MoneyScience News |
- Blog Post: TheAlephBlog: Possible Investment Contest
- Vendor News: May 13, 2015 - SS&C GlobeOp Hedge Fund Performance Index: April performance 0.34%; Capital Movement Index: May net flows advance 0.92%
- Published / Preprint: On the Exact Simulation of (Jump) Diffusion Bridges. (arXiv:1505.03030v1 [stat.ME])
- Blog Post: iMFdirect: Commodity Blues: Corporate Investment in Latin America
- Blog Post: ThePracticalQuant: Israel conference on Big Data, Analytics and Machine Learning
- Published / Preprint: 12May/BIS, ECB and IMF publish the Handbook on Securities Statistics
Blog Post: TheAlephBlog: Possible Investment Contest Posted: 13 May 2015 01:30 AM PDT |
Posted: 13 May 2015 01:08 AM PDT |
Posted: 12 May 2015 05:37 PM PDT In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of recent work developing a mathematical framework for simulating finite dimensional sample path skeletons (which flexibly characterise the entirety of sample... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: Commodity Blues: Corporate Investment in Latin America Posted: 12 May 2015 08:47 AM PDT |
Blog Post: ThePracticalQuant: Israel conference on Big Data, Analytics and Machine Learning Posted: 12 May 2015 07:57 AM PDT |
Published / Preprint: 12May/BIS, ECB and IMF publish the Handbook on Securities Statistics Posted: 12 May 2015 07:06 AM PDT |
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