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MoneyScience's Blog

Dark Pools and High Frequency Trading For Dummies with Jay Vaananen

December 18, 2014 Comments (0)

Jay Vaananen talks about his first book Dark Pools and High Frequency Trading For Dummies which is published in January 2015 by Wiley. Order your copy direct from Wiley and enter our promo code MON30 to receive 30% off this title.
Jacob Bettany: Could you begin by introducing yourself and telling us a bit about your book?
Jay Vaananen: My background is as a private banker. I have a degree in Finance and Risk Management and I went into Private Banking pretty much straight out of university....

Nicola Bruti Liberati Prize 2015

October 13, 2014 Comments (0)

The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical...

In Depth - Jon Gregory on Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives

October 12, 2014 Comments (0)

In this exclusive interview MoneyScience talks with Dr Jon Gregory, author of the recently published Wiley Finance title Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives. Jon is a partner at Solum Financial Partners LLP and specialises in counterparty risk and CVA related consulting and advisory projects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup. He is also...

MoneyScience Talks - Episode 1 - What do people mean when they talk about Central Clearing for OTC Derivatives?

September 11, 2014 Comments (0)

I must admit to being rather excited to introduce the first episode of an occasional series of podcasts from MoneyScience in which we'll be publishing audio extracts from our interviews with prominent figures from both the financial practioner and academic communities.
In this extract we hear from Jon Gregory, author of the recent Wiley Finance title, Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives.

We'll be publishing the full...

Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing

June 25, 2014 Comments (0)

Victor Ricciardi is a Finance Professor at Goucher College in Baltimore, Maryland and co-editor (with Kent Baker) of the new book Investor Behavior: The Psychology of Financial Planning and Investing. You can buy this book and claim 30% off your copy with our promo code MON30 when ordering direct through Wiley here. Read a sample chapter here.
Jacob Bettany: You and your co-editor H. Kent Baker are very well known to many members of the MoneyScience community through your work in behavioural...

Guy Kaplanski talks Behavioural Economics and the impact of the World Cup on Stock Market Performance

June 20, 2014 Comments (0)

Professor Guy Kaplanski is the head of Financial Studies at Bar Ilan University Business School, the largest university in Israel and holds a PhD in Finance, an MBA in Finance and Marketing and a B.Sc. in Electrical and Electronic Engineering. Previously he served as a visiting professor at the University of Michigan Business School.
He has published 2 books and a wide variety of research papers in top journals mainly in the field of capital markets and behavioural finance. He has commercial...

Football Special: The FIFA World Cup, Stock Market Performance and Financial Economics

June 20, 2014 Comments (0)

While threatening to over-shadow the administration of this year's FIFA World Cup, the furore around the alleged rigging of the selection process for 2022 is a handy reminder of the vast sums of money involved in staging and exploiting these Mega Events.
The body of research in Sports Economics has grown considerably over the last 4 years since the last world cup when we first started aggregating the literature, perhaps reflecting a growing awareness of the increasing complexity and impact of...

Guest post from Vikas Shah - Could Random Trading Prevent Stock Market Bubbles & Crashes?

June 2, 2014 Comments (0)

Originally published May 31st 2014 by Vikas Shah at Thought Strategy 

Many of recent history’s most significant market events have manifest in what was (previously) the extreme of the market.  These “bubbles” and “crashes” follow power laws, meaning that (in theory) they could reach any size and fundamentally threaten the functionality of the entire financial system.
Typical central-bank and policy responses to these financial avalanches (or...

Sornette vs. Taleb Diametrically Opposite Approaches to Risk & Predictability

May 24, 2014 Comments (0)

An ETH sponsored meeting and debate between Nassim Taleb and Didier Sornette. Edited to eliminate the parts of the conversation not involving either but otherwise comprehensive.
A "diplomatic debate" is defined by Taleb as a conversation in which one looks for synthesis (as opposed to one in which one is trying, as in war, to win the argument, as with political debates). Clearly this type of debate only works when the two parties have mutual respect for each other.