MoneyScience News |
- Blog Post: TheAlephBlog: What a Tweet Valuation!
- Published / Preprint: Nash equilibrium for coupling of CO2 allowances and electricity markets. (arXiv:1311.1535v1 [q-fin.TR])
- Published / Preprint: Stationary Markov Perfect Equilibria in Discounted Stochastic Games. (arXiv:1311.1562v1 [math.OC])
- Published / Preprint: Portfolio Choice with Stochastic Investment Opportunities: a User's Guide. (arXiv:1311.1715v1 [q-fin.PM])
- Moorad Choudhry's Principles of Banking - An Interview
- Blog Post: TheFinancialServicesClub: Does anyone care about Square?
- Published / Preprint: 07Nov/OTC derivatives statistics as at end-June 2013
| Blog Post: TheAlephBlog: What a Tweet Valuation! Posted: 07 Nov 2013 09:28 PM PST I don’t have a strong sense on the valuation of Twitter, but I want to share with you forty companies with valuations similar to that of Twitter as of the close on November 7th.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 07 Nov 2013 05:37 PM PST In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium that can be used to compute... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Nov 2013 05:37 PM PST The existence of stationary Markov perfect equilibria in stochastic games is shown in several contexts under a general condition called "coarser transition kernels". These results include various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with mixtures of constant transition kernels as special cases. The minimality of the condition is illustrated.... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Nov 2013 05:37 PM PST This survey reviews portfolio choice in settings where investment opportunities are stochastic due to, e.g., stochastic volatility or return predictability. It is explained how to heuristically compute candidate optimal portfolios using tools from stochastic control, and how to rigorously verify their optimality by means of convex duality. Special emphasis is placed on long-horizon asymptotics,... Visit MoneyScience for the Complete Article.    |
| Moorad Choudhry's Principles of Banking - An Interview Posted: 07 Nov 2013 11:53 AM PST Professor Moorad Choudhry is at the Department of Mathematical Sciences, Brunel University. He has over 25 years experience as a practitioner in the City of London. He is a Fellow of the Chartered Institute of Securities & Investment, a Fellow of the ifs-School of Finance, Managing Editor of the International Journal of Monetary Economics and Finance and author of The Principles of Banking... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Does anyone care about Square? Posted: 07 Nov 2013 06:12 AM PST We will soon live in a world without payments.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 07Nov/OTC derivatives statistics as at end-June 2013 Posted: 07 Nov 2013 06:07 AM PST Press release about the release of the "OTC derivatives statistics as at end-June 2013" (Press Release 7 November 2013) Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |