MoneyScience News |
- Blog Post: TheFinancialServicesClub: Asia always teaches me something: this time it's M&M
- Research Library: Existential Risk Prevention as a Global Priority
- Blog Post: TheAlephBlog: Classic: Get to Know the Holders' Hands, Part 1
- Published / Preprint: Hedging in bond markets by the Clark-Ocone formula. (arXiv:1304.6165v1 [q-fin.PR])
- Wiley-Blackwell - FREE access to the latest research on Insider Trading
- The ICMA Centre strongly represented in Greece
- Research Library: Open Access to Data: An Ideal Professed but Not Practised
Blog Post: TheFinancialServicesClub: Asia always teaches me something: this time it's M&M Posted: 24 Apr 2013 03:01 AM PDT |
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... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Classic: Get to Know the Holders' Hands, Part 1 Posted: 23 Apr 2013 09:00 PM PDT |
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. Visit MoneyScience for the Complete Article. |
Wiley-Blackwell - FREE access to the latest research on Insider Trading Posted: 23 Apr 2013 07:29 AM PDT |
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... Visit MoneyScience for the Complete Article. |
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... Visit MoneyScience for the Complete Article. |
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