MoneyScience News |
- Blog Post: TheAlephBlog: Book Review: The Crisis of Crowding
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @CEIBS
- Blog Post: TheFinancialServicesClub: Things worth reading: 28th August 2012
- Published / Preprint: Hedging Swing contract on gas markets. (arXiv:1208.5303v1 [q-fin.RM])
- Published / Preprint: How Non-linearity will Transform Information Systems. (arXiv:1208.5316v1 [cs.CE])
- Published / Preprint: Wrong-way risk in credit and funding valuation adjustments. (arXiv:1208.5382v1 [q-fin.PR])
- Published / Preprint: Portfolio optimization with insider's initial information and counterparty risk. (arXiv:1208.5398v1 [q-fin.PR])
- Published / Preprint: Exploring complex networks via topological embedding on surfaces. (arXiv:1107.3456v2 [cond-mat.other] UPDATED)
- Blog Post: Falkenblog: Buying Book Reviews
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @jimbinder @rjocean @samgadjones
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SellSideTech @SASsoftware @john_avery
- Video - Paul Kedrosky on Apple, BATS and HFT
| Blog Post: TheAlephBlog: Book Review: The Crisis of Crowding Posted: 28 Aug 2012 01:35 AM PDT read more... Visit MoneyScience for the Complete Article.      |
| Posted: 28 Aug 2012 12:22 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @CEIBS Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 28th August 2012 Posted: 28 Aug 2012 12:12 AM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Hedging Swing contract on gas markets. (arXiv:1208.5303v1 [q-fin.RM]) Posted: 27 Aug 2012 05:31 PM PDT Swing options on the gas market are american style option where daily quantities exercices are constrained and global quantities exerciced each year constrained too. The option holder has to decide each day how much he consumes of the quantities satisfying the constraints and tries to use a strategy in order to maximize its expected profit. The pay off fonction is a spread between the spot gas... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 05:31 PM PDT One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This implies that such agents are all interacting and consequently giving raise to enormous degrees of non-linearity, a.k.a. complexity. Complexity often brings with it... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 05:31 PM PDT Wrong-way risk in counterparty and funding exposures is most dramatic in the situations of systemic crises and tails events. A consistent model of wrong-way risk (WWR) is developed here with the probability-weighted addition of tail events to the calculation of credit valuation and funding valuation adjustments (CVA and FVA). This new practical model quantifies the tail risks in the pricing of... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 05:31 PM PDT We study the gain of an insider having private information which concerns the default risk of a counterparty. More precisely, the default time \tau is modelled as the first time a stochastic process hits a random barrier L. The insider knows this barrier (as it can be the case for example for the manager of the counterparty), whereas standard investors only observe its value at the default... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 05:31 PM PDT We demonstrate that graphs embedded on surfaces are a powerful and practical tool to generate, characterize and simulate networks with a broad range of properties. Remarkably, the study of topologically embedded graphs is non-restrictive because any network can be embedded on a surface with sufficiently high genus. The local properties of the network are affected by the surface genus which, for... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Buying Book Reviews Posted: 27 Aug 2012 05:28 PM PDT A guy figured out an interesting market niche: book reviews.In the fall of 2010, Mr. Rutherford started a Web site, GettingBookReviews.com. At first, he advertised that he would review a book for $99. But some clients wanted a chorus proclaiming their excellence. So, for $499, Mr. Rutherford would do 20 online reviews. A few people needed a whole orchestra. For $999, he would do 50. There... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 07:50 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @jimbinder @rjocean @samgadjones Visit MoneyScience for the Complete Article.    |
| Posted: 27 Aug 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @SellSideTech @SASsoftware @john_avery Visit MoneyScience for the Complete Article.    |
| Video - Paul Kedrosky on Apple, BATS and HFT Posted: 26 Mar 2012 04:58 AM PDT Via The Big Picture:read more... Visit MoneyScience for the Complete Article.    |
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