MoneyScience News |
- Blog Post: TheFinancialServicesClub: New book: "Digital Bank" by Chris Skinner launches today
- Published / Preprint: Valuing FtD Contract under Copula Approach via Monte-Carlo Stimulation. (arXiv:1310.6819v1 [q-fin.PR])
- Published / Preprint: Illiquidity and Insolvency: a Double Cascade Model of Financial Crises. (arXiv:1310.6873v1 [q-fin.GN])
- Blog Post: ThePracticalQuant: The emergence of Crowdsourcing specialists
- Wiley Finance and Investments October Newsletter
- Blog Post: TheAlephBlog: To Young Analysts
- Blog Post: PatrickBurns: US market portrait 2013 week 43
| Blog Post: TheFinancialServicesClub: New book: "Digital Bank" by Chris Skinner launches today Posted: 28 Oct 2013 02:21 AM PDT read more... Visit MoneyScience for the Complete Article.      |
| Posted: 27 Oct 2013 05:37 PM PDT This article aims to discuss some basics in field of credit modeling, specifically the pricing issue of FtD contract. We demonstrate how the popular copula approach is used in pricing FtD contract, and give a stimulation example of such practice based on SAS 9.1. Visit MoneyScience for the Complete Article.    |
| Posted: 27 Oct 2013 05:37 PM PDT In the aftermath of the interbank market collapse of 2007-08, the traditional idea that systemic risk is primarily the risk of cascading bank defaults has evolved into the view that it involves both cascading bank defaults as well as funding liquidity shocks, and that both types of shocks impair the functioning of the remaining undefaulted banks. In current models of systemic risk, these two... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: The emergence of Crowdsourcing specialists Posted: 27 Oct 2013 02:46 PM PDT [A version of this post appears on the O'Reilly Strata blog.]A little over four years ago, I attended the first Crowdsourcing meetup at the offices of Crowdflower (then called Dolores Labs). The crowdsourcing community has grown explosively since that initial gathering, and there are now conference tracks and conferences devoted to this important industry. At the recent CrowdConf1, I found a... Visit MoneyScience for the Complete Article.    |
| Wiley Finance and Investments October Newsletter Posted: 27 Oct 2013 06:08 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: To Young Analysts Posted: 27 Oct 2013 03:50 AM PDT I write this because my friend Tom Brakke is putting together a book. He wrote a series that started with letter to a young analyst.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: US market portrait 2013 week 43 Posted: 27 Oct 2013 03:16 AM PDT US large cap market returns.read more... Visit MoneyScience for the Complete Article.    |
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