MoneyScience News |
- Blog Post: rob_daly: Omego Names New Leadership
- Blog Post: iMFdirect: Turkey: How To Boost Growth Without Increasing Imbalances
- Vendor News: January 14, 2014 - SS&C GlobeOp Hedge Fund Performance Index: December performance 0.72%; Capital Movement Index: January net flows decline 3.56%
- Blog Post: TheFinancialServicesClub: Spare a thought for the millionaires [Infographic]
- Published / Preprint: Four Points Beginner Risk Managers Should Learn from Jeff Holman's Mistakes in the Discussion of Antifragile. (arXiv:1401.2524v1 [q-fin.GN])
- Published / Preprint: Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. (arXiv:1401.2531v1 [math.OC])
- Published / Preprint: Mutual Information Rate-Based Networks in Financial Markets. (arXiv:1401.2548v1 [q-fin.ST])
- Published / Preprint: Complex temporal structure of activity in on-line electronic auctions. (arXiv:1401.2860v1 [q-fin.ST])
- Published / Preprint: Bayesian analysis of redistribution policy with a fixed scale. (arXiv:1401.2867v1 [q-fin.GN])
- Published / Preprint: Efficient tree methods for pricing digital barrier options. (arXiv:1401.2900v1 [q-fin.CP])
- Published / Preprint: When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and their Regulation. (arXiv:1401.2982v1 [q-fin.TR])
| Blog Post: rob_daly: Omego Names New Leadership Posted: 14 Jan 2014 03:02 AM PST Omego Names New Leadershipread more... Visit MoneyScience for the Complete Article.      |
| Blog Post: iMFdirect: Turkey: How To Boost Growth Without Increasing Imbalances Posted: 14 Jan 2014 03:00 AM PST by Isabel Rial, Suchanan Tambunlertchai, and Alexander Tiemanread more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 02:59 AM PST    |
| Blog Post: TheFinancialServicesClub: Spare a thought for the millionaires [Infographic] Posted: 14 Jan 2014 02:58 AM PST It's tough at the top, with one in ten households in the UK sitting on assets worth over £1 million.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST Using Jeff Holman's comments in Quantitative Finance to illustrate 4 critical errors students should learn to avoid: 1) Mistaking tails (4th moment) for volatility (2nd moment), 2) Missing Jensen's Inequality, 3) Analyzing the hedging wihout the underlying, 4) The necessity of a numeraire in finance. Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST This paper first describes a class of uncertain stochastic control systems with Markovian switching, and derives an It\^o-Liu formula for Markov-modulated processes. And we characterize an optimal control law, which satisfies the generalized Hamilton-Jacobi-Bellman (HJB) equation with Markovian switching. Then, by using the generalized HJB equation, we deduce the optimal consumption and... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST In the last years efforts in econophysics have been shifted to study how network theory can facilitate understanding of complex financial markets. Main part of these efforts is the study of correlation-based hierarchical networks. This is somewhat surprising as the underlying assumptions of research looking at financial markets is that they behave chaotically. In fact it's common... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST We analyze empirical data from the internet auction site Aukro.cz. The time series of activity shows truncated fractal structure on scales from about 1 minute to about 1 day. The distribution of waiting times as well as the distribution of number of auctions within fixed interval is a power law, with exponents $1.5$ and $3$, respectively. Possible implications for the modeling of stock-market... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST A government has to finance a risk for its population. It shares the charges among the population with a fixed scale based on economic criteria. Various organisms have to collect and to redistribute fairly the subsidies. Under these conditions, when the size of the organisms is varied, the distribution's laws of the criteria are exponential families and criteria are semi linear sufficient... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST We propose an efficient lattice procedure which permits to obtain European and American option prices under the Black and Scholes model for digital options with barrier features. Numerical results show the accuracy of the proposed method. Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2014 05:38 PM PST Modern physics has demonstrated that matter behaves very differently as it approaches the speed of light. This paper explores the implications of modern physics to the operation and regulation of financial markets. Information cannot move faster than the speed of light. The geographic separation of market centers means that relativistic considerations need to be taken into account in the... 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 | |