MoneyScience News |
- Vendor News: Businesses Willing to Trust Mission-Critical Apps to the Cloud: Infosys Study
- Man has NFC chips injected into his hands to store cold Bitcoin wallet
- Blog Post: TheFinancialServicesClub: Why is a strong payments system important?
- Published / Preprint: Impact investment funds for frontier markets in Southeast Asia: Creating a platform for institutional capital, high-quality foreign direct investment, and proactive policy
- Published / Preprint: Market-timing skills of socially responsible investment fund managers: The case of North America versus Europe
- Published / Preprint: Legitimate speculation versus excessive speculation
- Published / Preprint: Country ETFs, currencies and international diversification
- Blog Post: Luigi.Ballabio: Odds and ends: date calculations
- Published / Preprint: Holding Period Information in Options Hedging. (arXiv:1411.3947v1 [q-fin.MF])
- Published / Preprint: Multi-curve HJM modelling for risk management. (arXiv:1411.3977v1 [q-fin.RM])
Vendor News: Businesses Willing to Trust Mission-Critical Apps to the Cloud: Infosys Study Posted: 17 Nov 2014 02:07 AM PST |
Man has NFC chips injected into his hands to store cold Bitcoin wallet Posted: 17 Nov 2014 12:53 AM PST |
Blog Post: TheFinancialServicesClub: Why is a strong payments system important? Posted: 17 Nov 2014 12:40 AM PST |
Posted: 16 Nov 2014 11:25 PM PST |
Posted: 16 Nov 2014 11:25 PM PST |
Published / Preprint: Legitimate speculation versus excessive speculation Posted: 16 Nov 2014 11:25 PM PST |
Published / Preprint: Country ETFs, currencies and international diversification Posted: 16 Nov 2014 11:25 PM PST |
Blog Post: Luigi.Ballabio: Odds and ends: date calculations Posted: 16 Nov 2014 10:06 PM PST |
Published / Preprint: Holding Period Information in Options Hedging. (arXiv:1411.3947v1 [q-fin.MF]) Posted: 16 Nov 2014 05:39 PM PST We examine the possibility of incorporating information or views of market movements during the holding period of a portfolio, in the hedging of European options with respect to the underlying. Given a holding period interval that is bounded below, we explore whether it is possible to adjust the number of shares needed to effectively hedge our position to account for views on market dynamics from... Visit MoneyScience for the Complete Article. |
Published / Preprint: Multi-curve HJM modelling for risk management. (arXiv:1411.3977v1 [q-fin.RM]) Posted: 16 Nov 2014 05:39 PM PST We present a HJM approach to the projection of multiple yield curves developed to capture the volatility content of historical term structures for risk management purposes. Since we observe the empirical data at daily frequency and only for a finite number of time to maturity buckets, we propose a modelling framework which is inherently discrete. In particular, we show how to approximate the HJM... Visit MoneyScience for the Complete Article. |
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