MoneyScience News |
- Blog Post: TheFinancialServicesClub: Do vision, mission and value statements matter?
- Published / Preprint: Information and Trading Targets in a Dynamic Market Equilibrium. (arXiv:1502.02083v1 [q-fin.TR])
- Published / Preprint: Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process. (arXiv:1502.02286v1 [q-fin.PM])
- Published / Preprint: Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities. (arXiv:1502.02537v1 [q-fin.GN])
- Published / Preprint: Short-time asymptotics for the implied volatility skew under a stochastic volatility model with L\'evy jumps. (arXiv:1502.02595v1 [q-fin.MF])
- Company history | HSBC Private Bank
- HSBC 'helped clients dodge tax'
| Blog Post: TheFinancialServicesClub: Do vision, mission and value statements matter? Posted: 10 Feb 2015 12:17 AM PST There’s one bank I regularly visit, which have their values emblazoned over their reception. These values are:read more... Visit MoneyScience for the Complete Article.      |
| Posted: 09 Feb 2015 05:46 PM PST This paper investigates the equilibrium interactions between trading targets and private information in a multi-period Kyle (1985) market. There are two investors who each follow dynamic trading strategies: A strategic portfolio rebalancer who engages in order splitting to reach a cumulative trading target and an unconstrained strategic insider who trades on long-lived information. We consider... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Feb 2015 05:46 PM PST We study an optimal investment control problem for an insurance company. The surplus process follows the Cramer-Lundberg process with perturbation of a Brownian motion. The company can invest its surplus into a risk free asset and a Black-Scholes risky asset. The optimization objective is to minimize the probability of ruin. We show by new operators that the minimal ruin probability function is a... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Feb 2015 05:46 PM PST The M and A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M and A transactions can be successfully implemented by taking to an account the size of investments, purchase price, direction of transaction, type of transaction, and using the modern comparable... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Feb 2015 05:46 PM PST The implied volatility slope has received relatively little attention in the literature on short-time asymptotics for financial models with jumps, despite its importance in model selection and calibration. In this paper, we fill this gap by providing high-order asymptotic expansions for the at-the-money implied volatility slope of a rich class of stochastic volatility models with independent... Visit MoneyScience for the Complete Article.    |
| Company history | HSBC Private Bank Posted: 09 Feb 2015 02:22 AM PST #hsbc acquires Rep NY Corp & Safra Rep Hldings '99;Name change to HSBC Private Bank '04; files cover period:'05-'07 http://t.co/nYaLfCrZCW — moneyscience… Visit MoneyScience for the Complete Article.    |
| HSBC 'helped clients dodge tax' Posted: 09 Feb 2015 02:22 AM PST The #HSBC story is going to run (http://t.co/jp3ZYOmBUJ) and run (http://t.co/s7mrBbmibo) and run (http://t.co/eOQL6sdgTv) — moneyscience (@moneyscience)… Visit MoneyScience for the Complete Article.    |
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