Wednesday, April 24, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Asia always teaches me something: this time it's M&M

Posted: 24 Apr 2013 03:01 AM PDT

This week is Asia week, with a brief jaunt to open the Terrapin Cards & Payments Summit in Singapore, followed by engaging in the Asian Banker’s Annual Summit in Jakarta.read more...

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Research Library: Existential Risk Prevention as a Global Priority

Posted: 24 Apr 2013 01:55 AM PDT

This paper was recently covered by the BBC: How are humans going to become extinct? (2012) Nick Bostrom Faculty of Philosophy & Oxford Martin School University of Oxford www.nickbostrom.com www.existential-risk.org [Global Policy (2013), forthcoming] Abstract: Existential risks are those that threaten the entire future of humanity. Many theories of value imply that even relatively...

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Blog Post: TheAlephBlog: Classic: Get to Know the Holders' Hands, Part 1

Posted: 23 Apr 2013 09:00 PM PDT

Note: this was published at RealMoney on 7/1/2004.  This was part three of a  four part series. Part One is lost but was given the lousy title: Managing Liability Affects Stocks, Pt. 1.  If you have a copy, send it to me.read more...

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Published / Preprint: Hedging in bond markets by the Clark-Ocone formula. (arXiv:1304.6165v1 [q-fin.PR])

Posted: 23 Apr 2013 05:40 PM PDT

Hedging strategies in bond markets are computed by martingale representation and the Clark-Ocone formula under the choice of a suitable of numeraire, in a model driven by the dynamics of bond prices. Applications are given to the hedging of swaptions and other interest rate derivatives, and our approach is compared to delta hedging when the underlying swap rate is modeled by a diffusion process.

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Wiley-Blackwell - FREE access to the latest research on Insider Trading

Posted: 23 Apr 2013 07:29 AM PDT

Welcome to the Wiley-Blackwell Accounting & Finance Newsletter. In this edition, we’re offering you FREE access to the latest research on Insider Trading.read more...

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The ICMA Centre strongly represented in Greece

Posted: 23 Apr 2013 07:17 AM PDT

ICMA Centre students on the MSc International Shipping and Finance (ISF) have recently concluded part 2 of their postgraduate programme.  As part of the programme, the ICMA Centre students attended two modules at ALBA Graduate Business School, in Athens, Greece; Chartering and Charterparty Analysis taught by Dr Photis Panayides and Derivatives and Risk Management in Shipping taught by Dr...

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Research Library: Open Access to Data: An Ideal Professed but Not Practised

Posted: 23 Apr 2013 05:58 AM PDT

Patrick Andreoli Versbach Max Planck Institute for Intellectual Property and Competition Law; Ludwig-Maximilians-Universität Munich - Munich Graduate School of Economics (MGSE) Frank Mueller-Langer Max Planck Institute for Intellectual Property and Competition Law; International Max Planck Research School for Competition and Innovation (IMPRS-CI) RatSWD Working Paper Series No. 215 Max...

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