Friday, June 29, 2012

MoneyScience News

MoneyScience News


@Cassinthenews: Let the coffee house tradition of the 17th and 18th centuries return http://t.co/jMBhVIxP

Posted: 29 Jun 2012 04:08 AM PDT

BusinessSchools: @Cassinthenews: Let the coffee house tradition of the 17th and 18th centuries return http://t.co/jMBhVIxP

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Published / Preprint: 29Jun/Dealing with domestic systemically important banks, consultative document issued by the Basel Committee

Posted: 29 Jun 2012 02:53 AM PDT

Press release about the Basel Committee issuing a consultative paper on dealing with domestic systemically important banks (29 June 2012)

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Blog Post: OlsenBlog: Investors Hunt For Uncorrelated Profits

Posted: 29 Jun 2012 02:02 AM PDT

A recent article on Reuters (Hedge funds get exotic in hunt for profits) described the arduous efforts of money managers to find new ways to generate returns in the current market environment. Safe havens are viewed as overvalued and the stock market as too volatile. Additionally, investors would like to diversify their portfolios and therefore are on the lookout for truly uncorrelated investment...

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RT @Chris_Skinner: Great insight into the NatWest glitch http://t.co/HRuCcMH0 <- program written in CA-7 crashed

Posted: 29 Jun 2012 01:32 AM PDT

moneyscience: RT @Chris_Skinner: Great insight into the NatWest glitch http://t.co/HRuCcMH0 <- program written in CA-7 crashed

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RT @Chris_Skinner: Great insight into the NatWest glitch http://t.co/KBnYjKxD &amp;lt;- program written in CA-7 crashed

Posted: 29 Jun 2012 01:31 AM PDT

fin_tech: RT @Chris_Skinner: Great insight into the NatWest glitch http://t.co/KBnYjKxD <- program written in CA-7 crashed

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ICMA Centre to host 2013 European Financial Management Association annual meeting.

Posted: 29 Jun 2012 01:02 AM PDT

The ICMA Centre at Henley Business school is pleased to announce that it will be host to the 2013 European Financial Management Association (EFMA) annual meeting from 26 â€" 29 June 2013. This annual event is one of the largest and most prominent academic conferences on finance in Europe and 2013 will be the first time the University of ReadingContinue reading

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The Financial Education Daily is out! http://t.co/TYluKzUv &acirc;&cedil; Top stories today via @Booth_Insider @leedsbiz @EuromedMgmt

Posted: 29 Jun 2012 12:31 AM PDT

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

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Blog Post: TheFinancialServicesClub: Things worth reading: 29th June 2012

Posted: 28 Jun 2012 11:54 PM PDT

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

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LIBOR Manipulation and the Butterfly Effect

Posted: 28 Jun 2012 11:51 PM PDT

If you listen to Bob Diamond and other senior staff at Barclays Bank, you might be forgiven for concluding that the LIBOR scandal which has involved the bank and, which might possibly spread to engulf the entire sector, was but a small blip by a small team in a relatively specialised segment of the marketplace. Indeed the scale of the fine imposed by the UK's Financial Services Authority, which...

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RT @QFINANCEnews: Euro bonds ' Hollande says yes, Merkel says no: impasse or fudge? http://t.co/WkBFw6Ol

Posted: 28 Jun 2012 11:24 PM PDT

moneyscience: RT @QFINANCEnews: Euro bonds â€" Hollande says yes, Merkel says no: impasse or fudge? http://t.co/WkBFw6Ol

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Blog Post: Falkenblog: Mandates are Taxes

Posted: 28 Jun 2012 07:45 PM PDT

Perhaps the reasoning that 'mandate are taxes' in Judge Robert's decision for Obamacare will make it more accepted that taxes are not a sufficient statistic of the size of government. Clearly, it is easier to proxy the size of government with things like number of employees, or total revenue or spending, but that doesn't mean this is a good measurement, just an easy one. A friend of mine is...

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Let the coffee house tradition of the 17th and 18th centuries return

Posted: 28 Jun 2012 05:40 PM PDT

Julia Hobsbawm makes her inaugural lecture as Cass Visiting Professor in Networking

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Published / Preprint: Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (arXiv:1206.6787v1 [q-fin.PR])

Posted: 28 Jun 2012 05:37 PM PDT

Exponential L\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the corresponding implied volatility surfaces have been analyzed in some detail. In the non-asymptotic regimes, option prices are described by the...

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Published / Preprint: Random G-Expectations. (arXiv:1009.2168v2 [math.PR] UPDATED)

Posted: 28 Jun 2012 05:37 PM PDT

We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the range of the volatility uncertainty to be stochastic. Our construction is purely probabilistic and based on an optimal control formulation with path-dependent control sets.

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Blog Post: iMFdirect: Can Policymakers Stem Rising Income Inequality?

Posted: 28 Jun 2012 09:13 AM PDT

By David Coady and Sanjeev Guptaread more...

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Cass Business School MSc in Financial Mathematics #quant #finmath http://t.co/L5Co5tGJ

Posted: 28 Jun 2012 07:24 AM PDT

BusinessSchools: Cass Business School MSc in Financial Mathematics #quant #finmath http://t.co/L5Co5tGJ

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Cass Business School MSc Quantitative Finance #Quant #risk @CassintheNews http://t.co/uuhMiODC

Posted: 28 Jun 2012 07:02 AM PDT

BusinessSchools: Cass Business School MSc Quantitative Finance #Quant #risk @CassintheNews http://t.co/uuhMiODC

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

Posted: 28 Jun 2012 05:50 AM PDT

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

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Great Research titles #1: &acirc;Star Wars: The Empirics Strike Back&acirc; @ssrn http://t.co/g6qt0vBK

Posted: 28 Jun 2012 05:10 AM PDT

BusinessSchools: Great Research titles #1: “Star Wars: The Empirics Strike Back” @ssrn http://t.co/g6qt0vBK

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Blog Post: rob_daly: Management Changes at Traiana

Posted: 21 May 2012 07:36 AM PDT

Forex post-trade processing vendor Traiana has tapped Citi veteran Andy Coyne to be its next CEO. Coyne steps into the role vacated by Traiana’s co-founder and current CEO Gil Mandelzis, who assumed the new role of executive chairman of the firm.read more...

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