MoneyScience News |
- UK's most powerful GPU-based supercomputer, "Emerald", will enter into service tomorrow, a tool for Business & Academia http://t.co/WRHkXpXt
- @MarkThoma thinks that Physicists in Finance have a lot to learn from Economists #quant Thoughts? http://t.co/AUrsSK71
- Blog Post: TheAlephBlog: On Power Outages
- Video: James Montier talk, âThe Flaws of Financeâ at the CFA Institute - Great stuff @CFAinstitute http://t.co/uTuPgkmv
- Renowned strategist James Montier, lives up to his reputation by slamming the way the CFA Institute teaches #economics http://t.co/of1PIrt5
- Business School Boot-camp for Undergrads - is this a purely US phenomenon? I assume not for long. http://t.co/xVG0zmfT
- US Business Schools to Identify Board-Ready Women http://t.co/Ejrumase
- Why MBAs, and B-Schools, Need to Embrace Failure http://t.co/gAvmwHtZ
- UK Student loans "not merely income contingent, but future-policy contingent" - no fixed repayment term or threshold http://t.co/twAC4Jjc
- Blog Post: TheFinancialServicesClub: Things worth reading, the European view (10)
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @kenanflagler @FundacaoFIA
- Blog Post: Falkenblog: Our Green Government
- Cass Visiting Professor wins Media Woman of the Year
- Published / Preprint: The Exact Implied Volatility Smile for Exponential L\'evy Models. (arXiv:1207.0233v1 [q-fin.CP])
- Published / Preprint: Financial instability from local market measures. (arXiv:1207.0356v1 [q-fin.TR])
- Published / Preprint: Chi-square simulation of the CIR process and the Heston model. (arXiv:0802.4411v5 [q-fin.CP] UPDATED)
- Published / Preprint: Geometric Allocation Approach for Transition Kernel of Markov Chain. (arXiv:1106.3562v2 [cond-mat.stat-mech] UPDATED)
- RT @AdvancedTrading: Can Social Media Sharpen #Quant Models? http://t.co/gpqEVkD4 @JPaulGrant #socmed #trading #finserv
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @wallstreettech @carlcarrie @portfolioprobe
- Event: Capital Markets Academy - Risk and Counterparty Clearing (CCP)
- Event: Capital Markets Academy - Clearing Processes Securities
| Posted: 03 Jul 2012 03:31 AM PDT BusinessSchools: UK's most powerful GPU-based supercomputer, "Emerald", will enter into service tomorrow, a tool for Business & Academia http://t.co/WRHkXpXt Visit MoneyScience for the Complete Article.      |
| Posted: 03 Jul 2012 03:09 AM PDT BusinessSchools: @MarkThoma thinks that Physicists in Finance have a lot to learn from Economists #quant Thoughts? http://t.co/AUrsSK71 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On Power Outages Posted: 03 Jul 2012 02:52 AM PDT I want to toss out an idea for comment regarding power outages. In the present storm, my power was restored within two days. The last time in August/September 2o11, it took almost seven days.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jul 2012 02:40 AM PDT BusinessSchools: Video: James Montier talk, “The Flaws of Finance†at the CFA Institute - Great stuff @CFAinstitute http://t.co/uTuPgkmv Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jul 2012 02:40 AM PDT BusinessSchools: Renowned strategist James Montier, lives up to his reputation by slamming the way the CFA Institute teaches #economics http://t.co/of1PIrt5 Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jul 2012 02:40 AM PDT BusinessSchools: Business School Boot-camp for Undergrads - is this a purely US phenomenon? I assume not for long. http://t.co/xVG0zmfT Visit MoneyScience for the Complete Article.    |
| US Business Schools to Identify Board-Ready Women http://t.co/Ejrumase Posted: 03 Jul 2012 02:40 AM PDT BusinessSchools: US Business Schools to Identify Board-Ready Women http://t.co/Ejrumase Visit MoneyScience for the Complete Article.    |
| Why MBAs, and B-Schools, Need to Embrace Failure http://t.co/gAvmwHtZ Posted: 03 Jul 2012 02:40 AM PDT BusinessSchools: Why MBAs, and B-Schools, Need to Embrace Failure http://t.co/gAvmwHtZ Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jul 2012 01:58 AM PDT BusinessSchools: UK Student loans "not merely income contingent, but future-policy contingent" - no fixed repayment term or threshold http://t.co/twAC4Jjc Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading, the European view (10) Posted: 03 Jul 2012 01:41 AM PDT This week's view from Europe, courtesy of Edith Rigler :read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jul 2012 12:22 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @kenanflagler @FundacaoFIA Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Our Green Government Posted: 02 Jul 2012 06:38 PM PDT When you don't have a bottom line, rather a mish-mash of objectives, massive inefficiencies can be tolerated. Here's a bit on our new green navy:The USNS Henry J. Kaiser carried nearly 900,000 gallons of biofuel blended with petroleum to power the cruisers, destroyers and fighter jets of what the Navy has taken to calling the "Great Green Fleet," the first carrier strike group to be powered... Visit MoneyScience for the Complete Article.    |
| Cass Visiting Professor wins Media Woman of the Year Posted: 02 Jul 2012 06:16 PM PDT Julia Hobsbawm, Honorary Visiting Professor in Networking at Cass Business School has won the First Women Awards Media Woman of the Year 2012 Award, just 24 hours after delivering her inaugural lecture at Cass.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 05:32 PM PDT For any exponential L\'evy model whose diffusion component is nonzero, we provide an exact series representation for the implied volatility of a European call option. Numerical examples are provided. Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 05:32 PM PDT We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random markets using techniques borrowed from statistical mechanics of disordered systems. We show that, depending on the number of financial instruments available and on... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 05:32 PM PDT The transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. First we prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random variables. Second we prove Marsaglia's polar method extends to this distribution, providing a simple, exact, robust and efficient acceptance-rejection method... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 05:32 PM PDT We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, which cannot be achieved by conventional methods, such as the Metropolis-Hastings algorithm or the heat bath algorithm (Gibbs sampler). Moreover, the geometric approach makes it possible to find not... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 06:03 AM PDT fin_tech: RT @AdvancedTrading: Can Social Media Sharpen #Quant Models? http://t.co/gpqEVkD4 @JPaulGrant #socmed #trading #finserv Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 05:49 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @wallstreettech @carlcarrie @portfolioprobe Visit MoneyScience for the Complete Article.    |
| Event: Capital Markets Academy - Risk and Counterparty Clearing (CCP) Posted: 21 May 2012 07:34 AM PDT Location: London, UK; Date: July 10th, 2012; The seminar offers a comprehensive overview of the different types of risk involved in the clearing process and the role of the CCP in managing that risk. In this context, the risk-based margining system will be explained in detail.read more... Visit MoneyScience for the Complete Article.    |
| Event: Capital Markets Academy - Clearing Processes Securities Posted: 21 May 2012 07:27 AM PDT Location: London, UK; Date: July 12th, 2012; This course explains the role of Eurex Clearing as a clearing house and gives an overview which marketplaces and asset classes are included in the clearing process. The function of the Central Counterparty (CCP) as well as the different clearing services are illustrated. This module is part of the certified programme Certified Clearing Specialist and... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |