A note on essential smoothness in the Heston model. (arXiv:1107.4881v1...
This note studies an issue relating to essential smoothness that can arise when the theory of large deviations is applied to a certain option pricing formula in the Heston model. The note identifies a...
View ArticleFrom Smile Asymptotics to Market Risk Measures. (arXiv:1107.4632v1 [q-fin.GN])
The left tail of the implied volatility skew, coming from quotes on out-of-the-money put options, can be thought to reflect the market's assessment of the risk of a huge drop in stock prices. We...
View ArticleBaidu's profits almost double
China's internet search engine Baidu reports a 95% surge in profits for the second quarter as advertising revenue grows.
View ArticleIn Cantor, investment community has voice at debt ceiling talks:...
In Cantor, investment community has voice at debt ceiling talks: http://wapo.st/oocOIU
View ArticleIn Cantor, hedge funds and private equity firms have voice at debt ceiling...
In Cantor, hedge funds and private equity firms have voice at debt ceiling negotiations http://sns.mx/30e9y4
View ArticleThe Dow Jones Credit Suisse Hedge Fund Index Down -1.36% in June - Hedge...
The Dow Jones Credit Suisse Hedge Fund Index Down -1.36% in June - Hedge Funds See Asset Inflows of $5.6 Billion fo http://p.ost.im/p/eeMuXC
View ArticleIn Cantor, hedge funds and private equity firms have voice at debt ceiling...
In Cantor, hedge funds and private equity firms have voice at debt ceiling negotiations - The Washington Post http://wapo.st/ndAdcw
View ArticleOffre stage dbench-ai : MOA Risk Hedge Funds.+ en derniere annee ecole...
Offre stage dbench-ai : MOA Risk Hedge Funds.+ en derniere annee ecole ingenieur. De... http://bit.ly/mVO3Ln Stage Finance 87
View Article#CWA vs #VERIZON: Workrs across U.S. must DEMAND more not LESS. Hedge Funds,...
#CWA vs #VERIZON: Workrs across U.S. must DEMAND more not LESS. Hedge Funds, Bankers, CEOs wanted more & TOOK IT - from where? US! #p2b #1u
View ArticleNew York Times Hedge-Fund Titan Englander, in Possible Stake Sale, Preps for...
New York Times Hedge-Fund Titan Englander, in Possible Stake Sale, Preps for FutureWall Street JournalHedge-fund... http://bit.ly/qo6sm9
View ArticleHedge-Fund Titan Englander, in Possible Stake Sale, Preps for Future...
Hedge-Fund Titan Englander, in Possible Stake Sale, Preps for Future http://bit.ly/q60NFV
View ArticleRay Dalio: Richest and Strangest Hedge Fund : The New Yorker -...
Ray Dalio: Richest and Strangest Hedge Fund : The New Yorker - http://t.co/aOkTciG
View ArticleYeah #boehner, how can you ask a college student to pay more in tuition fees...
Yeah #boehner, how can you ask a college student to pay more in tuition fees while hedge fund mngrs pay less in taxes than their secretaries
View ArticleHedge-Fund Titan Englander Preps for Future in Sale Talks: Known for his...
Hedge-Fund Titan Englander Preps for Future in Sale Talks: Known for his talent in handpickin... http://bit.ly/rdH339 messageformore.com
View ArticleRT @hadleywickham … ggplot2 grey is much paler, and is used with white...
RT @hadleywickham ⦠ggplot2 grey is much paler, and is used with white gridlines. should be minimally perceptible #rstats
View ArticleHook me up? ;) RT @RevolutionR: Congrats to @Keaz_ah -- our 4th follower to...
Hook me up? ;) RT @RevolutionR: Congrats to @Keaz_ah -- our 4th follower to win an #ILoveR #rstats tshiRt! One more to be given away!
View ArticleCondemned to be Free?
In my last post I discuss weak links, and explore the idea that as society and capitalism develop, those links will disappear, so everything will coalesce into a single, strongly linked network. We...
View ArticleEric Cantor, protector of poor, oppressed hedge fund managers The Washington...
Eric Cantor, protector of poor, oppressed hedge fund managers The Washington Post http://t.co/9T33mzY via @washingtonpost
View Article@rosiemercurio its time for Hedge Fund Managers to unite in front of the...
@rosiemercurio its time for Hedge Fund Managers to unite in front of the White House - or at least pay someone else to!
View Article