MoneyScience News |
- Imagine a future where the role of a journal editor is to curate a comment stream for each paper... http://t.co/buYhDAsf
- Vendor News: Portfolio Probe version 1.05 released
- Voices in Finance: Senior FSA regulator - "Banks are fundamentally amoral places" #tcm http://t.co/3eOawPrN
- "If you don't put a dollar on it, decision makers won't take it seriously," : Quantifying 'ecosystem services' - #tcm http://t.co/YLSjNplp
- The potentials and limitations of rational choice theory: an interview with Gary Becker (pdf) http://t.co/IS7oLpYg
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @IESEexeced
- Blog Post: TheFinancialServicesClub: Things worth reading: 25th June 2012
- Published / Preprint: Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach. (arXiv:1206.5046v1 [q-fin.PR])
- Published / Preprint: Stock prices assessment: proposal of a new index based on volume weighted historical prices through the use of computer modeling. (arXiv:1206.5224v1 [q-fin.ST])
- Published / Preprint: Stochastic impulse control on optimal execution with price impact and transaction cost. (arXiv:1103.3482v3 [q-fin.TR] UPDATED)
- Published / Preprint: 24Jun/It's time to break the vicious cycles, says BIS in 82nd Annual Report
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @nanexllc @Claradan @SunGardCM
- Event: 2012 IAFE 20th Annual Conference: Controlling Risk
Posted: 25 Jun 2012 04:53 AM PDT |
Vendor News: Portfolio Probe version 1.05 released Posted: 25 Jun 2012 04:12 AM PDT Portfolio Probe version 1.05 released body,.backgroundTable{ background- } #contentTable{ border:0px none #000000; margin-top:10px; } .headerTop{ background- border-top:0px none #000000; border-bottom:0px none #FFFFFF; text-align:center; padding:0px; } .adminText{ font-size:10px; line-height:200%; font-family:Verdana; text-decoration:none;... Visit MoneyScience for the Complete Article. |
Posted: 25 Jun 2012 03:45 AM PDT |
Posted: 25 Jun 2012 03:45 AM PDT |
Posted: 25 Jun 2012 03:24 AM PDT |
Posted: 25 Jun 2012 12:26 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: 25th June 2012 Posted: 24 Jun 2012 11:15 PM PDT |
Posted: 24 Jun 2012 05:34 PM PDT We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versions with jumps. The method is based on the eigenfunction expansion of the pricing operator. Given the set of call and put dates, the callable and putable bond pricing function is the value function... Visit MoneyScience for the Complete Article. |
Posted: 24 Jun 2012 05:34 PM PDT The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this area, particularly in this field, we still cannot find a unified model that includes volume and price variations for stock assessment purposes. In this paper we present a computer model that... Visit MoneyScience for the Complete Article. |
Posted: 24 Jun 2012 05:34 PM PDT We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in fixed transaction cost. The objective is to maximize the discounted revenue obtained by this transaction. This problem is formulated as an impulse control problem... Visit MoneyScience for the Complete Article. |
Published / Preprint: 24Jun/It's time to break the vicious cycles, says BIS in 82nd Annual Report Posted: 24 Jun 2012 08:34 AM PDT |
Posted: 24 Jun 2012 05:48 AM PDT |
Event: 2012 IAFE 20th Annual Conference: Controlling Risk Posted: 04 May 2012 07:52 AM PDT |
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