Friday, July 5, 2013

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: What NOT to do in Job Interviews

Posted: 05 Jul 2013 03:28 AM PDT

I have made my share of mistakes in interviewing.  I’d like to share them with you.  I have many faults, but the one that applies here is overconfidence.  Confidence is a huge part of interviewing.  They want to see a strong candidate confident in his skills.read more...

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Published / Preprint: 05Jul/Capital requirements for banks' equity investments in funds revised by the Basel Committee

Posted: 05 Jul 2013 02:18 AM PDT

Press release about the Basel Committee revising capital requirements for banks' equity investments in funds (5 July 2013)

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Blog Post: TheFinancialServicesClub: Things worth reading: 5th July 2013

Posted: 05 Jul 2013 12:09 AM PDT

Things we're reading today include ... read more...

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Published / Preprint: Promoting Better Understanding on Sustainable Disaster Risk Management Strategies

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: The Effect of the Great East Japan Earthquake on the Stock Prices of Non-life Insurance Companies

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: The Impact of Disaster Relief on Economic Growth: Evidence from China

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: An Economic Analysis of Climate Adaptations to Hurricane Risk in St. Lucia

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: What Drives Insurersâ Demand for Cat Bond Investments? Evidence from a Pan-European Survey

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: Subjective Risks, Objective Risks and the Crop Insurance Problem in Rural China

Posted: 04 Jul 2013 11:15 PM PDT



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Published / Preprint: Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem. (arXiv:1307.1320v1 [math.OC])

Posted: 04 Jul 2013 05:39 PM PDT

We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case of contracts with penalties is straightforward, and in that case only a terminal condition is needed. Conversely, the case of contracts with strict constraints gives rise to a stochastic control problem with a...

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Vendor News: NAG announces support for IBM BlueGene/Q supercomputers

Posted: 13 Nov 2012 03:01 AM PST

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Vendor News: Prescient Ridge Management signs Connamara Systems for New Trading Infrastructure and Support Services

Posted: 31 Oct 2012 06:47 AM PDT

New trading infrastructure provides entry into new markets and upgrades automated execution capabilitiesChicago, October 31, 2012 – Connamara Systems, LLC (Connamara), provider of services to exchanges, swap execution facilities, CTAs and Hedge Funds, today announced signing Prescient Ridge Management, LLC (PRM) a managed futures fund which specializes in short-term, automated trading...

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Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ

Posted: 24 Oct 2012 08:00 AM PDT

moneyscience: Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ

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