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- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @WSBEGRAD @UTexasMBA @KelleySchool
- Blog Post: TheAlephBlog: Book Review: The Nature of Risk
- Blog Post: TheFinancialServicesClub: Things worth reading: 29th August 2012
- Published / Preprint: High-order short-time expansions for ATM option prices under a tempered stable L\'{e}vy model. (arXiv:1208.5520v1 [q-fin.PR])
- Published / Preprint: Quadratic BSDEs with Jumps and Related Non-linear Expectations: a Fixed-point Approach. (arXiv:1208.5581v1 [math.PR])
- Blog Post: Falkenblog: Bad Trades as a Macro Parable
- The victims of the Travelodge CVA
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @ThemisSal @pkedrosky
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @CapcoGlobal @LouisLovas @moneyscience
| Posted: 29 Aug 2012 12:20 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @WSBEGRAD @UTexasMBA @KelleySchool Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Book Review: The Nature of Risk Posted: 28 Aug 2012 09:42 PM PDT read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 29th August 2012 Posted: 28 Aug 2012 06:14 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Aug 2012 05:34 PM PDT In the present work, a novel second-order approximation for ATM option prices under an exponential tempered stable model, a rich class of L\'evy processes with desirable features for financial modeling, is derived and, then, extended to a model with an additional independent Brownian component. Our method of proof is based on an integral representation of the option price involving the tail... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Aug 2012 05:34 PM PDT We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [35]. Under an additional standard assumption, we prove a uniqueness result, thanks to a comparison theorem. Then we study the properties of the corresponding $g$-expectations, we obtain in particular a non linear Doob-Meyer decomposition for $g$-submartingales and... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Bad Trades as a Macro Parable Posted: 28 Aug 2012 05:08 PM PDT There are two types of bad trades. The first is the mode-mean trade where the mode is positive the mean zero or negative. One shouldn't make this kind of investment, because at best it simply adds noise to one's portfolio. The net return to the passive investor can be especially negative because often they mistakenly overpay for management, not anticipating the drawdown, and the... Visit MoneyScience for the Complete Article.    |
| The victims of the Travelodge CVA Posted: 28 Aug 2012 11:17 AM PDT Cass's Professor Paul Palmer questions the ethics of the Travelodge CVA Visit MoneyScience for the Complete Article.    |
| MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @ThemisSal @pkedrosky Posted: 28 Aug 2012 08:07 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @ThemisSal @pkedrosky Visit MoneyScience for the Complete Article.    |
| Posted: 28 Aug 2012 05:48 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @CapcoGlobal @LouisLovas @moneyscience Visit MoneyScience for the Complete Article.    |
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