MoneyScience News |
- Blog Post: TheFinancialServicesClub: That weird and wonderful thing called bitcoin
- Blog Post: TheAlephBlog: Understanding Insurance Float
- Financial Institutions Unprepared For Digital Future - The Financial Services Club's blog - MoneyScience
- Published / Preprint: One-level limit order books with sparsity and memory. (arXiv:1407.5684v1 [q-fin.TR])
- Published / Preprint: Linear vector optimization and European option pricing under proportional transaction costs. (arXiv:1407.5877v1 [q-fin.PR])
- Blog Post: iMFdirect: Euro Area: An Unbalanced Rebalancing?
| Blog Post: TheFinancialServicesClub: That weird and wonderful thing called bitcoin Posted: 23 Jul 2014 03:10 AM PDT I keep getting into debates about bitcoin and when banks should take notice of bitcoin.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Understanding Insurance Float Posted: 23 Jul 2014 03:10 AM PDT Warren Buffett has made such an impression on value investors and insurance investors, that they think that float is magic. Â Write insurance, gain float, invest cleverly against the float, and make tons of money.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jul 2014 02:38 AM PDT .@Chris_Skinner - Financial Institutions Unprepared For Digital Future http://t.co/zC7r9PyBC7 — moneyscience (@moneyscience) July 22, 2014 Visit MoneyScience for the Complete Article.    |
| Posted: 22 Jul 2014 05:38 PM PDT Motivated by Cont and Larrard (2013)'s seminal Limit Order Book (LOB) model, we propose two continuous-time models for the level I of a LOB in which the arrivals of limit orders, market orders, and cancellations are assumed to be mutually independent, memoryless, and stationary, but, unlike the aforementioned paper, the proposed models also account for some of the sparsity and memory exhibited by... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Jul 2014 05:38 PM PDT A method for pricing and superhedging European options under proportional transaction costs based on linear vector optimisation and geometric duality developed by Lohne & Rudloff (2014) is compared to a special case of the algorithms for American type derivatives due to Roux & Zastawniak (2014). An equivalence between these two approaches is established by means of a general result... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Euro Area: An Unbalanced Rebalancing? Posted: 22 Jul 2014 08:09 AM PDT By John Bluedorn and Shengzu Wangread more... Visit MoneyScience for the Complete Article.    |
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