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Blog Post: FINalternatives: Cantor Fitzgerald Vet Ben Liss Joins KeyPoint

May 2, 2012 by MoneyScience   Comments (0)

KeyPoint Capital, a Dallas-based opportunistic hedge fund specializing in real estate-related equity securities, has hired Ben Liss as an analyst.read more...

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A New Way to Level the Equity Market Playing Field

May 2, 2012 by mikeohara   Comments (0)

(This article is the conclusion of a four-part series called A Question of Fairness: How to Level the Financial Markets Playing Field, which originally appeard on the Tabb ForumTo read Part One, Inequality in Equity Trading: How Did We Get Here?, click here. To read Part Two, On Trading Advantages and Trading Systems' Vulnerability, click here. And to read Part Three: Inequality in Equity Trading: Regulatory Challenges, click here.)

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Blog Post: mathfinance: Risk Management Week in Review 020512

May 2, 2012 by MoneyScience   Comments (0)

A Review of Volatility and Option Pricing: a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility.Read Big Text Files Column by Column: use a new R package "colbycol" to read big data column by column in R to partly overcome memory issue.Forecasting Yield Curves with Survey Information:  could this information-rich supplementary data be used to improve the interest rate forecasting models for...

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Risk Management Week in Review 020512

May 2, 2012 by tigergb   Comments (0)

A Review of Volatility and Option Pricing: a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility.

Read Big Text Files Column by Column: use a new R package "colbycol" to read big data column by column in R to partly overcome memory issue.

Forecasting Yield Curves with Survey Information:  could this information-rich supplementary data be used to improve the interest rate forecasting models for out-of-sample forecasts? slides here.

100+ Years of Financial Risk Measurement and Management: I selectively survey several key strands of literature on financial risk measurement and management. I begin by showing why the need for financial risk measurement and management exists, and then I turn to relevant aspects of return distributions and volatility fluctuations, with implicit emphasis on market risk for equities.

Ceres Solver - A Nonlinear Least Squares Minimizer: Ceres Solver is a portable C++ library that allows for modeling and solving large complex nonlinear least squares problems.
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Unclear about this post? Read the full post at Risk Management Week in Review 020512 or Asking questions and receiving answers.

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