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March 2010

Event: MathFinance Seminar - Foreign Exchange Options Workshop

March 29, 2010 by MoneyScience   Comments (0)

Location: Frankfurt am Main, Germany. Date:2010-06-17 00:00:00. Speakers include: - Frederic Bossens - Antonio Castagna - Iain Clark - Dimitri Reiswich - Nikolaos Skantzos - Uwe Wystup Cross Smile Building and the Pricing of Options on Several FX Spot Rates Antonio Castagna We analyse how FX spot rates are linked via correlation, starting from the basic B&S setting and showing how multi-spot...

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On whether hedge fund manager behaviour can be likened to casino gambling

March 26, 2010 by MoneyScience   Comments (0)

Cass Profile at MoneyScience Dr Nick Motson explains his research into the risk appetite of fund managers Professor Andrew Clare and Dr Nick Motson were awarded the 2009 Sciens Capital Award for "Best Academic Article", in conjunction with The Journal for Alternative Investments, for their paper ' Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking...

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Event: The Bloomberg Markets Global Hedge Fund & Investor Summit

March 24, 2010 by MoneyScience   Comments (0)

Location: New York. Date:2010-05-05 00:00:00. The Bloomberg Markets Global Hedge Fund & Investor Summit, to be held on May 5, 2010 at the Stephan Weiss Studio in New York City, will bring together top hedge fund managers, as ranked by Bloomberg Markets magazine, along with ecconomists and top institutional investors. The meeting will cover global economic and market trends and look at...

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