Monday, July 9, 2012

MoneyScience News

MoneyScience News


Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/ppSJBJAs @HeriotWattUni #tcm

Posted: 09 Jul 2012 04:16 AM PDT

BusinessSchools: Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/ppSJBJAs @HeriotWattUni #tcm

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Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/KkzhXGnH @HeriotWattUni #tcm

Posted: 09 Jul 2012 04:16 AM PDT

moneyscience: Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/KkzhXGnH @HeriotWattUni #tcm

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Blog Post: TheFinancialServicesClub: Are payments infrastructures fit for purpose?

Posted: 09 Jul 2012 03:59 AM PDT

As per our regular research surveys, the Financial Services Club is repeating the survey started in 2011 reviewing the changing face of payments infrastructures.read more...

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Financial Research Centers #2 - The Zell Center for Risk Research - Kellogg School of Management http://t.co/Ngto6Yav @KelloggSchool

Posted: 09 Jul 2012 03:47 AM PDT

BusinessSchools: Financial Research Centers #2 - The Zell Center for Risk Research - Kellogg School of Management http://t.co/Ngto6Yav @KelloggSchool

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Financial Research Centers #1 - Centre for Risk Studies, Judge Business School http://t.co/Z5zoHcOe @Risk_Cambridge @CambridgeJBS #tcm

Posted: 09 Jul 2012 03:11 AM PDT

moneyscience: Financial Research Centers #1 - Centre for Risk Studies, Judge Business School http://t.co/Z5zoHcOe @Risk_Cambridge @CambridgeJBS #tcm

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RT @TimHarford: "Threaten a man's masculinity and he becomes a short-sighted risk taker" via @researchdigest http://t.co/NaD5KaFX

Posted: 09 Jul 2012 02:21 AM PDT

moneyscience: RT @TimHarford: "Threaten a man's masculinity and he becomes a short-sighted risk taker" via @researchdigest http://t.co/NaD5KaFX

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RT @portfolioprobe: Alpha alignment http://t.co/0UUiLYsm #quant #finance #risk

Posted: 09 Jul 2012 01:31 AM PDT

moneyscience: RT @portfolioprobe: Alpha alignment http://t.co/0UUiLYsm #quant #finance #risk

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

Posted: 09 Jul 2012 12:35 AM PDT

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

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Published / Preprint: Statistical Basis for Predicting Technological Progress. (arXiv:1207.1463v1 [physics.soc-ph])

Posted: 08 Jul 2012 05:31 PM PDT

Forecasting technological progress is of great interest to engineers, policy makers, and private investors. Several models have been proposed for predicting technological improvement, but how well do these models perform? An early hypothesis made by Theodore Wright in 1936 is that cost decreases as a power law of cumulative production. An alternative hypothesis is Moore's law, which can be...

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Published / Preprint: C\'EV: Constant L\'evylasticity of Variance. (arXiv:1207.1630v1 [q-fin.CP])

Posted: 08 Jul 2012 05:31 PM PDT

We propose a hybrid CEV Exponential L\'evy model whose volatility, L\'evy measure, and killing rate are all state-dependence. In this setting we find a closed form solution for the price of any European-style option. Additionally, for a certain sub-class of models, we find a closed-form expression for the implied volatility smile.

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @john_avery @fincad @carlcarrie

Posted: 08 Jul 2012 05:52 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @john_avery @fincad @carlcarrie

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @alicebotis @KamakuraCo @IPC_Systems_Inc

Posted: 07 Jul 2012 05:51 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @alicebotis @KamakuraCo @IPC_Systems_Inc

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @CleartradeX @Markit @AdvancedTrading

Posted: 06 Jul 2012 05:50 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @CleartradeX @Markit @AdvancedTrading

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RT @CompSciFact: A Gentle Introduction to Algorithm Complexity Analysis http://t.co/4X788xcH

Posted: 05 Jul 2012 09:36 AM PDT

fin_tech: RT @CompSciFact: A Gentle Introduction to Algorithm Complexity Analysis http://t.co/4X788xcH

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @kirkwy @InterSystems @jimnup

Posted: 05 Jul 2012 05:51 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @kirkwy @InterSystems @jimnup

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RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/J6mDKrBy via @tablewhite #tcm #quant

Posted: 05 Jul 2012 02:34 AM PDT

fin_tech: RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/J6mDKrBy via @tablewhite #tcm #quant

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMGrowthMkts @InaSAP @MarkitEconomics

Posted: 04 Jul 2012 05:52 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @IBMGrowthMkts @InaSAP @MarkitEconomics

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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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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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