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- RT @Ian_Fraser: Amazing stuff from @Clansman2: The Game Theory Of The Interbank Market http://t.co/x73i6hBN #Libor #Euribor
- RT @QFINANCEnews: The Curse Of The Treasure Islands: How Tax Havens Are Sinking Europe's Economy http://t.co/hjpoiBVc
- Blog Post: TheFinancialServicesClub: Banks decide whether we have a healthy or unhealthy planet
- RT @davdittrich: RT @diane1859: '@JustinWolfers: A passive-aggressive nudge. I bet it works (cc @R_Thaler) http://t.co/m50QOLsg Fantastic!
- Great Stuff RT @TCJUK: Is Risk Intelligence a dangerous idea? http://t.co/glEgO0Rt #risk #maths #quant
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @U_Richmond_MBA @BoothExecMBA
- Blog Post: TheAlephBlog: Book Review: The Malign Hand of the Markets
- Published / Preprint: A quantum mechanical model for the relationship between stock price and stock ownership. (arXiv:1207.3412v1 [q-fin.GN])
- Published / Preprint: On dependence consistency of CoVaR and some other systemic risk measures. (arXiv:1207.3464v1 [q-fin.RM])
- Blog Post: Falkenblog: I'm Speaking Tuesday in Boston
- Blog Post: ThePracticalQuant: Hedge Fund Performance: First half of 2012
- Free access to British scientific research to be available within two years http://t.co/TSlnjnTd
- Blog Post: iMFdirect: World Faces Weak Economic Recovery
- Financial Research Centers #6 - The Munich Risk and Insurance Center, Ludwig Maximilians University http://t.co/PRj2Otfz
- Cass Business School MSc Quantitative Finance #Quant #risk @CassintheNews http://t.co/uuhMiODC
- Financial Research Centers #5 - The Centre for Financial Risk, Macquarie University http://t.co/AOYEDifp @Macquarie_Uni
- Financial Research Centers #4 - Research Unit of Financial / Actuarial Mathematics, Vienna University of Tech http://t.co/xaqM1qtp @tuvienna
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @davecliff @exceldashboards @accelereyes
- Event: Introduction to Hedging with Options - Singapore
Posted: 17 Jul 2012 04:29 AM PDT |
Posted: 17 Jul 2012 04:29 AM PDT |
Blog Post: TheFinancialServicesClub: Banks decide whether we have a healthy or unhealthy planet Posted: 17 Jul 2012 02:28 AM PDT |
Posted: 17 Jul 2012 01:42 AM PDT |
Posted: 17 Jul 2012 01:42 AM PDT |
Posted: 17 Jul 2012 12:37 AM PDT |
Blog Post: TheAlephBlog: Book Review: The Malign Hand of the Markets Posted: 16 Jul 2012 11:14 PM PDT |
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. |
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 |
Blog Post: iMFdirect: World Faces Weak Economic Recovery Posted: 16 Jul 2012 10:42 AM PDT |
Posted: 16 Jul 2012 08:03 AM PDT |
Cass Business School MSc Quantitative Finance #Quant #risk @CassintheNews http://t.co/uuhMiODC Posted: 16 Jul 2012 07:33 AM PDT |
Posted: 16 Jul 2012 06:52 AM PDT |
Posted: 16 Jul 2012 06:02 AM PDT |
Posted: 16 Jul 2012 05:50 AM PDT |
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. |
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