MoneyScience News |
- Blog Post: TheAlephBlog: Higher Taxes, Inflation, Default (Choose One)
- Blog Post: TheFinancialServicesClub: More reaction to the RBS glitch
- Published / Preprint: Optimal execution and block trade pricing: the general case. (arXiv:1210.6372v1 [q-fin.TR])
- Published / Preprint: Complex Systems with Trivial Dynamics. (arXiv:1210.6481v1 [nlin.AO])
- Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ
- Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA
- Call for Papers: "European Financial Management Association 2013 Annual Meetingâ http://t.co/YzMNM0nc
- Call for Papers: "Marie Curie ITN Conference on Financial Risk Management & Risk Reportingâ http://t.co/0JsVQIFY
- Call for Papers: WU Gutmann Center Symposium: "Sovereign Credit Risk and Asset Management" http://t.co/O0gwoU8x
- Call for book chapters: âCorporate Governance in Emerging Markets: Theories, Practices and Casesâ
- Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi
- Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community
| Blog Post: TheAlephBlog: Higher Taxes, Inflation, Default (Choose One) Posted: 25 Oct 2012 04:01 AM PDT I am a mix of analysis and intuition. Few argue with my analysis, a decent number argue with my intuition. But I am not the only one concerned about monetary policy. Listen to Warren Buffett (pages 12-16, but he comments elsewhere on the cost of capital and the inability to compete on an unlevered basis because of low rates. Buffett is uncomfortable with the idea that the Fed can expand its... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: More reaction to the RBS glitch Posted: 25 Oct 2012 01:23 AM PDT After last week's post about the meeting we had at the Club regarding the RBS glitch, I received an email from one attendee, Peter Miller. Well worth a read so I thought I would post it here as additional input to this challenging and important area in our group.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:33 PM PDT In this article, we develop a general CARA framework to study optimal execution and to price block trades. We prove existence and regularity results for optimal liquidation strategies and we provide several differential characterizations. We also give two different proofs that the usual restriction to deterministic liquidation strategies is optimal. In addition, we focus on the important topic of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Complex Systems with Trivial Dynamics. (arXiv:1210.6481v1 [nlin.AO]) Posted: 24 Oct 2012 05:33 PM PDT In this communication, complex systems with a near trivial dynamics are addressed. First, under the hypothesis of equiprobability in the asymptotic equilibrium, it is shown that the (hyper) planar geometry of an $N$-dimensional multi-agent economic system implies the exponential (Boltzmann-Gibss) wealth distribution and that the spherical geometry of a gas of particles implies the Gaussian... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 08:00 AM PDT moneyscience: Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ Visit MoneyScience for the Complete Article.    |
| Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA Posted: 24 Oct 2012 07:14 AM PDT moneyscience: Call for Papers: “6th McGill Global Asset Management Conference†http://t.co/IDHz2ANA Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 07:03 AM PDT moneyscience: Call for Papers: “European Financial Management Association 2013 Annual Meeting†http://t.co/YzMNM0nc Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 07:03 AM PDT moneyscience: Call for Papers: “Marie Curie ITN Conference on Financial Risk Management & Risk Reporting†http://t.co/0JsVQIFY Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 07:03 AM PDT moneyscience: Call for Papers: WU Gutmann Center Symposium: “Sovereign Credit Risk and Asset Management" http://t.co/O0gwoU8x Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:57 AM PDT To be published by Springer Verlag, 2013read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:48 AM PDT moneyscience: Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi Visit MoneyScience for the Complete Article.    |
| Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community Posted: 24 Oct 2012 04:32 AM PDT TORONTO, Ontario and New York, NY, October 23, 2012 – read more... Visit MoneyScience for the Complete Article.    |
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