MoneyScience News |
- Blog Post: TheAlephBlog: Conservation of Liquidity, under most Conditions, Coda
- Capital Fund Management & Imperial College create the CFM-Imperial Institute of Quantitative Finance
- Blog Post: TheFinancialServicesClub: Things worth reading: 25th February 2014
- Published / Preprint: Estimation Error of Expected Shortfall. (arXiv:1402.5534v1 [q-fin.RM])
- Published / Preprint: Time-dependent Heston model. (arXiv:1402.5679v1 [q-fin.PR])
- Blog Post: WealthandCapitalMarketsBlog: Challenges with China's RMB Internationalization Process
- Interview with Jörg Kienitz, co-author with Daniel Wetterau of Financial Modelling: Theory, Implementation and Practice with MATLAB Source
- Vendor News: February 24, 2014 - SS&C GlobeOp Forward Redemption Indicator: February notifications 3.38%
| Blog Post: TheAlephBlog: Conservation of Liquidity, under most Conditions, Coda Posted: 25 Feb 2014 04:02 AM PST I would like to add one more idea to my piece, Conservation of Liquidity, under most Conditions. This is the concept of an asset-liability liquidity mismatch. When absolute return managers like Buffett, Klarman, etc. start building up cash, the market should get a little nervous. They don’t commit capital unless they can meet certain return targets. When they aren’t investing,... Visit MoneyScience for the Complete Article.      |
| Posted: 25 Feb 2014 02:00 AM PST In collaboration with a European hedge-fund, Imperial College London has launched a new research partnership to model risk in financial markets.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 25th February 2014 Posted: 24 Feb 2014 10:29 PM PST Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Estimation Error of Expected Shortfall. (arXiv:1402.5534v1 [q-fin.RM]) Posted: 24 Feb 2014 05:38 PM PST The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Time-dependent Heston model. (arXiv:1402.5679v1 [q-fin.PR]) Posted: 24 Feb 2014 05:38 PM PST This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions. Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Challenges with China's RMB Internationalization Process Posted: 24 Feb 2014 06:16 AM PST Chinese authorities have been making concerted efforts of late to internationalize its currency (renminbi, RMB) by trying to increase its use in international trade settlement and investment. Their efforts are paying off as international RMB payments and trade settlement have grown rapidly since 2010. The whole process consists of three broad steps beginning with the use of RMB in trade... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Feb 2014 05:53 AM PST Interview with Jörg Kienitz, co-author with Daniel Wetterau of Financial Modelling: Theory, Implementation and Practice with MATLAB Source. Buy this book direct from Wiley and enter promo code MON30 at the checkout to receive 30% off your copy.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Feb 2014 04:23 AM PST    |
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