Monday, August 13, 2012

MoneyScience News

MoneyScience News

Blog Post: TheFinancialServicesClub: Can our banking system achieve the Olympic dream?

Posted: 13 Aug 2012 03:30 AM PDT

The Olympic Games have ended.read more...

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Blog Post: PatrickBurns: Highlights of R in Finance 2012

Posted: 13 Aug 2012 02:05 AM PDT

I unfortunately was not there, but we can vicariously enjoy it via the presentations that are posted on the conference website.read more...

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

Posted: 13 Aug 2012 12:32 AM PDT

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

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Blog Post: Falkenblog: GMO Defends Equities Inconsistently

Posted: 12 Aug 2012 06:29 PM PDT

Pimco maven Bill Gross recently warned that both equities and bonds look headed for a bad intermediate future.  He makes the interesting observation that as labor income has declined over the past century, this allowed capital to reap more reward than what is merely in GDP growth (see above chart).  Yet, this cannot continue any more than bonds can appreciate from lower yields....

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Published / Preprint: Risk minimizing of derivatives via dynamic g-expectation and related topics. (arXiv:1208.2068v1 [q-fin.PM])

Posted: 12 Aug 2012 05:36 PM PDT

In this paper, we investigate risk minimization problem of derivatives based on non-tradable underlyings by means of dynamic g-expectations which are slight different from conditional g-expectations. In this framework, inspired by [1] and [16], we introduce risk indifference price, marginal risk price and derivative hedge and obtain their corresponding explicit expressions. The interesting thing...

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Why Software Fails (pdf) #tcm http://t.co/8KiRjmQO

Posted: 12 Aug 2012 11:38 AM PDT

moneyscience: Why Software Fails (pdf) #tcm http://t.co/8KiRjmQO

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Why Software Fails (pdf) #tcm http://t.co/LCILlcTe

Posted: 12 Aug 2012 11:32 AM PDT

fin_tech: Why Software Fails (pdf) #tcm http://t.co/LCILlcTe

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An algorithm that can identify the source of an epidemic or information circulating within a #network #tcm http://t.co/ePeHygWq

Posted: 12 Aug 2012 11:26 AM PDT

moneyscience: An algorithm that can identify the source of an epidemic or information circulating within a #network #tcm http://t.co/ePeHygWq

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An algorithm that can identify the source of an epidemic or information circulating within a #network #tcm http://t.co/VgiM7Vg0

Posted: 12 Aug 2012 11:19 AM PDT

fin_tech: An algorithm that can identify the source of an epidemic or information circulating within a #network #tcm http://t.co/VgiM7Vg0

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @moneyscience @chriseko @LastiSoft

Posted: 12 Aug 2012 05:48 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @moneyscience @chriseko @LastiSoft

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.@Cassinthenews: London 2012: Legacy or loss? http://t.co/Ci2aiMPj

Posted: 12 Aug 2012 05:36 AM PDT

BusinessSchools: .@Cassinthenews: London 2012: Legacy or loss? http://t.co/Ci2aiMPj

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