MoneyScience News |
- Blog Post: TheFinancialServicesClub: 2012: Technologies create the Perfect Storm
- RT @Vince75015: When R, or any other language, is not enough http://t.co/Ru3RnIfj #quant
- RT @MrVikas: Prof. Andrew Lo talks about how the LIBOR scandal happened, and whether it's time for a new benchmark http://t.co/daPNhoVi
- Blog Post: filmackay: AFR: Pay up, high-frequency traders told
- Nominations are being accepted for the 2013 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation http://t.co/YqwFupkY
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @McGillU @ColumbiaBizNews @Bob_Bruner
- Blog Post: Falkenblog: Another Crank
- Published / Preprint: A Note on "A Family of Maximum Entropy Densities Matching Call Option Prices". (arXiv:1212.4279v1 [q-fin.PR])
- Published / Preprint: Information content of financial markets: a practical approach based on Bohmian quantum mechanics. (arXiv:1212.4293v1 [q-fin.GN])
- Blog Post: rob_daly: A New Google+ Community for Financial Technology
- Featured Book: Profiting from Monetary Policy - Investing Through the Business Cycle http://t.co/CXfEK3O5 @PalMacFinance @ThomasAubreyCCA
- ICMA Centre Profiles â Yihan Zhou
- Published / Preprint: 18Dec/Revisions to the Basel Securitisation Framework, consultative document published by the Basel Committee
| Blog Post: TheFinancialServicesClub: 2012: Technologies create the Perfect Storm Posted: 19 Dec 2012 02:47 AM PST The #1 buzz phrase that everyone has grown to hate (especially Ron Shevlin) is Big Data. Sure, you may hate it, but it is still pretty important, as I blogged a wee while ago.read more... Visit MoneyScience for the Complete Article.      |
| RT @Vince75015: When R, or any other language, is not enough http://t.co/Ru3RnIfj #quant Posted: 19 Dec 2012 02:20 AM PST moneyscience: RT @Vince75015: When R, or any other language, is not enough http://t.co/Ru3RnIfj #quant Visit MoneyScience for the Complete Article.    |
| Posted: 19 Dec 2012 02:20 AM PST moneyscience: RT @MrVikas: Prof. Andrew Lo talks about how the LIBOR scandal happened, and whether it's time for a new benchmark http://t.co/daPNhoVi Visit MoneyScience for the Complete Article.    |
| Blog Post: filmackay: AFR: Pay up, high-frequency traders told Posted: 19 Dec 2012 02:06 AM PST The AFR ran an article on HFT, purporting to report on an increased desire to push more supervision costs onto HFT. The central tennant of the article does not make sense, and perhaps by extension the Treasury report it's based on.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Dec 2012 01:26 AM PST BusinessSchools: Nominations are being accepted for the 2013 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation http://t.co/YqwFupkY Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 11:32 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @McGillU @ColumbiaBizNews @Bob_Bruner Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Another Crank Posted: 18 Dec 2012 07:45 PM PST As critic of modern economics, I am often contacted by other critics, or fans of other critics. Alas, I often find them not even wrong, as in2 + zebra ÷ glockenspiel = homeopathy works! Steve Keen was recommended, and I looked him up. Interestingly he's a huge Minsky fan. I admire Minsky, because he was intellectually honest and curious, and had some really good insights. If you read his... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 05:34 PM PST In Neri and Schneider (2012) we presented a method to recover the Maximum Entropy Density (MED) inferred from prices of call and digital options on a set of n strikes. To find the MED we need to numerically invert a one-dimensional function for n values and a Newton-Raphson method is suggested. In this note we revisit this inversion problem and show that it can be rewritten in terms of the... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 05:33 PM PST The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors with the past. The light is shed by considering the relevance of the market conditions with the previous market conditions enabling the conversion of the local... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: A New Google+ Community for Financial Technology Posted: 18 Dec 2012 08:56 AM PST A New Google+ Community for Financial Technologyread more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 08:38 AM PST BusinessSchools: Featured Book: Profiting from Monetary Policy - Investing Through the Business Cycle http://t.co/CXfEK3O5 @PalMacFinance @ThomasAubreyCCA Visit MoneyScience for the Complete Article.    |
| ICMA Centre Profiles â Yihan Zhou Posted: 18 Dec 2012 06:46 AM PST One of our recent recipients fo the Chancellor’s Award takes some time out from his studies to answer some questions for us. What inspires you about your chosen subject of study? It has long been my dream to work in the finance industry, which inspired me to choose Finance and Investment Banking at the ICMA Centre. The subject provides meContinue reading Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 06:36 AM PST Press release about the Basel Committee releasing "Revisions to the Basel Securitisation Framework - consultative document" (18 December 2012) Visit MoneyScience for the Complete Article.    |
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