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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

October 2011

arXiv: Symmetries of the Black-Scholes equation. (arXiv:1110.6170v1 [q-fin.CP]) http://t.co/FplOXSHq

October 30, 2011 Comments (0)

moneyscience: arXiv: Symmetries of the Black-Scholes equation. (arXiv:1110.6170v1 [q-fin.CP]) http://t.co/FplOXSHq

arXiv: Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model. (arXiv:... http://t.co/YjrCmA2K

October 30, 2011 Comments (0)

moneyscience: arXiv: Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model. (arXiv:... http://t.co/YjrCmA2K

arXiv: Hedging of time discrete auto-regressive stochastic volatility options. (arXiv:1110.6322v1 [q-fin.PR]) http://t.co/DoGFKZ44

October 30, 2011 Comments (0)

moneyscience: arXiv: Hedging of time discrete auto-regressive stochastic volatility options. (arXiv:1110.6322v1 [q-fin.PR]) http://t.co/DoGFKZ44

arXiv: A stochastic volatility model with jumps. (arXiv:math/0603527v2 [math.PR] UPDATED) http://t.co/YHfOQGm2

October 30, 2011 Comments (0)

moneyscience: arXiv: A stochastic volatility model with jumps. (arXiv:math/0603527v2 [math.PR] UPDATED) http://t.co/YHfOQGm2

Marginal Revolution:- Assorted links http://t.co/vK51g34F #linkfest

October 30, 2011 Comments (0)

moneyscience: Marginal Revolution:- Assorted links http://t.co/vK51g34F #linkfest

Simoleon Sense:- Weekly Roundup 151: A Curated Linkfest For The Smartest People On The Web http://t.co/uatQDYb4 #linkfest

October 30, 2011 Comments (0)

moneyscience: Simoleon Sense:- Weekly Roundup 151: A Curated Linkfest For The Smartest People On The Web http://t.co/uatQDYb4 #linkfest

Is the recent bank stress really driven by the sovereign debt crisis? http://t.co/xMhPK6Dx

October 30, 2011 Comments (0)

moneyscience: Is the recent bank stress really driven by the sovereign debt crisis? http://t.co/xMhPK6Dx

The economics of economics blogs; the impact of the medium - http://t.co/FWDTcJgJ

October 30, 2011 Comments (0)

moneyscience: The economics of economics blogs; the impact of the medium - http://t.co/FWDTcJgJ

When to Tell the Kids They’re Rich - http://t.co/bzFlYxvw

October 30, 2011 Comments (0)

moneyscience: When to Tell the Kids They’re Rich - http://t.co/bzFlYxvw