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- Published / Preprint: On a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility. (arXiv:1407.1072v1 [q-fin.RM])
- Blog Post: TheAlephBlog: On Fixed Payment Annuities
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- [1406.2210] Memristor models for machine learning
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- The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches by Michael Ehrmann , David-Jan Jansen :: SSRN
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- EUROPLACE INSTITUTE OF FINANCE CALL FOR RESEARCH PROJECTS 2014
Posted: 07 Jul 2014 02:40 AM PDT |
Posted: 07 Jul 2014 02:33 AM PDT |
Buyer's Guide: Futures & Options OMS and EMS Posted: 07 Jul 2014 02:33 AM PDT |
A transistor material intended to replace silicon by 2024 | KurzweilAI Posted: 07 Jul 2014 02:33 AM PDT |
Posted: 07 Jul 2014 02:30 AM PDT |
Posted: 07 Jul 2014 02:23 AM PDT In this paper we consider Fourier transform techniques to efficiently compute the Value-at-Risk and the Conditional Value-at-Risk of an arbitrary loss random variable, characterized by having a computable generalized characteristic function. We exploit the property of these risk measures of being the solution of an elementary optimization problem of convex type in one dimension for which Fast and... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: On Fixed Payment Annuities Posted: 07 Jul 2014 02:22 AM PDT |
News Analytics in Finance (Gary Kazantsev, Bloomberg) Posted: 07 Jul 2014 02:03 AM PDT |
[1406.2210] Memristor models for machine learning Posted: 07 Jul 2014 02:03 AM PDT |
Posted: 07 Jul 2014 02:03 AM PDT |
Posted: 07 Jul 2014 02:03 AM PDT |
Posted: 07 Jul 2014 02:03 AM PDT |
EUROPLACE INSTITUTE OF FINANCE CALL FOR RESEARCH PROJECTS 2014 Posted: 06 Jul 2014 11:44 AM PDT EUROPLACE INSTITUTE OF FINANCE CALL FOR RESEARCH PROJECTS 2014 The Europlace Institute of Finance, a registered Foundation of public interest, aims to foster synergies between academia in finance and economics and financial industry professionals (financial intermediaries, investors and managers, issuers and companies involved in the financial markets) - in France and in Europe. The... Visit MoneyScience for the Complete Article. |
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