Wednesday, July 1, 2015

MoneyScience News

MoneyScience News


Published / Preprint: 01Jul/Basel Committee issues consultative document on its review of the Credit Valuation Adjustment risk framework

Posted: 01 Jul 2015 03:27 AM PDT

Press release about the Basel Committee issuing onsultative document on its review of the Credit Valuation Adjustment risk framework

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Phys.Org Mobile: Images in the air: Researchers turn to femtosecond lasers

Posted: 01 Jul 2015 01:14 AM PDT

Now we're talking: femtosecond lasers create images in the air - http://t.co/QqCPpHu5kU — moneyscience (@moneyscience) June 30, 2015

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How is a life worth £12,980? - BBC News

Posted: 01 Jul 2015 12:53 AM PDT

Valuing lives in compensation contexts - how does it work it the UK? http://t.co/oT6surfi7e — moneyscience (@moneyscience) July 1, 2015

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L8YAr3LmgL

Posted: 01 Jul 2015 12:53 AM PDT

The problem with completely free markets http://t.co/L8YAr3LmgL — moneyscience (@moneyscience) July 1, 2015

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The World's Richest People Lost $70 Billion Yesterday

Posted: 01 Jul 2015 12:53 AM PDT

The world's 400 richest people lost $70 billion on Monday http://t.co/tQSqxt8qQG http://pic.twitter.com/G5wPldt66x — Bloomberg Markets (@markets) June 30,…

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Published / Preprint: Multifractal characterization of gold market: a multifractal detrended fluctuation analysis. (arXiv:1506.08847v1 [q-fin.ST])

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...

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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...

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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...

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