MoneyScience News |
- Blog Post: TheFinancialServicesClub: Have banks lost IT?
- Vendor News: Miller Tabak consolidates trading infrastructure with Fidessa platform
- The Financial Education Daily is out! http://t.co/TYluKzUv
- Blog Post: TheAlephBlog: Reforming Public School Testing
- RT @QFINANCEnews: Portugal's government presses the economic self-destruct button http://t.co/N3fHd2Br
- Published / Preprint: How is non-knowledge represented in economic theory?. (arXiv:1209.2204v1 [q-fin.GN])
- Published / Preprint: The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals. (arXiv:1209.2298v1 [q-fin.RM])
- Published / Preprint: Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model. (arXiv:1102.5126v2 [q-fin.PM] UPDATED)
- Published / Preprint: On the drawdown of completely asymmetric Levy processes. (arXiv:1103.1460v2 [math.PR] UPDATED)
- Cass stages inaugural Chairmen's Forum
- Blog Post: iMFdirect: The Long-term Price of Financial Reform
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @ppearlman @GTCost @yvessmith
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMInitiate @JuniperNetworks @X9T_Futures
| Blog Post: TheFinancialServicesClub: Have banks lost IT? Posted: 12 Sep 2012 01:53 AM PDT Further to yesterday’s dialogue around TQM, I got into a conversation with a couple of folks about the fact that we don’t have real STP, Straight Through Processing, in most financial firms.read more... Visit MoneyScience for the Complete Article.      |
| Vendor News: Miller Tabak consolidates trading infrastructure with Fidessa platform Posted: 12 Sep 2012 01:48 AM PDT    |
| The Financial Education Daily is out! http://t.co/TYluKzUv Posted: 12 Sep 2012 12:22 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Reforming Public School Testing Posted: 11 Sep 2012 11:15 PM PDT My wife was a high school teacher in math and science in West Sacramento when we married. (West Sacramento is in Yolo, not Sacramento County, and is considerably poorer than Sacramento.) She is forever grateful that I took her away from “all that,” and allowed her to have a life where she homeschools our three biological and five adopted children. She does a great job, and I... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 06:46 PM PDT moneyscience: RT @QFINANCEnews: Portugal’s government presses the economic self-destruct button http://t.co/N3fHd2Br Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 05:31 PM PDT In this article, we address the question of how non-knowledge about future events that influence economic agents' decisions in choice settings has been formally represented in economic theory up to date. To position our discussion within the ongoing debate on uncertainty, we provide a brief review of historical developments in economic theory and decision theory on the description of economic... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 05:31 PM PDT Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an estimation leads to branching counterfactuals. Such recursions of epistemic uncertainty have markedly different distributial properties from conventional sampling... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 05:31 PM PDT In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices, as well as stochastic volatility and investment constraints. In this case, the HJB equation is a partial integro-differential equation (PIDE). By combining viscosity solutions with a change of... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 05:31 PM PDT The {\em drawdown} process $Y$ of a completely asymmetric L\'{e}vy process $X$ is equal to $X$ reflected at its running supremum $\bar{X}$: $Y = \bar{X} - X$. In this paper we explicitly express in terms of the scale function and the L\'{e}vy measure of $X$ the law of the sextuple of the first-passage time of $Y$ over the level $a>0$, the time $\bar{G}_{\tau_a}$ of... Visit MoneyScience for the Complete Article.    |
| Cass stages inaugural Chairmen's Forum Posted: 11 Sep 2012 12:54 PM PDT Think-tank brings together business and academia in debate on world economy Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The Long-term Price of Financial Reform Posted: 11 Sep 2012 08:39 AM PDT by André Oliveira Santos and Douglas J. Elliottread more... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 08:24 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @ppearlman @GTCost @yvessmith Visit MoneyScience for the Complete Article.    |
| Posted: 11 Sep 2012 05:46 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @IBMInitiate @JuniperNetworks @X9T_Futures Visit MoneyScience for the Complete Article.    |
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