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- Vendor News: Fidessa's compliance solution named best in class at Buy-Side Technology Awards
- TBA
- Blog Post: Falkenblog: Match of the Century
- Published / Preprint: On an Integral Equation for the Free Boundary of Stochastic, Irreversible Investment Problems. (arXiv:1211.0412v1 [q-fin.PM])
- Published / Preprint: Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs. (arXiv:1211.0443v1 [q-fin.PR])
- Blog Post: TheFinancialServicesClub: Things worth reading: 5th November 2012
- Blog Post: ThePracticalQuant: Reconstruction Error: A promising fresh take on Automatic Text Summarization
- MoneyScience Daily is out! http://t.co/yz3uYqFU
| Vendor News: Fidessa's compliance solution named best in class at Buy-Side Technology Awards Posted: 05 Nov 2012 01:34 AM PST      |
| Posted: 05 Nov 2012 01:02 AM PST Dr. Christopher Hennessy is a Professor of Finance at London Business School. He is specialized in corporate financial management and valuation of financial securities. Recent work focuses on hybrid debt, taxation, and the design of financial contracts. He has won three Brattle Prizes for outstanding corporate finance research published in the Journal of Finance. He received Ph.D. Economics from... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Match of the Century Posted: 04 Nov 2012 06:02 PM PST Kyle Dake wrestled David Taylor last weekend in a preseason match. Both are dominant college wrestlers, and they had a great match. Both were very cautious, and Dake won 2-1 in overtime (Taylor in blue, Dake in red, right). You can see it here.Personally, I'm a Taylor fan. He goes for big moves more often, and I appreciate that. Sure, occasionally he gets pinned, but I prefer that type of style... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2012 05:32 PM PST In this paper we derive a new handy integral equation for the free boundary of infinite time horizon, continuous time, stochastic, irreversible investment problems with uncertainty modeled as a one-dimensional, regular diffusion X. The new integral equation allows to explicitly find the free boundary, b, in some so far unsolved cases, as when X is a three-dimensional Bessel process or a CEV... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2012 05:32 PM PST We give characterizations of asymptotic arbitrage of the first and second kind and of strong asymptotic arbitrage for large financial markets with small proportional transaction costs $\la_n$ on market $n$ in terms of contiguity properties of sequences of equivalent probability measures induced by $\la_n$--consistent price systems. These results are analogous to the frictionless case. Our... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 5th November 2012 Posted: 04 Nov 2012 04:05 PM PST Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2012 09:53 AM PST I've long been intrigued by automatic text summarization. I've never had to dive in and play around with current algorithms - usually the first few sentences (or the abstract if its available) suffice - but I suspect that over time, the tools will get easier and more effective, and that I'll be using them routinely. The most popular1 approaches boil down to this simple idea: identify a few... Visit MoneyScience for the Complete Article.    |
| MoneyScience Daily is out! http://t.co/yz3uYqFU Posted: 04 Nov 2012 07:24 AM PST moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU Visit MoneyScience for the Complete Article.    |
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