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Join Numerix at SIFMA, New York City on June 14th-16th. Visit us at Booth #2200.

June 24, 2011 by Numerix LLC   Comments (0)

Stop by Booth #2200, grab a specialty coffee 'over-the-counter' from our LiquidAsset Cafe and find out what the buzz is really all about. At this year's event, Numerix and its select partners Microsoft, Sybase & Eikos Partners will showcase: the world's largest library of pricing and analytics models for OTC derivatives and structured products the new 'Front' to the Front-office presented by Eikos and powered by Numerix Grid-powered visualization and aggregation of trades, positions and...

Miss Yingying Wu

June 24, 2011 by ICMA Centre   Comments (0)

Yingying Wu is studying her PhD at the ICMA Centre...

Miss Yin Yu

June 24, 2011 by ICMA Centre   Comments (0)

yin yu is a PhD student at the ICMA Centre...

Burns Statistics, Portfolio Probe and the use of Random Portfolios

June 23, 2011 by Burns Statistics   Comments (0)

Portfolio Probe is a financial software program from Burns Statistics that can generate random portfolios and optimize portfolio trades. It runs in the R language (and also in S+).
Key Functionality
- Computing Engine - Implementing Constraints - Generate Random Portfolios - Portfolio Optimisation - Managing Transaction Costs - Utility-Free Optimisation
What are random portfolios?
The idea of random portfolios is that they are a random sample of all of the portfolios that satisfy a...

QFINANCE Exective Briefing - Jun 2011

June 21, 2011 by QFINANCE   Comments (0)

 JUNE 2011

Welcome to the June QFINANCE Executive Briefing, which highlights new and relevant content on QFINANCE and essential reading tied to what's happening in the world of finance right now.In this issue, we cover a variety of hot topics including:*Sovereign wealth funds just keep getting bigger*EU asset management reforms "in industry's best interests"*ECB row over Greek default reveals the flaws in the euro*The IMF after Dominic Strauss-Kahn...

Cass forms new link with European Business School

June 19, 2011 by Cass Business School   Comments (0)

Cass has signed a new partnership with the German-based European Business School (EBS).
The agreement will give students at EBS, located in Wiesbaden near Frankfurt, a chance to study at Cass as part of their MSc programme. All EBS students are required to undertake an exchange or duel degree at another school to fulfil the requirements of their Masters degree.
EBS students who successfully complete their course will also get priority to study on one of Cass’s 17 Masters programmes,...

Insider trading: Market abuse or market efficiency?

June 19, 2011 by Cass Business School   Comments (0)

Insider trading scandals have plagued the UK and US financial sectors this year. But is trading on information not publicly available to external shareholders always a bad thing? Speaking to Cass Talks presenter and former MBA student, Alex Ritson, Professor of Finance Meziane Lasfer weighs up whether insider trading is a form of market abuse or a means to improve market efficiency. Drawing on his own research, Professor Lasfer provides insights into the murky practice of insider...

Daiwa Capital Markets Bolsters Electronic Trading Platform with smartTrade Technologies

June 18, 2011 by smartTrade Technologies   Comments (0)

Tokyo, New York, London, Paris & Aix en Provence, January 11, 2011 - smartTrade Technologies today announced that Daiwa Capital Markets has deployed a new Liquidity Management System to strengthen their Asian equities trading capabilities. The smartTrade LMS, market data integration capabilities, will provide Daiwa with advanced smart order routing and matching capabilities to deliver reduced transaction costs and better connectivity to the local equity market.
The emergence of...

First Module of International Program for Asset and Wealth Management Professionals successfully delivered

June 17, 2011 by Swiss Finance Institute   Comments (0)

The Faculty of Business and Economics at the University of Lausanne (HEC Lausanne), the Swiss Finance Institute and the Tepper School of Business at Carnegie Mellon University are proud to announce the launch of our new global executive MBA program in asset and wealth management.The Asset and Wealth Management Executive MBA (AWEMBA) is designed primarily for bank managers, senior relationship managers and investment professionals from around the world, active in private banking or in...

Synchronicity, instant messaging, and performance among financial traders

June 17, 2011 by MoneyScience   Comments (0)

Long-standing problems are quite often solved simultaneously by various people working alone. Take, for example, naturalists Charles Darwin and Alfred Russel Wallace, who separately proposed the theory of evolution by natural selection. Or French physicist Edme Mariotte who independently landed on what is now known as Boyle's law of gases, without knowing that Robert Boyle had just done the same. Robert King Merton, the grandfather of social science, called it the concept of...