MoneyScience News |
- Blog Post: TheFinancialServicesClub: Data is at the heart of everything today, especially cyberattacks
- Published / Preprint: A Stochastic Volatility Model for Crude Oil Futures Curves and the Pricing of Calendar Spread Options. (arXiv:1401.7913v1 [q-fin.PR])
- Blog Post: TheAlephBlog: On HCI Group
- Blog Post: iMFdirect: The Outlook for Latin America and the Caribbean in 2014
| Posted: 31 Jan 2014 02:00 AM PST Another dimension of discussion at the Business Continuity and Disaster Recovery conference was the whole area of hacktivism and cyberattacks.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 31 Jan 2014 01:59 AM PST We introduce a multi-factor stochastic volatility model based on the CIR/Heston stochastic volatility process. In order to capture the Samuelson effect displayed by commodity futures contracts, we add expiry-dependent exponential damping factors to their volatility coefficients. The pricing of single underlying European options on futures contracts is straightforward and can incorporate the... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On HCI Group Posted: 30 Jan 2014 11:58 PM PST It is not often that I get asked to opine on a domestic insurer that I have never heard of. Thus tonight’s article on HCI Group. Here’s the request:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The Outlook for Latin America and the Caribbean in 2014 Posted: 30 Jan 2014 09:07 AM PST By Alejandro Wernerread more... Visit MoneyScience for the Complete Article.    |
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