fee to secure free lifetime publishing of peer-reviewed research #tcm http://t.co/hL9u4HBZ
- Economic theory that actually works ~@noahpinion #tcm http://t.co/GUkRn0SY
- Highly Cited Statistical Papers for Econometricians @DEAGiles #tcm http://t.co/FSSLgt5t
- What High Tech Can Teach Higher Ed: Dean Robert Bruner @Bob_Bruner from Darden @DardenMBA http://t.co/Fmckx3X4
- What will your program be offering next? SF Business Times talks to @richlyons Dean at @ucberkeley_haas http://t.co/06TwrcLn
- US MBA Finance Jobs Take a Hit - It's a slow recovery http://t.co/mpYrIEza
- Business school, the Branson way - @richardbranson http://t.co/Irr63Ldu
- The impact of #socialenterprise on the UK's business schools: New Research from Bristol Business School @UWEBBSBristol http://t.co/4T3hQfyG
- Business Schools Need To Focus On Unlearning http://t.co/gWaYyqzC
- Two companies have now started rating business schools in India. http://t.co/w5WHw4iu
- Splitting retail and investment banking - UK Gov White Paper: Banking reform: delivering stability and supporting a sustainable economy
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SunGardCM @NiemannCapital @MATLAB
- Research Library: Replumbing Our Financial System: Uneven Progress (pdf)
- Research Library: Methods for Studying Coincidences (pdf, 1989)
@Cassinthenews: Cass professor on charity selection panel for ATM giving http://t.co/vKIYKeDC Posted: 15 Jun 2012 04:23 AM PDT |
Posted: 15 Jun 2012 03:39 AM PDT |
Blog Post: TheFinancialServicesClub: FIDOR Bank: from one extreme to another Posted: 15 Jun 2012 01:22 AM PDT |
Posted: 15 Jun 2012 12:35 AM PDT |
The Evolution of the Computer Science Degree #compsci http://t.co/4i8GkX3e Posted: 14 Jun 2012 11:36 PM PDT |
Posted: 14 Jun 2012 11:36 PM PDT |
A Random Walk with Pi #quant #tcm http://t.co/1BBbpT80 Posted: 14 Jun 2012 11:25 PM PDT |
Euro in crisis: Founders reflect on its origins #tcm http://t.co/mvt64XBV Posted: 14 Jun 2012 11:25 PM PDT |
Posted: 14 Jun 2012 11:14 PM PDT |
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. |
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. |
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. |
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 |
Academic publishing: The essential checklist for ebook authors http://t.co/HRwkSEd4 Posted: 14 Jun 2012 12:54 PM PDT |
Posted: 14 Jun 2012 11:45 AM PDT |
Posted: 14 Jun 2012 11:45 AM PDT |
RT @MSagebiel: Big Data: Visualized - http://t.co/Ylwaock2 #msgb @TeraEuro Posted: 14 Jun 2012 11:45 AM PDT |
Posted: 14 Jun 2012 08:53 AM PDT |
Posted: 14 Jun 2012 08:53 AM PDT |
Economic theory that actually works ~@noahpinion #tcm http://t.co/GUkRn0SY Posted: 14 Jun 2012 08:06 AM PDT |
Highly Cited Statistical Papers for Econometricians @DEAGiles #tcm http://t.co/FSSLgt5t Posted: 14 Jun 2012 08:05 AM PDT |
Posted: 14 Jun 2012 07:37 AM PDT |
Posted: 14 Jun 2012 07:37 AM PDT |
US MBA Finance Jobs Take a Hit - It's a slow recovery http://t.co/mpYrIEza Posted: 14 Jun 2012 07:37 AM PDT |
Business school, the Branson way - @richardbranson http://t.co/Irr63Ldu Posted: 14 Jun 2012 07:37 AM PDT |
Posted: 14 Jun 2012 07:37 AM PDT |
Business Schools Need To Focus On Unlearning http://t.co/gWaYyqzC Posted: 14 Jun 2012 07:37 AM PDT |
Two companies have now started rating business schools in India. http://t.co/w5WHw4iu Posted: 14 Jun 2012 07:37 AM PDT |
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. |
Posted: 14 Jun 2012 05:53 AM PDT |
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. |
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