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- Published / Preprint: 01Jul/Basel Committee issues consultative document on its review of the Credit Valuation Adjustment risk framework
- Phys.Org Mobile: Images in the air: Researchers turn to femtosecond lasers
- How is a life worth £12,980? - BBC News
- L8YAr3LmgL
- The World's Richest People Lost $70 Billion Yesterday
- Published / Preprint: Multifractal characterization of gold market: a multifractal detrended fluctuation analysis. (arXiv:1506.08847v1 [q-fin.ST])
- Published / Preprint: On the Robust Dynkin Game. (arXiv:1506.09184v1 [math.PR])
- Blog Post: WealthandCapitalMarketsBlog: Target 2 securities: target missed for Italy
Posted: 01 Jul 2015 03:27 AM PDT |
Phys.Org Mobile: Images in the air: Researchers turn to femtosecond lasers Posted: 01 Jul 2015 01:14 AM PDT |
How is a life worth £12,980? - BBC News Posted: 01 Jul 2015 12:53 AM PDT |
Posted: 01 Jul 2015 12:53 AM PDT |
The World's Richest People Lost $70 Billion Yesterday Posted: 01 Jul 2015 12:53 AM PDT |
Posted: 30 Jun 2015 05:36 PM PDT The multifractal detrended fluctuation analysis technique is employed to analyze the time series of gold consumer price index (CPI) and the market trend of three world's highest gold consuming countries, namely China, India and Turkey for the period: 1993-July 2013. Various multifractal variables, such as the generalized Hurst exponent, the multifractal exponent and the singularity spectrum, are... Visit MoneyScience for the Complete Article. |
Published / Preprint: On the Robust Dynkin Game. (arXiv:1506.09184v1 [math.PR]) Posted: 30 Jun 2015 05:36 PM PDT We study a robust Dynkin game over a set of mutually singular probabilities. We first prove that for the conservative player of the game, her lower and upper value processes coincide (i.e. She has a value process $V $ in the game). Such a result helps people connect the robust Dynkin game with second-order doubly reflected backward stochastic differential equations. Also, we show that the value... Visit MoneyScience for the Complete Article. |
Blog Post: WealthandCapitalMarketsBlog: Target 2 securities: target missed for Italy Posted: 30 Jun 2015 06:56 AM PDT The Eurosystem’s Target2 Securities (T2S) initiative aimed to drive integration, harmonization and reduce cost of settlement, particularly for cross border transactions, has finally gone live. Several European CSDs planned to join T2S in 4 separate phases, the first phase being scheduled for June 2015. Four of the five CSDs (Greece, Malta, Romania, and Switzerland) that were planned to go... Visit MoneyScience for the Complete Article. |
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