MoneyScience News |
- Blog Post: iMFdirect: India's Economy: Stamina Is The Name Of The Game
- Blog Post: TheFinancialServicesClub: Don't forget socialisation and gamification: tomorrow's banking today
- Blog Post: TheAlephBlog: Heinz Follow-up
- Blog Post: Falkenblog: Correlations in Down Markets Aren't That Different
- Published / Preprint: An Explicit Martingale Version of Brenier's Theorem. (arXiv:1302.4854v1 [q-fin.CP])
- Blog Post: ThePracticalQuant: 2012 Revenue of some Big Data companies
| Blog Post: iMFdirect: India's Economy: Stamina Is The Name Of The Game Posted: 21 Feb 2013 04:28 AM PST by Laura Papi and Rahul Anand*read more... Visit MoneyScience for the Complete Article.      |
| Posted: 21 Feb 2013 01:58 AM PST Building upon the discussions about personalisation and virtualisation, these are important. In fact, as I’ve mentioned before, personalised, virtualised in real-time on my mobile is PFM-squared (does any of that last sentence make any sense?).read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Heinz Follow-up Posted: 20 Feb 2013 10:47 PM PST I’ll keep trying until I get it right. Aside from the terms of the warrants, most of the deal terms are known in terms of quantities, if not prices. What I present benefits considerably from a comment I received. Here it is:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Correlations in Down Markets Aren't That Different Posted: 20 Feb 2013 05:56 PM PST Many people assert that correlations totally break down in down markets. I created a bunch of portfolios from the Russell 2000 going back to July 1962 using the prior 36 months of data up to 1999, and the prior year's daily data from 1999 onward. I extrapolated backward the bottom market cap, relative to the Sp500 index, to get a replica of this grouping back to 1962. This insured I only... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2013 05:33 PM PST By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry-LaborderePenkner,GalichonHenry-LabordereTouzi}. In this paper, we extend the one-dimensional Brenier's theorem to the present martingale version. We provide the explicit martingale optimal... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: 2012 Revenue of some Big Data companies Posted: 20 Feb 2013 01:04 PM PST The chart below is from Wikibon's estimates of the 2012 revenue of some Big Data companies. I drew a chart in d3 that shows the relative size of the revenue of (startup) companies, as well as the share of revenue derived from services: (Click to enlarge)The Big 3 Hadoop Vendors (Cloudera/MapR/Hortonworks): Combined revenue was $102M, with $61.6M coming from services. In particular Hortonworks... Visit MoneyScience for the Complete Article.    |
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