MoneyScience News |
- Maybe you have to change.
- Wiley Finance - Measuring and Managing Risk
- Blog Post: TheFinancialServicesClub: Four out of five corporates are not ready for SEPA end-dates
- Published / Preprint: How to Get Rid of Demand-Supply-Equilibrium for Good
- Published / Preprint: Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes. (arXiv:1305.4321v1 [q-fin.CP])
- Blog Post: WealthandCapitalMarketsBlog: European Wealth Management Vendors
- Published / Preprint: Corporate Diversification and the Cost of Capital
- Published / Preprint: The Maturity Rat RaceâErratum
- Published / Preprint: Uncertainty, Time-Varying Fear, and Asset Prices
- Blog Post: iMFdirect: Saving Latin America's Unprecedented Income Windfall
| Posted: 21 May 2013 03:36 AM PDT ‘We need to communicate better’ – any of you who have sat through a team building session will recognise this statement. Â But how?read more... Visit MoneyScience for the Complete Article.      |
| Wiley Finance - Measuring and Managing Risk Posted: 21 May 2013 02:23 AM PDT Read More » Read an Excerpt (PDF) » Buy Now »read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Four out of five corporates are not ready for SEPA end-dates Posted: 21 May 2013 01:21 AM PDT For the fifth year, the Financial Services Club ran a survey of payments professionals worldwide to see how successfully regulations and technologies are changing the European payments landscape, sponsored by CGI and EBA CLEARING.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: How to Get Rid of Demand-Supply-Equilibrium for Good Posted: 21 May 2013 12:18 AM PDT This paper provides a substantial reconceptualization of the serial clearing of the product market on the basis of structural axioms. The change of premises is required simply because from the accustomed premises only the accustomed conclusions can be derived and these are known to be inapplicable in the real world. This holds in particular for the still popular idea that the working of a market... Visit MoneyScience for the Complete Article.    |
| Posted: 20 May 2013 05:48 PM PDT Fast pricing of American-style options has been a difficult problem since it was first introduced to financial markets in 1970s, especially when the underlying stocks' prices follow some jump-diffusion processes. In this paper, we propose a new algorithm to generate tight upper bounds on the Bermudan option price without nested simulation, under the jump-diffusion setting. By exploiting the... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: European Wealth Management Vendors Posted: 20 May 2013 01:29 PM PDT After providing a ranking of the North American weath management platform vendors, I have been looking at vendors across Europe. There are a number of interesting findings that will be discussed in greater detail once the report is released. Here are a couple of the initial findings:read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Corporate Diversification and the Cost of Capital Posted: 20 May 2013 09:34 AM PDT We examine whether organizational form matters for a firm's cost of capital. Contrary to conventional view, we argue that coinsurance among a firm's business units can reduce systematic risk through the avoidance of countercyclical deadweight costs. We find that diversified firms have on average a lower cost of capital than comparable portfolios of standalone firms. In addition, diversified firms... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Maturity Rat RaceâErratum Posted: 20 May 2013 09:12 AM PDT    |
| Published / Preprint: Uncertainty, Time-Varying Fear, and Asset Prices Posted: 20 May 2013 08:18 AM PDT I construct an equilibrium model that captures salient properties of index option prices, equity returns, variance, and the risk-free rate. A representative investor makes consumption and portfolio choice decisions that are robust to his uncertainty about the true economic model. He pays a large premium for index options because they hedge important model misspecification concerns, particularly... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Saving Latin America's Unprecedented Income Windfall Posted: 20 May 2013 07:37 AM PDT by Gustavo Adler and Nicolás Magudread more... Visit MoneyScience for the Complete Article.    |
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