Wednesday, April 22, 2015

MoneyScience News

MoneyScience News


How Sarao 'spoofed, layered' his way to $1-mln flash crash gain

Posted: 22 Apr 2015 01:33 AM PDT

How Sarao 'spoofed, layered' his way to $1-mln flash crash gain http://t.co/r5qb2EliNQ via @FXS_Finance_EN #FlashCrash #2010 — D. Geromichalos ScD (@dg_risk)…

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Vendor News: April 22, 2015 - SS&C GlobeOp Forward Redemption Indicator: April notifications 3.36%

Posted: 22 Apr 2015 01:08 AM PDT

Published / Preprint: Introduction to Stochastic Differential Equations (SDEs) for Finance. (arXiv:1504.05309v1 [q-fin.MF])

Posted: 21 Apr 2015 05:38 PM PDT

These are course notes on the application of SDEs to options pricing. The author being partially supported by NSF grant DMS-0739195.

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Blog Post: iMFdirect: Tolstoy & Billionaires: Overheard at the IMF's Spring Meetings

Posted: 21 Apr 2015 12:39 PM PDT

By iMFdirect editorsread more...

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