MoneyScience News |
- Vendor News: Infosys Foundation commits INR 30 crore to Chennai Mathematical Institute
- http://www.tandfonline.com/action/cookieAbsent
- How Biases Affect Investor Behaviour by H. Kent Baker, Victor Ricciardi :: SSRN
- Published / Preprint: PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION
- Published / Preprint: On Correlated Defaults and Incomplete Information. (arXiv:1409.1393v1 [q-fin.MF])
- Published / Preprint: Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands. (arXiv:1409.1441v1 [q-fin.TR])
- Published / Preprint: Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective. (arXiv:1409.1451v1 [q-fin.RM])
- Blog Post: Falkenblog: Skype Interview w/ Me and Ric Bratton
- Google Hires Leading Researcher to Build a Quantum Computer | MIT Technology Review
- Blog Post: iMFdirect: Back-to-School Blogs
- Did a robot just put scientists out of work? - Chris Blattman
- Hedging Conditional Value at Risk with Options. (arXiv:1408.6673v1 [q-fin.RM]) - Quantitative Finance at arXiv's blog - MoneyScience
- MoneyScience: MoneyScience's event: Broad Perspectives and New Directions in Financial Mathematics
- French rogue trader Jérôme Kerviel freed
- Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk - The Review of Financial Studies's blog - MoneyScience
- Michael Bloomberg in surprise return to head of business - Telegraph
- What You Should Know About Megaprojects, and Why: An Overview. (arXiv:1409.0003v1 [q-fin.GN]) - Quantitative Finance at arXiv's blog - MoneyScience
- Blog Post: TheFinancialServicesClub: Money can't buy me love ... but it comes close
- Blog Post: TheAlephBlog: Ranking Industries by Range
| Vendor News: Infosys Foundation commits INR 30 crore to Chennai Mathematical Institute Posted: 05 Sep 2014 04:09 AM PDT The Infosys Foundation, the corporate social responsibility (CSR) arm of Infosys, has constituted a corpus of INR 30 crores for the Chennai Mathematical Institute (CMI). This corpus will be used to enhance faculty compensation and support fellowship requirements for research students. Visit MoneyScience for the Complete Article.      |
| http://www.tandfonline.com/action/cookieAbsent Posted: 05 Sep 2014 03:12 AM PDT Research - Leverage causes fat tails and clustered volatility - http://t.co/zpZaf39UTU (pdf) #quant — moneyscience (@moneyscience) September 5, 2014 Visit MoneyScience for the Complete Article.    |
| How Biases Affect Investor Behaviour by H. Kent Baker, Victor Ricciardi :: SSRN Posted: 05 Sep 2014 02:40 AM PDT How Biases Affect Investor Behaviour by Kent Baker and Victor Ricciardi Downloadable PDF file http://t.co/mnhYwHdFRC — Behavioral Finance (@victorricciardi)… Visit MoneyScience for the Complete Article.    |
| Published / Preprint: PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION Posted: 05 Sep 2014 01:52 AM PDT This paper studies the priceâ€setting problem of market makers under risk neutrality and perfect competition in continuous time. The classic approach of Glostenâ€"Milgrom is followed. Bid and ask prices are defined as conditional expectations of a true value of the asset given the market makers' partial information that includes the customers' trading decisions. The true value is modeled as a... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 05:40 PM PDT In this paper, we study a continuous time structural asset value model for two correlated firms using a two-dimensional Brownian motion. We consider the situation of incomplete information, where the information set available to the market participants includes the default time of each firm and the periodic asset value reports. In this situation, the default time of each firm becomes a totally... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 05:40 PM PDT We propose a design for schedule-based execution trading strategies based on uncertainty bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides for flexible allocation among passive, opportunistic, aggressive, and dark pool crossing execution tactics; 3) allows for rapid enhancements as new optimization methods, scheduling techniques, alpha models, and... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 05:40 PM PDT We develop the first basic Operational Risk perspective on key risk management issues associated with the development of new forms of electronic currency in the real economy. In particular, we focus on understanding the development of new risks types and the evolution of current risk types as new components of financial institutions arise to cater for an increasing demand for electronic money,... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Skype Interview w/ Me and Ric Bratton Posted: 04 Sep 2014 05:38 PM PDT Visit MoneyScience for the Complete Article.    |
| Google Hires Leading Researcher to Build a Quantum Computer | MIT Technology Review Posted: 04 Sep 2014 02:01 PM PDT Google Launches Effort to Build Its Own Quantum Computer http://t.co/ytLHkziTs7 — moneyscience (@moneyscience) September 4, 2014 Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Back-to-School Blogs Posted: 04 Sep 2014 11:18 AM PDT By iMFDirectread more... Visit MoneyScience for the Complete Article.    |
| Did a robot just put scientists out of work? - Chris Blattman Posted: 04 Sep 2014 08:32 AM PDT Automated hypothesis generation by mining online scientific papers. The Singularity is nearer… http://t.co/2kjVEPErgJ — Chris Blattman (@cblatts) September 4,… Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 08:32 AM PDT Research: Hedging Conditional Value at Risk with Options. (arXiv:1408.6673v1 [q-fin.RM]) http://t.co/VKVe8EPVwY — moneyscience (@moneyscience) August 29, 2014 Visit MoneyScience for the Complete Article.    |
| MoneyScience: MoneyScience's event: Broad Perspectives and New Directions in Financial Mathematics Posted: 04 Sep 2014 08:32 AM PDT Event - Broad Perspectives and New Directions in Financial Mathematics - March 9th - June 12th 2015, IPAM Los Angeles http://t.co/0A4rLLmlOk — moneyscience… Visit MoneyScience for the Complete Article.    |
| French rogue trader Jérôme Kerviel freed Posted: 04 Sep 2014 08:15 AM PDT "In the end it worked out at just one day in prison for every €50m lost by French rogue trader Jérôme Kerviel" http://t.co/NOIJkkNt7m — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 08:15 AM PDT Research: Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk http://t.co/X3xJ5UPaYm — moneyscience (@moneyscience) September 4,… Visit MoneyScience for the Complete Article.    |
| Michael Bloomberg in surprise return to head of business - Telegraph Posted: 04 Sep 2014 08:15 AM PDT Michael Bloomberg in surprise return to head of business http://t.co/l2sgHywXZc — moneyscience (@moneyscience) September 4, 2014 Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2014 08:15 AM PDT Research: What You Should Know About Megaprojects, and Why: An Overview. (arXiv:1409.0003v1 [q-fin.GN]) http://t.co/g8FRIXdK96 — moneyscience (@moneyscience)… Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Money can't buy me love ... but it comes close Posted: 04 Sep 2014 04:18 AM PDT Throughout all my years of dealing with banks, 99% of the people I meet are downright honest, good to share a glass of wine with, people.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Ranking Industries by Range Posted: 04 Sep 2014 04:18 AM PDT Photo Credit: Davidread more... Visit MoneyScience for the Complete Article.    |
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