MoneyScience News |
- Blog Post: TheAlephBlog: Limitations of Credit Default Swap Spreads
- RT @diane1859: Theorists versus scientists - blog post http://t.co/qh6TkppH
- Blog Post: TheFinancialServicesClub: The Top Five Most Embarrassing Mistakes By Banks
- RT @CitywireMoney: RBS tops FTSE 100 amid nationalisation reports http://t.co/b1DAfScY
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @KelleySchool @UOBusiness @LaurierEMTM
- The latest trend in crowdsourcing: organizing workers en mass to do routine tasks assigned by algorithm #tcm http://t.co/8gTrmlW0
- The latest trend in crowdsourcing: organizing workers en mass to do routine tasks assigned by algorithm #tcm http://t.co/U70fLpTY
- Introducing the Twitter Political Index: Welcome to the age of big political data. #tcm http://t.co/VqUOQpHz
- "Banks need to start thinking of themselves as IT companies": Prof David Chan - City University @cassinthenews #tcm http://t.co/cRSmBi7k
- Building QuickBooks: How Intuit Manages 10 Million Lines of Code #tcm http://t.co/gjDTwiIz
- Published / Preprint: Scaling, stability and distribution of the high-frequency returns of the IBEX35 index. (arXiv:1208.0317v1 [q-fin.ST])
- Published / Preprint: Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves. (arXiv:0905.2770v4 [q-fin.PR] UPDATED)
- Published / Preprint: On the Multi-Dimensional Controller and Stopper Games. (arXiv:1009.0932v7 [math.OC] UPDATED)
- @icmacentre: Adrian Bell announced as ICMA Centre Head of School. http://t.co/8usExy7w
- Blog Post: iMFdirect: Japan Stands Up
- Blog Post: WealthandCapitalMarketsBlog: The dynamics of the US spot FX market
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @LouisLovas @SunGardBanking @MATLAB
- @Cassinthenews: Cass holds Hackney House event for Tech City businesses http://t.co/wz8VXlCH
| Blog Post: TheAlephBlog: Limitations of Credit Default Swap Spreads Posted: 02 Aug 2012 02:45 AM PDT Once I was talking to my boss at Provident Mutual about exotic options, like barrier, knock-out, and knock-in options. As I described them to him his reactions were:read more... Visit MoneyScience for the Complete Article.      |
| RT @diane1859: Theorists versus scientists - blog post http://t.co/qh6TkppH Posted: 02 Aug 2012 01:10 AM PDT moneyscience: RT @diane1859: Theorists versus scientists - blog post http://t.co/qh6TkppH Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The Top Five Most Embarrassing Mistakes By Banks Posted: 02 Aug 2012 01:00 AM PDT I kinda thought that some of the things that have happened in banking in the past â€" like the collapse of Lehmans and Barings Bank; Jerome Kerviel, Henry Blodgett and Frank Quattrone; insider trading and Ponzi schemes; and more â€" were pretty bad, but someone asked me to make a list of the top five most embarrassing mistakes made by banks and, as I pondered the list, they all appeared to... Visit MoneyScience for the Complete Article.    |
| RT @CitywireMoney: RBS tops FTSE 100 amid nationalisation reports http://t.co/b1DAfScY Posted: 02 Aug 2012 12:43 AM PDT moneyscience: RT @CitywireMoney: RBS tops FTSE 100 amid nationalisation reports http://t.co/b1DAfScY Visit MoneyScience for the Complete Article.    |
| Posted: 02 Aug 2012 12:28 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @KelleySchool @UOBusiness @LaurierEMTM Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 11:27 PM PDT moneyscience: The latest trend in crowdsourcing: organizing workers en mass to do routine tasks assigned by algorithm #tcm http://t.co/8gTrmlW0 Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 11:06 PM PDT fin_tech: The latest trend in crowdsourcing: organizing workers en mass to do routine tasks assigned by algorithm #tcm http://t.co/U70fLpTY Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 10:47 PM PDT fin_tech: Introducing the Twitter Political Index: Welcome to the age of big political data. #tcm http://t.co/VqUOQpHz Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 10:47 PM PDT fin_tech: "Banks need to start thinking of themselves as IT companies": Prof David Chan - City University @cassinthenews #tcm http://t.co/cRSmBi7k Visit MoneyScience for the Complete Article.    |
| Building QuickBooks: How Intuit Manages 10 Million Lines of Code #tcm http://t.co/gjDTwiIz Posted: 01 Aug 2012 10:36 PM PDT fin_tech: Building QuickBooks: How Intuit Manages 10 Million Lines of Code #tcm http://t.co/gjDTwiIz Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 05:34 PM PDT In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in many different financial time series. However, an in-depth analysis of the data using maximum likelihood estimation and different goodness-of-fit tests rejects... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 05:34 PM PDT We revisit the problem of pricing and hedging plain vanilla single-currency interest rate derivatives using multiple distinct yield curves for market coherent estimation of discount factors and forward rates with different underlying rate tenors. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 05:34 PM PDT We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the volatility terms of the state process. Under appropriate conditions, we show that the game has a value and the value function is the unique viscosity solution to... Visit MoneyScience for the Complete Article.    |
| @icmacentre: Adrian Bell announced as ICMA Centre Head of School. http://t.co/8usExy7w Posted: 01 Aug 2012 04:59 PM PDT BusinessSchools: @icmacentre: Adrian Bell announced as ICMA Centre Head of School. http://t.co/8usExy7w Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Japan Stands Up Posted: 01 Aug 2012 01:05 PM PDT By Jerald Schiffread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: The dynamics of the US spot FX market Posted: 01 Aug 2012 06:24 AM PDT The 2012 mid-year assessment of FX volumes was published last week by the FX committees of all the key FX geographies. An assessment of the FX volume results from US shows us that after the peaking of volumes in September 2011, the volumes have plateaued. FX volumes have grown in US by a meager 0.5% and this has been primarily driven by a fall in spot FX volumes. The core issue is the economic... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Aug 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @LouisLovas @SunGardBanking @MATLAB Visit MoneyScience for the Complete Article.    |
| @Cassinthenews: Cass holds Hackney House event for Tech City businesses http://t.co/wz8VXlCH Posted: 01 Aug 2012 05:01 AM PDT BusinessSchools: @Cassinthenews: Cass holds Hackney House event for Tech City businesses http://t.co/wz8VXlCH Visit MoneyScience for the Complete Article.    |
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