Wednesday, July 4, 2012

MoneyScience News

MoneyScience News


No surprises here: RT @DerwentCapital: "Barclays sentiment jumps as CEO departs" - http://t.co/Mv6zipgl

Posted: 04 Jul 2012 04:12 AM PDT

moneyscience: No surprises here: RT @DerwentCapital: "Barclays sentiment jumps as CEO departs" - http://t.co/Mv6zipgl

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No surprises here: RT @DerwentCapital: "Barclays sentiment jumps as CEO departs" - http://t.co/uBUQ3w7g

Posted: 04 Jul 2012 04:06 AM PDT

fin_tech: No surprises here: RT @DerwentCapital: "Barclays sentiment jumps as CEO departs" - http://t.co/uBUQ3w7g

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RT @iansample: I've been told that anyone who thinks they haven't found a new particle after this has lost touch with reality. #cern #lh ...

Posted: 04 Jul 2012 01:47 AM PDT

moneyscience: RT @iansample: I've been told that anyone who thinks they haven't found a new particle after this has lost touch with reality. #cern #lh ...

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

Posted: 04 Jul 2012 12:25 AM PDT

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

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RT @QFINANCEnews: EU bank bailout ploy opens up Pandora's box http://t.co/l8q4zrZg

Posted: 04 Jul 2012 12:21 AM PDT

moneyscience: RT @QFINANCEnews: EU bank bailout ploy opens up Pandora's box http://t.co/l8q4zrZg

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Blog Post: Falkenblog: Happy Independence Day!

Posted: 03 Jul 2012 06:47 PM PDT

Vacation: g-forces, water ... weddings!

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Published / Preprint: CEV with Shifted Variance and its Volatility Smile. (arXiv:1207.0750v1 [q-fin.CP])

Posted: 03 Jul 2012 05:32 PM PDT

We propose a CEV-like local stochastic volatility model that that fixes one problem with the CEV model; namely, when the elasticity of variance is negative our local volatility function does not go to zero as the value of the underlying goes to infinity. Within our framework, we obtain an explicit expressions for both (i) the price of any European option and (ii) the implied volatility smile.

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RT @Ian_Fraser: Law prof outlines what awaits Barclays partners in crime #RBS #HSBC #Lloyds http://t.co/nnBEffvr

Posted: 03 Jul 2012 02:22 PM PDT

moneyscience: RT @Ian_Fraser: Law prof outlines what awaits Barclays partners in crime #RBS #HSBC #Lloyds http://t.co/nnBEffvr

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Blog Post: PatrickBurns: Blog-via-email system revised

Posted: 03 Jul 2012 01:28 PM PDT

The new system of sending blog posts via email should go live today.  Actually it should have gone live yesterday, but I’m a dunderhead.read more...

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RT @Alea_: Politicians know fiddling figures goes way beyond banking http://t.co/zjGuAisF

Posted: 03 Jul 2012 11:54 AM PDT

moneyscience: RT @Alea_: Politicians know fiddling figures goes way beyond banking http://t.co/zjGuAisF

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

Posted: 03 Jul 2012 07:25 AM PDT

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

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Blog Post: TheFinancialServicesClub: In through the out door

Posted: 03 Jul 2012 06:26 AM PDT

So, unlike my prediction of just yesterday, the Diamond geezer has gone.read more...

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Open Source Finance: 19 platforms. What am I missing? #quant http://t.co/xxfpUhHm

Posted: 03 Jul 2012 06:13 AM PDT

BusinessSchools: Open Source Finance: 19 platforms. What am I missing? #quant http://t.co/xxfpUhHm

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âNotes for Economists on Writing Codeâ http://t.co/j6Z4ecc1

Posted: 03 Jul 2012 06:13 AM PDT

BusinessSchools: “Notes for Economists on Writing Code” http://t.co/j6Z4ecc1

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

Posted: 03 Jul 2012 05:48 AM PDT

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

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Research Library: Notes for Economists on Writing Code

Posted: 03 Jul 2012 05:25 AM PDT

Matthew Gentzkow Jesse M. Shapiro Chicago Booth June 25, 2012 Introduction Every step of every research project we do is written in code, from raw data to final paper. Doing research is therefore writing software. Over time, people who write software for a living have learned a lot about how to write it well. We follow their lead. We aim to write code that would pass muster if we worked at...

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