MoneyScience News |
- Vendor News: Victorian Catholic Schools Take Administration to the Cloud with Infosys
- Big Data and Other Trends to Influence Hedge Funds in 2015 - All About Alpha's blog - MoneyScience
- Blog Post: TheFinancialServicesClub: Wrappers, replacers and reformers are all targeting banks
- Published / Preprint: Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options. (arXiv:1411.4193v1 [math.PR])
- Published / Preprint: Methodological thoughts on expected loss estimates for IFRS 9 Impairment: hidden reserves, cyclical loss predictions and LGD backtesting. (arXiv:1411.4265v1 [q-fin.RM])
- Published / Preprint: Solving finite time horizon Dynkin games by optimal switching. (arXiv:1411.4438v1 [math.OC])
- Published / Preprint: On the Coherent Risk Measure Representations in the Discrete Probability Spaces. (arXiv:1411.4441v1 [q-fin.RM])
- Published / Preprint: The Intrinsic Bounds of Risk Premium in the Markovian Consumption-Based CAPM. (arXiv:1411.4606v1 [q-fin.MF])
- Published / Preprint: Theories of Accounting: Evolution & Developments, Income-Determination and Diversities in Use. (arXiv:1411.4633v1 [q-fin.GN])
- Blog Post: iMFdirect: Building a Camaraderie of Central Bankers: How Monetary Policymakers in the Caucasus and Central Asia Can Learn From Each Other
- The Trouble With the Genetically Modified Future
- What to do when the government (effectively) shuts down your startup
- High-Frequency Traders Turn to the Online Ad Market
- http://www.bankofengland.co.uk/publications/Documents/speeches/2014/speech775.pdf
| Vendor News: Victorian Catholic Schools Take Administration to the Cloud with Infosys Posted: 18 Nov 2014 01:57 AM PST The Catholic Education Commission of Victoria (CECV) announces that it has selected Infosys as a strategic partner to design and implement a new cloud-based administration and technology platform. Visit MoneyScience for the Complete Article.      |
| Big Data and Other Trends to Influence Hedge Funds in 2015 - All About Alpha's blog - MoneyScience Posted: 18 Nov 2014 01:05 AM PST Blog Partner: Big Data and Other Trends to Influence Hedge Funds in 2015 http://t.co/bSB5n6Hsuu — Financial Technology (@fin_tech) November 18, 2014 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Wrappers, replacers and reformers are all targeting banks Posted: 18 Nov 2014 12:58 AM PST I’ve been talking about the hot new start-ups targeting the banking markets for a while. There are literally 1000’s of them â€" the Fintech Awards had over 750 firms to review this year alone â€" and sifting the wheat from the chaff is hard. There are a few standouts however, and these are the ones I talk about in my presentations.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST We characterize the set of market models when there are a finite number of traded Vanilla and Barrier options with maturity $T$ written on the asset $S$. From a probabilistic perspective, our result describes the set of joint distributions for $(S_T, \sup_{u \leq T} S_u)$ when a finite number of marginal law constraints on both $S_T$ and $\sup_{u \leq T} S_u$ is imposed.... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST After the release of the final accounting standards for impairment in July 2014 by the IASB, banks will face another significant methodological challenge after Basel 2. The presented work shares some first methodological thoughts and proposes ways how to approach underlying questions. It starts with a detailed discussion of the structural conservatism in the final standard. The exposure value... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST This paper studies the connection between Dynkin games and optimal switching in continuous time and on a finite horizon. An auxiliary two-mode optimal switching problem is formulated which enables the derivation of the game's value under very mild assumptions. Under slightly stronger assumptions, the optimal switching formulation is used to prove the existence of a saddle point and a connection... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST We give a complete characterization of both comonotone and not comonotone coherent risk measures in the discrete finite probability space, where each outcome is equally likely. To the best of our knowledge, this is the first work that characterizes \textit{and} distinguishes comonotone and not comonotone coherent risk measures via a \textit{simplified} AVaR representation in... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST Risk premium is one of main concepts in mathematical finance. It is a measure of the trade-offs investors make between return and risk and is defined by the excess return over the risk-free interest rate earned per one unit of risk of an asset. The purpose of this article is to find the upper and lower bounds of the risk premium of an asset based on the prices of options in the market. One of key... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 05:39 PM PST Accounting frameworks follow stipulations of existing Accounting Theories. This exploratory research sets out to trace the evolution of accounting theories of Charge and Discharge Syndrome and the Corollary of Double Entry. Furthermore, it dives into the theories of Income Determination, garnishing it with areas of diversities in the use of Accounting Information while review of theories of... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Nov 2014 07:47 AM PST By Min Zhuread more... Visit MoneyScience for the Complete Article.    |
| The Trouble With the Genetically Modified Future Posted: 17 Nov 2014 06:11 AM PST "The Trouble With the Genetically Modified Future" http://t.co/wiqBKZfhHE ht @Mark_Buchanan — Arthur Charpentier (@freakonometrics) November 17, 2014 Visit MoneyScience for the Complete Article.    |
| What to do when the government (effectively) shuts down your startup Posted: 17 Nov 2014 05:50 AM PST The Rise and Fall of Intrade http://t.co/g2GR0bUYsM — Risk Management (@Risk_Mgmt) November 17, 2014 Visit MoneyScience for the Complete Article.    |
| High-Frequency Traders Turn to the Online Ad Market Posted: 17 Nov 2014 04:56 AM PST High-frequency traders turn to the online ad market: http://t.co/s68xFf0XTV — Businessweek (@BW) November 17, 2014 Visit MoneyScience for the Complete Article.    |
| http://www.bankofengland.co.uk/publications/Documents/speeches/2014/speech775.pdf Posted: 17 Nov 2014 04:56 AM PST Governor Carney discusses the Future of Financial Reform, in a lecture in Singapore today http://t.co/be3TITtGSL http://ift.tt/11jre9e — Bank of England… Visit MoneyScience for the Complete Article.    |
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