Tuesday, July 17, 2012

MoneyScience News

MoneyScience News


RT @Ian_Fraser: Amazing stuff from @Clansman2: The Game Theory Of The Interbank Market http://t.co/x73i6hBN #Libor #Euribor

Posted: 17 Jul 2012 04:29 AM PDT

moneyscience: RT @Ian_Fraser: Amazing stuff from @Clansman2: The Game Theory Of The Interbank Market http://t.co/x73i6hBN #Libor #Euribor

Visit MoneyScience for the Complete Article.

RT @QFINANCEnews: The Curse Of The Treasure Islands: How Tax Havens Are Sinking Europe's Economy http://t.co/hjpoiBVc

Posted: 17 Jul 2012 04:29 AM PDT

moneyscience: RT @QFINANCEnews: The Curse Of The Treasure Islands: How Tax Havens Are Sinking Europe’s Economy http://t.co/hjpoiBVc

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: Banks decide whether we have a healthy or unhealthy planet

Posted: 17 Jul 2012 02:28 AM PDT

Sir David King (see end of blog for bio) provided a short summary at the end of the two day Re|Source 2012 conference.read more...

Visit MoneyScience for the Complete Article.

RT @davdittrich: RT @diane1859: '@JustinWolfers: A passive-aggressive nudge. I bet it works (cc @R_Thaler) http://t.co/m50QOLsg Fantastic!

Posted: 17 Jul 2012 01:42 AM PDT

moneyscience: RT @davdittrich: RT @diane1859: “@JustinWolfers: A passive-aggressive nudge. I bet it works (cc @R_Thaler) http://t.co/m50QOLsg Fantastic!

Visit MoneyScience for the Complete Article.

Great Stuff RT @TCJUK: Is Risk Intelligence a dangerous idea? http://t.co/glEgO0Rt #risk #maths #quant

Posted: 17 Jul 2012 01:42 AM PDT

moneyscience: Great Stuff RT @TCJUK: Is Risk Intelligence a dangerous idea? http://t.co/glEgO0Rt #risk #maths #quant

Visit MoneyScience for the Complete Article.

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

Posted: 17 Jul 2012 12:37 AM PDT

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

Visit MoneyScience for the Complete Article.

Blog Post: TheAlephBlog: Book Review: The Malign Hand of the Markets

Posted: 16 Jul 2012 11:14 PM PDT

read more...

Visit MoneyScience for the Complete Article.

Published / Preprint: A quantum mechanical model for the relationship between stock price and stock ownership. (arXiv:1207.3412v1 [q-fin.GN])

Posted: 16 Jul 2012 05:31 PM PDT

The trade of a fixed stock can be regarded as the basic process that measures its momentary price. The stock price is exactly known only at the time of sale when the stock is between traders, that is, only in the case when the owner is unknown. We show that the stock price can be better described by a function indicating at any moment of time the probabilities for the possible values of price if...

Visit MoneyScience for the Complete Article.

Published / Preprint: On dependence consistency of CoVaR and some other systemic risk measures. (arXiv:1207.3464v1 [q-fin.RM])

Posted: 16 Jul 2012 05:31 PM PDT

This paper is dedicated to the consistency of systemic risk measures with respect to stochastic dependence. It compares two alternative notions of Conditional Value-at-Risk (CoVaR) available in the current literature. These notions are both based on the conditional distribution of a random variable Y given a stress event for a random variable X, but they use different types of stress events. We...

Visit MoneyScience for the Complete Article.

Blog Post: Falkenblog: I'm Speaking Tuesday in Boston

Posted: 16 Jul 2012 04:08 PM PDT

I'm speaking Tuesday the 17th at 6 pm at the Quantitative Work Alliance for Applied Finance, Education, and Wisdom (aka QWAFAFEW, really). It's at the Tennis & Racquet Club, 939 Boylston Street. Walk-ins are accepted, space permitting, but see here for info to see if that's feasible. I have a new book coming out soon, The Missing Risk Premium: Why Low Volatility Investing Works, which I...

Visit MoneyScience for the Complete Article.

Blog Post: ThePracticalQuant: Hedge Fund Performance: First half of 2012

Posted: 16 Jul 2012 12:36 PM PDT

The first half of 2012 was tough on most asset classes, hedgies were definitely not exempt. The different style indices trailed the S&P 500 through the first half of 2012. The S&P 500 itself returned a modest 8.3% through the first six months of 2012: (Click to enlarge) Returns over the most recent 12 months have been paltry. Fixed Income Arb and Global Macro both finished above 5%, barely...

Visit MoneyScience for the Complete Article.

Free access to British scientific research to be available within two years http://t.co/TSlnjnTd

Posted: 16 Jul 2012 11:00 AM PDT

BusinessSchools: Free access to British scientific research to be available within two years http://t.co/TSlnjnTd

Visit MoneyScience for the Complete Article.

Blog Post: iMFdirect: World Faces Weak Economic Recovery

Posted: 16 Jul 2012 10:42 AM PDT

read more...

Visit MoneyScience for the Complete Article.

Financial Research Centers #6 - The Munich Risk and Insurance Center, Ludwig Maximilians University http://t.co/PRj2Otfz

Posted: 16 Jul 2012 08:03 AM PDT

BusinessSchools: Financial Research Centers #6 - The Munich Risk and Insurance Center, Ludwig Maximilians University http://t.co/PRj2Otfz

Visit MoneyScience for the Complete Article.

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

Posted: 16 Jul 2012 07:33 AM PDT

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

Visit MoneyScience for the Complete Article.

Financial Research Centers #5 - The Centre for Financial Risk, Macquarie University http://t.co/AOYEDifp @Macquarie_Uni

Posted: 16 Jul 2012 06:52 AM PDT

BusinessSchools: Financial Research Centers #5 - The Centre for Financial Risk, Macquarie University http://t.co/AOYEDifp @Macquarie_Uni

Visit MoneyScience for the Complete Article.

Financial Research Centers #4 - Research Unit of Financial / Actuarial Mathematics, Vienna University of Tech http://t.co/xaqM1qtp @tuvienna

Posted: 16 Jul 2012 06:02 AM PDT

BusinessSchools: Financial Research Centers #4 - Research Unit of Financial / Actuarial Mathematics, Vienna University of Tech http://t.co/xaqM1qtp @tuvienna

Visit MoneyScience for the Complete Article.

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

Posted: 16 Jul 2012 05:50 AM PDT

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

Visit MoneyScience for the Complete Article.

Event: Introduction to Hedging with Options - Singapore

Posted: 25 Apr 2012 05:03 AM PDT

Location: Singapore; Date: July 5th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more...

Visit MoneyScience for the Complete Article.