MoneyScience News |
- Finance Fair
- Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index
- Blog Post: TheFinancialServicesClub: The Changing Face of Payments 2013
- Blog Post: TheAlephBlog: On Annuities, Particularly Variable Annuities
- Blog Post: Falkenblog: Is Tampa Pension Fund Manager the Real Deal?
- Published / Preprint: Dynamics and Spatial Distribution of Global Nighttime Lights. (arXiv:1303.2901v1 [physics.soc-ph])
- Published / Preprint: Understanding Operational Risk Capital Approximations: First and Second Orders. (arXiv:1303.2910v1 [q-fin.RM])
- Published / Preprint: Power Utility Maximization in Hidden Regime-Switching Markets with Default Risk. (arXiv:1303.2950v1 [q-fin.PM])
- Published / Preprint: Root's barrier: Construction, optimality and applications to variance options. (arXiv:1104.3583v2 [q-fin.PR] UPDATED)
- Blog Post: rob_daly: SEC Grants Consolidate Audit Trail Extension
| Posted: 13 Mar 2013 09:29 AM PDT 2013 City Finance Fair Bookings are now being taken for a place at the 2013 City Finance Fair, ICMA Centre, Henley Business School, Reading on the 10th October. Our fair is an intimate event aimed at introducing specialist organisations to our students. You don’t need to have any vacancies to attend the fair, just a desire to promote your firm toContinue reading Visit MoneyScience for the Complete Article.      |
| Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index Posted: 13 Mar 2013 06:05 AM PDT    |
| Blog Post: TheFinancialServicesClub: The Changing Face of Payments 2013 Posted: 13 Mar 2013 03:52 AM PDT In late 2012, the Financial Services Club conducted a survey of 450 financial services professionals, in collaboration with VocaLink and Cognizant about the state of the world's payment-processing infrastructures and where it's heading. This report presents and examines the results of this research in three main areas:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On Annuities, Particularly Variable Annuities Posted: 12 Mar 2013 10:16 PM PDT From a Reader:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Is Tampa Pension Fund Manager the Real Deal? Posted: 12 Mar 2013 06:53 PM PDT Some managers are above average: Jay Bowen's stock picking has made the Tampa Firefighters and Police Officers Pension Fund one of the best-performing public pensions in the U.S.... As of Dec. 31, Mr. Bowen's annual returns beat pension giant Calpersâ€"which employs 125 consultants and 1,100 money managersâ€"over three-year, five-year and 10-year spans. ...The Tampa fund appears to be... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Mar 2013 05:31 PM PDT Using open source data, we observe the fascinating dynamics of nighttime light. Following a global economic regime shift, the planetary center of light can be seen moving eastwards at a pace of about 60 km per year. Introducing spatial light Gini coefficients, we find a universal pattern of human settlements across different countries and see a global centralization of light. Observing 160... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Mar 2013 05:31 PM PDT We set the context for capital approximation within the framework of the Basel II / III regulatory capital accords. This is particularly topical as the Basel III accord is shortly due to take effect. In this regard, we provide a summary of the role of capital adequacy in the new accord, highlighting along the way the significant loss events that have been attributed to the Operational Risk class... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Mar 2013 05:31 PM PDT We consider the problem of maximizing expected utility from terminal wealth for a power investor who can allocate his wealth in a stock, {a} defaultable bond, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain}. By means of a reference probability approach to filtering in the... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Mar 2013 05:31 PM PDT Recent work of Dupire and Carr and Lee has highlighted the importance of understanding the Skorokhod embedding originally proposed by Root for the model-independent hedging of variance options. Root's work shows that there exists a barrier from which one may define a stopping time which solves the Skorokhod embedding problem. This construction has the remarkable property, proved by Rost, that it... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: SEC Grants Consolidate Audit Trail Extension Posted: 12 Mar 2013 10:05 AM PDT SEC Grants Consolidate Audit Trail Extensionread more... Visit MoneyScience for the Complete Article.    |
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