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- Hedge Funds - Strategies
- Ban high-frequency trading? ‘Absolutely not!’ financial executives tell senators
- Blog Post: TheAlephBlog: What to do when Valuations are High?
- Published / Preprint: Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. (arXiv:1407.2420v1 [math.PR])
- Published / Preprint: Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with Jumps. (arXiv:1407.2514v1 [q-fin.PR])
- Blog Post: ThePracticalQuant: There are many use cases for graph databases and analytics
- Vendor News: July 9, 2014 - SS&C Signs Two New Global Wealth Platform Customers
- The 2014 Tech 50: Moving Out of the Lab and into the Cloud
- A Billionaire Mathematician’s Life of Ferocious Curiosity
Posted: 10 Jul 2014 02:24 AM PDT |
Ban high-frequency trading? ‘Absolutely not!’ financial executives tell senators Posted: 10 Jul 2014 02:24 AM PDT |
Blog Post: TheAlephBlog: What to do when Valuations are High? Posted: 09 Jul 2014 10:28 PM PDT |
Posted: 09 Jul 2014 05:38 PM PDT We show the existence of a continuous-time Nash equilibrium in a financial market with risk averse market makers and an informed trader with a private information. The unwillingness of market makers to bear risk causes the informed trader to absorb large shocks in their inventories. The informed trader's optimal strategy is to drive the market price to its fundamental value while participating in... Visit MoneyScience for the Complete Article. |
Posted: 09 Jul 2014 05:38 PM PDT In this paper we present some results on Geometric Asian option valuation for affine stochastic volatility models with jumps. We shall provide a general framework into which several different valuation problems based on some average process can be cast, and we shall obtain close-form solutions for some relevant affine model classes. Visit MoneyScience for the Complete Article. |
Blog Post: ThePracticalQuant: There are many use cases for graph databases and analytics Posted: 09 Jul 2014 07:23 AM PDT Business users are becoming more comfortable with graph analytics[A version of this post appears on the O'Reilly Radar blog.]The rise of sensors and connected devices will lead to applications that draw from network/graph data management and analytics. As the number of devices surpasses the number of people — Cisco estimates 50 billion connected devices by 2020 — one can imagine... Visit MoneyScience for the Complete Article. |
Vendor News: July 9, 2014 - SS&C Signs Two New Global Wealth Platform Customers Posted: 09 Jul 2014 06:01 AM PDT |
The 2014 Tech 50: Moving Out of the Lab and into the Cloud Posted: 09 Jul 2014 05:54 AM PDT |
A Billionaire Mathematician’s Life of Ferocious Curiosity Posted: 09 Jul 2014 05:53 AM PDT |
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