Monday, June 25, 2012

MoneyScience News

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

Posted: 25 Jun 2012 04:53 AM PDT

BusinessSchools: Imagine a future where the role of a journal editor is to curate a comment stream for each paper... http://t.co/buYhDAsf

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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;...

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Voices in Finance: Senior FSA regulator - "Banks are fundamentally amoral places" #tcm http://t.co/3eOawPrN

Posted: 25 Jun 2012 03:45 AM PDT

moneyscience: Voices in Finance: Senior FSA regulator - "Banks are fundamentally amoral places" #tcm http://t.co/3eOawPrN

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"If you don't put a dollar on it, decision makers won't take it seriously," : Quantifying 'ecosystem services' - #tcm http://t.co/YLSjNplp

Posted: 25 Jun 2012 03:45 AM PDT

moneyscience: "If you don't put a dollar on it, decision makers won't take it seriously," : Quantifying 'ecosystem services' - #tcm http://t.co/YLSjNplp

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The potentials and limitations of rational choice theory: an interview with Gary Becker (pdf) http://t.co/IS7oLpYg

Posted: 25 Jun 2012 03:24 AM PDT

BusinessSchools: The potentials and limitations of rational choice theory: an interview with Gary Becker (pdf) http://t.co/IS7oLpYg

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

Posted: 25 Jun 2012 12:26 AM PDT

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

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Blog Post: TheFinancialServicesClub: Things worth reading: 25th June 2012

Posted: 24 Jun 2012 11:15 PM PDT

Things we're reading today include ...read more...

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Published / Preprint: Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach. (arXiv:1206.5046v1 [q-fin.PR])

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...

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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])

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...

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Published / Preprint: Stochastic impulse control on optimal execution with price impact and transaction cost. (arXiv:1103.3482v3 [q-fin.TR] UPDATED)

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...

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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

BIS press release on the presentation of the 82nd Annual Report (BIS Press Releases 24 June 2012)

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

Posted: 24 Jun 2012 05:48 AM PDT

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

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Event: 2012 IAFE 20th Annual Conference: Controlling Risk

Posted: 04 May 2012 07:52 AM PDT

Location: New York, USA; Date: June 1st, 2012; Click Here to Download Full Brochureread more...

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