Thursday, March 13, 2014

MoneyScience News

MoneyScience News

Vendor News: March 13, 2014 - SS&C GlobeOp Hedge Fund Performance Index: February performance 2.20%; Capital Movement Index: March net flows advance 0.91%

Posted: 13 Mar 2014 02:09 AM PDT

Published / Preprint: Quadratic BSDEs with jumps: related non-linear expectations. (arXiv:1403.2730v1 [math.PR])

Posted: 12 Mar 2014 05:37 PM PDT

In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness result of [15], we define the corresponding g-expectations and study some of their properties. We obtain in particular a non-linear Doob-Meyer decomposition...

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Blog Post: TheAlephBlog: Why I Don't Write a Newsletter

Posted: 12 Mar 2014 05:56 AM PDT

At various points over the last 20 years, various friends have encouraged me to write a newsletter.   I have resisted these requests, because in general, I don’t have respect for newsletter writers.read more...

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Blog Post: TheFinancialServicesClub: The Ambassador, Embassy, Ferroro-Rocher and a Banker

Posted: 12 Mar 2014 05:56 AM PDT

As mentioned, we had our first meeting of the Financial Services Club in Oslo last week, and a fine affair it was.  The most impressive aspect of the meeting being the palatial surroundings of the British Ambassador's Residence in Oslo.read more...

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