MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 1st November 2013
- Blog Post: TheAlephBlog: Industry Ranks November 2013
- Published / Preprint: The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations. (arXiv:1310.8296v1 [q-fin.PR])
- Published / Preprint: Multiagent's model of stock market with p-adic description of prices. (arXiv:1310.8431v1 [q-fin.TR])
- Published / Preprint: Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing. (arXiv:1310.8604v1 [q-fin.RM])
- Vendor News: October 31, 2013 - SS&C Technologies Reports Q3 2013 Results
- Published / Preprint: 31Oct/Fundamental review of the trading book - second consultative document issued by the Basel Committee
- Blog Post: iMFdirect: Africa's Success: More than a Resource Story
- Published / Preprint: Predicting trend reversals using market instantaneous state. (arXiv:1310.8169v1 [q-fin.ST])
- Published / Preprint: Sticky continuous processes have consistent price systems. (arXiv:1310.7857v1 [q-fin.PR])
- Event: Tech2Trade Expo 2013
- Event: 2nd Annual Measuring and Managing Operational Risk
- Event: The Functioning of Financial Markets in Crises and Post-Crises Periods
- Event: 8th Annual Liquidity Management
- Event: The 2013 Congress on Economy, Finance and Business (CEFB2013)
- Event: Liquidity Risk Management 2013
- Event: Quantitative Analysis and Modelling for Energy Trading & Risk Management (EQuanT Bootcamp)
- Event: The 2nd International Conference on Multidimensional Finance, Insurance and Investment ICMFII 2013
- Event: Banking, Finance, Money and Institutions: The Post Crisis Era
| Blog Post: TheFinancialServicesClub: Things worth reading: 1st November 2013 Posted: 01 Nov 2013 12:28 AM PDT Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Industry Ranks November 2013 Posted: 31 Oct 2013 10:17 PM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Oct 2013 05:38 PM PDT The change of numeraire gives very important computational simplification in option pricing. This technique reduces the number of sources of risks that need to be accounted for and so it is useful in pricing complicated derivatives that have several sources of risks. In this article, we considered the underlying mathematical theory of numeraire technique in the viewpoint of PED theory... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Oct 2013 05:38 PM PDT A new multiagent model of the stock market is formulated that contains four states in which the agents may be located. Next, the model is reformulated in the language of the functional integral containing fluctuations of prices and quantities of cash flows. It is shown that in the functional integral of that type description of the prices is given not by the real numbers as is made in many papers... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Oct 2013 05:38 PM PDT Recently, a marked Poisson process (MPP) model for life catastrophe risk was proposed in [6]. We provide a justification and further support for the model by considering more general Poisson point processes in the context of extreme value theory (EVT), and basing the choice of model on statistical tests and model comparisons. A case study examining accidental deaths in the Finnish population is... Visit MoneyScience for the Complete Article.    |
| Vendor News: October 31, 2013 - SS&C Technologies Reports Q3 2013 Results Posted: 31 Oct 2013 01:18 PM PDT    |
| Posted: 31 Oct 2013 03:46 AM PDT Press release about the Basel Committee issuing a second consultative document on the fundamental review of the trading book (31 October 2013) Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Africa's Success: More than a Resource Story Posted: 31 Oct 2013 01:07 AM PDT By Antoinette M. Sayehread more... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Oct 2013 05:39 PM PDT Collective behaviors taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock exchanges. Using a maximum entropy approach, we find coordinated behavior during trend reversals dominated by the pairwise component. In particular, these events are... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Oct 2013 05:38 PM PDT Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under arbitrarily small proportional transaction costs, if it satisfies a natural multi-dimensional... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2013 01:27 PM PDT Location: Frankfurt, Germany; Date: November 21st, 2013; Golden Networking's Tech2Trade Expo 2013 Frankfurt is the world's most influential alternative investments forum for the hedge fund, high-frequency trading and derivatives communities. With dozens of practitioners, experts and regulators speaking in our programs, Tech2Trade Expo 2013 Frankfurt provides hundreds of investors, traders and... Visit MoneyScience for the Complete Article.    |
| Event: 2nd Annual Measuring and Managing Operational Risk Posted: 02 Oct 2013 01:17 PM PDT Location: London; Date: November 13th, 2013; Key Topicsread more... Visit MoneyScience for the Complete Article.    |
| Event: The Functioning of Financial Markets in Crises and Post-Crises Periods Posted: 02 Oct 2013 01:09 PM PDT Location: Online; Date: November 14th, 2013; Call for papersread more... Visit MoneyScience for the Complete Article.    |
| Event: 8th Annual Liquidity Management Posted: 02 Oct 2013 01:00 PM PDT Location: Vienna, Austria; Date: November 6th, 2013; read more... Visit MoneyScience for the Complete Article.    |
| Event: The 2013 Congress on Economy, Finance and Business (CEFB2013) Posted: 02 Oct 2013 12:52 PM PDT Location: Bangkok, Thailand; Date: November 6th, 2013; The aim of the conference is meant to offer a forum for honorable scholars and well-known professors to meet and discuss the cutting-edge researches on economy, finance, and business. Prospective authors are invited to submit abstract or full papers through the online submission system. CEFB2013 warmly welcomes contributors from diverse... Visit MoneyScience for the Complete Article.    |
| Event: Liquidity Risk Management 2013 Posted: 02 Oct 2013 12:21 PM PDT Location: London; Date: November 19th, 2013; Speakers include Moorad Choudhry, Brandon Davies and Evgueni Ivantsov.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2013 12:04 PM PDT Location: Rome, Italy; Date: November 7th, 2013; This interactive three-days bootcamp will enable you to:◊ Boost your knowledge and skills in energy markets quantitative analysis with a "learn how to" approach◊ Learn the financial engineering techniques◊ Leverage thoretical concepts with practical real-life applications◊ Develop working pseudo-Matlab® codes and simulate models... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Jul 2013 01:05 PM PDT Date: November 25th, 2013; The International Conference on Multidimensional Finance, Insurance and Investment is devoted to the recent developments and applications of the Decision Aid tools in the field of finance, insurance and investment. This scientific event disseminates recent methods and procedures designed to solve problems related to finance, insurance and portfolio selection... Visit MoneyScience for the Complete Article.    |
| Event: Banking, Finance, Money and Institutions: The Post Crisis Era Posted: 16 Jul 2013 01:00 PM PDT Location: The University of Surrey, UK; Date: November 2nd, 2013; The conference will be jointly organised by the Centre for Money, Banking & Institutions (University of Surrey, UK) and the Centre for Research in contemporary Finance (Fordham University, USA). It aims to provide a forum for debate among researchers and policy makers from around the world on the performance of banking and... Visit MoneyScience for the Complete Article.    |
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