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- Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/ppSJBJAs @HeriotWattUni #tcm
- Financial Research Centers #3 - Financial Mathematics Group, Heriot Watt University http://t.co/KkzhXGnH @HeriotWattUni #tcm
- Blog Post: TheFinancialServicesClub: Are payments infrastructures fit for purpose?
- Financial Research Centers #2 - The Zell Center for Risk Research - Kellogg School of Management http://t.co/Ngto6Yav @KelloggSchool
- Financial Research Centers #1 - Centre for Risk Studies, Judge Business School http://t.co/Z5zoHcOe @Risk_Cambridge @CambridgeJBS #tcm
- RT @TimHarford: "Threaten a man's masculinity and he becomes a short-sighted risk taker" via @researchdigest http://t.co/NaD5KaFX
- RT @portfolioprobe: Alpha alignment http://t.co/0UUiLYsm #quant #finance #risk
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Vlerick @MBScarlton @juanmariasegura
- Published / Preprint: Statistical Basis for Predicting Technological Progress. (arXiv:1207.1463v1 [physics.soc-ph])
- Published / Preprint: C\'EV: Constant L\'evylasticity of Variance. (arXiv:1207.1630v1 [q-fin.CP])
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @john_avery @fincad @carlcarrie
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @alicebotis @KamakuraCo @IPC_Systems_Inc
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @CleartradeX @Markit @AdvancedTrading
- RT @CompSciFact: A Gentle Introduction to Algorithm Complexity Analysis http://t.co/4X788xcH
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @kirkwy @InterSystems @jimnup
- RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/J6mDKrBy via @tablewhite #tcm #quant
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMGrowthMkts @InaSAP @MarkitEconomics
- No surprises here: RT @DerwentCapital: "Barclays sentiment jumps as CEO departs" - http://t.co/uBUQ3w7g
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @coremetrics @asymptotix @SunGardCM
Posted: 09 Jul 2012 04:16 AM PDT |
Posted: 09 Jul 2012 04:16 AM PDT |
Blog Post: TheFinancialServicesClub: Are payments infrastructures fit for purpose? Posted: 09 Jul 2012 03:59 AM PDT |
Posted: 09 Jul 2012 03:47 AM PDT |
Posted: 09 Jul 2012 03:11 AM PDT |
Posted: 09 Jul 2012 02:21 AM PDT |
RT @portfolioprobe: Alpha alignment http://t.co/0UUiLYsm #quant #finance #risk Posted: 09 Jul 2012 01:31 AM PDT |
Posted: 09 Jul 2012 12:35 AM PDT |
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... Visit MoneyScience for the Complete Article. |
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. Visit MoneyScience for the Complete Article. |
Posted: 08 Jul 2012 05:52 AM PDT |
Posted: 07 Jul 2012 05:51 AM PDT |
Posted: 06 Jul 2012 05:50 AM PDT |
RT @CompSciFact: A Gentle Introduction to Algorithm Complexity Analysis http://t.co/4X788xcH Posted: 05 Jul 2012 09:36 AM PDT |
Posted: 05 Jul 2012 05:51 AM PDT |
Posted: 05 Jul 2012 02:34 AM PDT |
Posted: 04 Jul 2012 05:52 AM PDT |
Posted: 04 Jul 2012 04:06 AM PDT |
Posted: 03 Jul 2012 05:48 AM PDT |
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