MPDATA Meets Black-Scholes: Option Pricing as a Transport Problem....
In this note, we discuss applications of the Multidimensional Positive Definite Advection Transport Algorithm (MPDATA) to numerical solutions of option pricing equations arising in quantitative...
View ArticleSwaption Prices in HJM model. Nonparametric fit. (arXiv:1607.01619v1 [q-fin.PR])
Closed form formulas for swaption prices in HJM model are derived. These formulas are used for nonparametric fit of deterministic forward volatility. It is demonstrated that this formula and...
View ArticleGranger Independent Martingale Processes. (arXiv:1607.01519v1 [q-fin.PR])
We introduce a new class of processes for the evaluation of multivariate equity derivatives. The proposed setting is well suited for the application of the standard copula function theory to processes,...
View ArticleThomson Reuters Org ID Ensures Alignment With Singapore Banksâ Know...
Thomson Reuters Org ID KYC, the global Know Your Customer end-to-end client identity managed service, has adopted the Association of Banks in Singapore (ABS) standards and controls for outsource...
View ArticleTaiwan Stock Exchange Launches Stewardship Principles For Institutional...
The Corporate Governance Center of the Taiwan Stock Exchange (TWSE), directed by the Financial Supervisory Commission (the FSC), in conjunction with the Taiwan Depository Clearing Corp., the Securities...
View ArticleShanghai Stock Exchange Studies, Implements Requirements At CSRC Working Meeting
On July 5, the Shanghai Stock Exchange (SSE) held an expanded meeting of the SSE Party Committee to study the speech delivered on July 1 by General Secretary Xi Jinping, convey the requirements of the...
View ArticleThe Ultimate Algorithmic Trading System Toolbox + Website: Using Today's...
The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to...
View ArticleThe China Factor: Leveraging Emerging Business Strategies to Compete, Grow,...
The Innovation of Globalization – proven strategies to succeed and out-compete emerging competitionread more...
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First Euro STOXX 50 ETF To Be Listed In Australia
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced that the EURO STOXX 50 Index has been licensed to...
View ArticleAbu Dhabi Global Market And Paris EUROPLACE Announce A New Partnership To...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) and Paris EUROPLACE, the organisation in charge of developing the Paris financial marketplace, today signed a...
View ArticleSemi-Annual Review Of The OMX Helsinki 25 Index - The New Portfolio Of The...
Nasdaq (NASDAQ:NDAQ) announces today the results of the semi-annual review of the OMX Helsinki 25 index, (Nasdaq Helsinki: OMXH25), which will become effective with the market open on Monday, August 1,...
View ArticleClever Attack Uses the Sound of a Computerâs Fan to Steal Data
Clever Attack Uses the Sound of a Computerâs Fan to Steal Data https://t.co/d3ZqgiDUF3 â moneyscience (@moneyscience) June 29, 2016
View ArticleHuge helium gas find in east Africa averts medical shortage
âThis is a gamechanger for the future security of societyâs helium needs"https://t.co/dBoyMovMlz â moneyscience (@moneyscience) June 30, 2016
View ArticleThe Practical Quant: Building intelligent applications with deep learning and...
via @bigdata: Building intelligent applications with deep learning and TensorFlow https://t.co/HfqVhw4nnu â moneyscience (@moneyscience) June 30, 2016
View ArticleMissing Link
New interview with Yves Hilpisch on his book Derivatives Analytics and Python plus 30% off your copy @wiley_finance @dyjh â moneyscience (@moneyscience) Julyâ¦
View ArticleSlashdot
MIT's Swarm Chip Architecture Boosts Multi-Core CPUs, Offering Up To 18x Faster Processing https://t.co/2DXTKMjWiD â moneyscience (@moneyscience) July 5, 2016
View ArticleThe Practical Quant: What is Artificial Intelligence?
via @bigdata: What is Artificial Intelligence? https://t.co/ZD7OenvLye â moneyscience (@moneyscience) July 5, 2016
View Article[1606.06356] Bots, #StrongerIn, and #Brexit: Computational Propaganda during...
Bots, #StrongerIn & #Brexit: Computational Propaganda during UK-EU Referendum https://t.co/wl4frQ9sPA via @meta_lab http://pic.twitter.com/ODnbM65xgE ââ¦
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