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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

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Numerix LLC wrote a new blog post titled Insurance and Risk Management: Managing Today's Big Data, Compute and Modelling Challenge | Numerix Video Blog
Saul Stepner discusses how stochastic analysis, hedge projection strategies and fast computation methods are leveraged for Insurance ALM programs
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FINalternatives wrote a new blog post titled Fink: Ignore ‘Fast-Money’ Hedge Funds Selling Tech Stocks
The world’s biggest money manager doesn’t think much of the hedge funds he blames for selling down technology stocks. read more
2 hours ago
FINalternatives wrote a new blog post titled Citco Sells Custody Processing Unit
A Deutsche Börse unit has bolstered its hedge-fund services unit with a deal with Citco Fund Services. read more
2 hours ago
FINalternatives wrote a new blog post titled Hedge Fund Pioneer Porter Dies At 75
A. Alex Porter, a protégé of the first hedge fund manager and an industry pioneer himself, has died. read more
2 hours ago
FINalternatives wrote a new blog post titled Seven Out At Goldman Asia Prime Brokerage
Asia’s largest prime broker is somewhat smaller after the departure of seven employees. read more
2 hours ago
FINalternatives wrote a new blog post titled Magnolia Road Exec. Accuses Ex’s Wife Of Harassment
A hedge fund veteran has won a restraining order against her ex-husbands young new wife. read more
2 hours ago
The Reformed Broker wrote a new blog post titled Hot Links: Why Are You Here?
Your morning financial links, expertly curated.
3 hours ago
Robert Peston Blog wrote a new blog post titled Is the UK becoming more productive?
Well, well, well. UK productivity - the output of British workers - may be improving at long last. That is the implication of the latest survey of business conditions by the Bank of England's agents, and it is the hope of the Bank's Monetary Policy Committee (MPC). Why does that matter? Well it means that pay can at long last start to rise a little bit faster, without either undermining the competitiveness of British businesses or fuelling a rise in inflation....
6 hours ago
Wealth and Capital Markets Blog wrote a new blog post titled Wealth Management Webinar: The Evolution of the Retail Investor Landscape
The upcoming Securities & Investments / Wealth Management webinar on 8th May will examine how the retail investor landscape has evolved and what online brokerages can do to differentiate themselves. Celent will discuss the challenges facing the industry, and take a prospective look at the future role of digital strategies in the retail investor market. Join Isabella Fonseca, Research Director within Celent’s Wealth Management group and Ashley Globerman, Analyst within Celent’s Wealth Management group, as they examine the latest trends and developments in the retail investor market. The...
7 hours ago
The Financial Services Club wrote a new blog post titled What did the Medici Bankers ever do for us?
I spent some of the recent holiday in Florence, visiting many of the amazing Renaissance buildings, whilst reading a great historical novel about the rise and fall of the Medici bankers in the 15th century. The book is called Medici Money written by Tim Parks, and traces the fame and fortune of five generations of Medici from the original founder of the bank Giovanni di Bicci de Medici (1360-1429) to his great-great-grandson Piero (1472-1503) who ruined the bank when he fled Florence in fear of the French, who invaded in 1494. The banks rise was based upon dealing with the challenge of...
7 hours ago
The Financial Services Club wrote a new blog post titled Things worth reading: 23rd April 2014
Things we're reading today include ... The Heartbleed bug poses the biggest threat to bank security by allowing hackers to snatch your credit card details online Bank lending in the UK Barclays to sell its commodities trading to focus on banking arm Barclays set for investor showdown as the bank braces itself for another bruising shareholder revolt over bonuses JPGoldman Stanley Intact as Basel Change Keeps Bank Ties Citigroup's leaders say company is still too complex RBS fined over illegal HK trades  
7 hours ago
Complexity Digest wrote a new blog post titled Resilience of modular complex networks
Complex networks often have a modular structure, where a number of tightly- connected groups of nodes (modules) have relatively few interconnections. Modularity had been shown to have an important effect on the evolution and stability of biological networks, on the scalability and efficiency of large-scale infrastructure, and the development of economic and social systems. An analytical framework for understanding modularity and its effects on network vulnerability is still missing. Through recent advances in the understanding of multilayer networks, however, it is now possible to develop a...
7 hours ago
Quantitative Finance wrote a new blog post titled The Half-life of Facts: Why Everything We Know Has an Expiration Date
Quantitative Finance, Ahead of Print.
7 hours ago
Tales from a Trading Desk wrote a new blog post titled The Gulf Between Architecture and Implementation Ontologies – Part 2
Continuing on with the second book, Documenting Software Architecture: Views and Beyond: Page 6 – the difference between Design and Architecture. Page 12 – Audiences for Architecture Documentation: Education, Stakeholder communication, System Analysis and Construction Page 20 speak to an Agile environment then considering Views and Beyond.  Its unfortunate that page 17 “Mapping to requirements” didn’t provide a means of mapping architecture to stories. Page 32 Architecture Style and Architecture Patterns. Page 36 Seven Rules for Sound Documentation :) Page 49...
7 hours ago
All About Alpha wrote a new blog post titled ‘Prediction is Tricky, Especially about the Future’
Some respondents told Intralinks that Germany is a less attractive M&A target for international investors than it might be, due to the impact of rising energy costs there, especially on manufacturing.
7 hours ago
The Aleph Blog wrote a new blog post titled An Idea for When the Market is High
Last night I was at the Towson University International Markets Summit.  I’m grateful to the students for inviting me, as it is an honor.  During the presentation, I mentioned the book “Accounting for Value” by Stephen Penman.  I reviewed the book two years ago.  A great book, and one that should lead readers to modify their views on value investing.But one aspect of the book was easy to implement, he cited his paper that you can read here, Returns to Buying Earnings and Book Value: Accounting for Growth and Risk.  Buy the stocks that are the cheapest as measured by the...
7 hours ago
Quantitative Finance at arXiv wrote a new blog post titled Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case. (arXiv:1404.5408v1 [q-fin.PM])
This is a follow up of our previous paper - Trybu{\l}a and Zawisza \cite{TryZaw}, where we considered a modification of a monotone mean-variance functional in continuous time in stochastic factor model. In this article we address the problem of optimizing the mentioned functional in a market with a stochastic interest rate. We formulate it as a stochastic differential game problem and use Hamilton-Jacobi-Bellman-Isaacs equations to derive the optimal investment strategy and the value function.
7 hours ago
Quantitative Finance at arXiv wrote a new blog post titled Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan. (arXiv:1404.5381v1 [q-fin.ST])
This paper examines how the Tokyo and Osaka rice futures markets in prewar Japan were evolving in view of market efficiency. Applying a non-Bayesian time-varying model approach to analyze the famous equation for the futures premium, we find that the market efficiency of the two major rice futures markets varied with time. Such time-varying structure of the rice futures markets in prewar Japan corresponds well to historical changes in the Japanese colonial policy and domestic development of railroad system and port facilities.
7 hours ago