MoneyScience: All site news items

finalternatives: Hedge Fund Assets Flat In May Despite $8.1B Inflow http://goo.gl/fb/lAixp http://goo.gl/fb/YQYZx

Research Analyst - Equities http://bit.ly/pM6Gk4 #Quant #Jobs

Associate, Relationship Management http://bit.ly/ozNWla #Quant #Jobs

Research Analyst - Equities http://bit.ly/pM6Gk4 #Quant #Jobs

Associate, Relationship Management http://bit.ly/ozNWla #Quant #Jobs

A U.S. hedge fund posing as potato farmers bought 2300 acres of Canadian farmland to turn into a quarry - The petition: http://t.co/psAN0M4

In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical framework with linear generators depending on $(Y(t),Z(t))$ is extended and we investigate linear generators depending on $(\frac{1}{t}\int_0^tY(s)ds, \frac{1}{t}\int_0^tZ(s)ds)$. We derive explicit solutions to the corresponding time-delayed BSDEs and we investigate in detail main properties of the solutions. An economic motivation for dealing with the BSDEs with the time-delayed generators of the moving average type is given. We argue that such equations may arise when we face the problem of dynamic modelling of non-monotone preferences. We model a disappointment effect under which the present pay-off is compared with the past expectations and a volatility aversion which causes the present pay-off to be penalized by the past exposures to the volatility risk.

We study an optimal execution problem in a market model which considers market impact. First we study a discrete-time model and describe a value function. Then, by shortening the intervals of the execution times, we derive the value function of a continuous-time model and study some of its properties (continuity, semi-group property and viscosity property). We show that these vary with the strength of the market impact. We introduce some examples which show that the forms of the optimal strategies change completely, depending on the amount of the trader's security holdings.

A simple, yet reasonably accurate, analytical technique is proposed for multi-factor structural credit portfolio models. The accuracy of the technique is demonstrated by benchmarking against Monte Carlo simulations. The approach presented here may be of high interest to practitioners looking for transparent, intuitive, easy to implement and high performance credit portfolio model.

Emploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5. Debuta... http://bit.ly/pN4fhY VIE finance 21

Hedge Funds Outperform Equity Benchmarks in Turbulent Markets ...: Hedge Funds Outperform Equity Benchmarks in T... http://bit.ly/o9rEMZ

Hedge fund guru Sprott: What a Greek default would mean for banks worldwide | Babelation http://t.co/vgYhGUb

If the Top 25 Hedge Fund Managers Paid Tax Like you and Me, We'd Cut 44 billion from the national deficit http://ow.ly/5CUeD

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/ppsx0W

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/reSYdD

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/qFlFox

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/nWxYwa

RT @kinggary: ReadMe: Software for Automated Content Analysis (new version) http://ow.ly/5CCMH #rstats

Official 2010 Stock Forex Price Forecasts - Wall Street Technical Analysis: Free Gift: Hedge Fund Stock Forex Cha http://p.ost.im/p/eJjPQV

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/nd5cF3

Latest Images