MoneyScience News |
- Blog Post: TheFinancialServicesClub: UK P2P lending: over a quarter of a billion pound business
- Blog Post: TheAlephBlog: Another Penny Stock to Avoid
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @Yale @MJShores
- Blog Post: Falkenblog: Taleb's Sokal Hoax
- Published / Preprint: Asymptotics of forward implied volatility. (arXiv:1212.0779v1 [q-fin.PR])
- Published / Preprint: Analytical Pricing of American Bond Options in the Heath-Jarrow-Morton Model. (arXiv:1212.0781v1 [q-fin.PR])
- Published / Preprint: Utility based pricing and hedging of jump diffusion processes with a view to applications. (arXiv:1106.1395v2 [q-fin.CP] UPDATED)
- RT @QFINANCEnews: Microsoft's Windows 8: Is it smart to make an enterprise PC look like a smart phone? http://t.co/9TgweiMm
- Featured Book: Profiting from Monetary Policy - Investing Through the Business Cycle http://t.co/CXfEK3O5 @PalMacFinance @ThomasAubreyCCA
- ICMA Centre students day trip to Bath
- Vendor News: Patelco Credit Union Simplifies its Commercial Loan Processes with SS&Câs LMS Loan Suite
| Blog Post: TheFinancialServicesClub: UK P2P lending: over a quarter of a billion pound business Posted: 05 Dec 2012 01:55 AM PST Giles Andrews, Chief Executive of Zopa, recently spoke at the Financial Services Club, London, and has kindly provided me with his script and slides to share with y'all so, here it is ...read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Another Penny Stock to Avoid Posted: 04 Dec 2012 11:57 PM PST I received a “newsletter” today from Legendary Stocks. Now with a name like “Legendary Stocks,” you would think the companies would have a long prior existence. But the stock mentioned I can’t even find on EDGAR, which is different from all the other penny stocks I have analyzed.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 11:28 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @Yale @MJShores Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Taleb's Sokal Hoax Posted: 04 Dec 2012 07:51 PM PST Taleb's latest book he mentions a little trick he played on academics, basically, he created a bunch of nonsense in abstruse mathematics just to highlight what fools they are. Here's his description of this work in Antifragile:According to the wonderful principle that one should use people’s stupidity to have fun, I invited my friend Raphael Douady to collaborate in expressing this simple idea... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Asymptotics of forward implied volatility. (arXiv:1212.0779v1 [q-fin.PR]) Posted: 04 Dec 2012 05:36 PM PST We prove here a general closed-form expansion formula for forward-start options and the forward implied volatility smile in a large class of models, including Heston and time-changed exponential Levy models. This expansion applies to both small and large maturities and is based solely on the knowledge of the forward characteristic function of the underlying process.The method is based on sharp... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 05:36 PM PST In this paper we study the optimal stopping problem of pricing an American Put option on a Zero Coupon Bond (ZCB) in the Heath-Jarrow-Morton (HJM) framework for the forward interest rate. In particular we consider its Musiela's parametrization to guarantee a Markovian setting. Hence we are in an infinite dimensional setting, in which the forward rate curve is described by a SDE in a suitable... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 05:36 PM PST We discuss utility based pricing and hedging of jump diffusion processes with emphasis on the practical applicability of the framework. We point out two difficulties that seem to limit this applicability, namely drift dependence and essential risk aversion independence. We suggest to solve these by a re-interpretation of the framework. This leads to the notion of an implied drift. We also present... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 02:37 PM PST moneyscience: RT @QFINANCEnews: Microsoft's Windows 8: Is it smart to make an enterprise PC look like a smart phone? http://t.co/9TgweiMm Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 09:35 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 students day trip to Bath Posted: 04 Dec 2012 06:33 AM PST On a beautifully crisp and sunny Sunday morning, 68 ICMA Centre students and staff boarded a coach to Bath for a day trip to one of England’s oldest and richest historical cities. Organised by the Student Ambassador, Dan Alder, the day was a great opportunity to meet with others from across the ICMA Centre’s programmes, with individuals from around theContinue reading Visit MoneyScience for the Complete Article.    |
| Posted: 04 Dec 2012 06:01 AM PST    |
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