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Hedge Fund Focus
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Hedge fund news, links and resources from MoneyScience.
Recent Posts
Financial Mathematics and Computation Cluster launches in Ireland
The Irish Government has announced an investment of more than €4 million in the establishment of a new Science Foundation Ireland (SFI) Strategic Research Cluster designed to create a centre of financial research excellence. The Financial Mathem...
Computational Complexity and Information Asymmetry in Financial Products
By Sanjeev Arora, Boaz Barak, Markus Brunnermeier, and Rong Ge Abstract Traditional economics argues that financial derivatives, like CDOs and CDSs, ameliorate the negative costs imposed by asymmetric information. This is because ...
New Allegations - Bear Stearns' Hedge Fund Manager Nuked Crucial Email Account
[Externalrss-FinanceFocus-titles-rssl-8-30][Externalrss-hfweblog-titles-rssr-3-30][Externalrss-fintag-titles-rssr-3-30][Externalrss-HedgeFundNews-titles-rssr-3-30] [RandomCompany-54] ...
A Framework for Assessing the Systemic Risk of Major Financial Institutions
By Xin Huang, Hao Zhou, and Haibin Zhu Abstract: In this paper we propose a framework for measuring and stress testing the systemic risk of a group of major financial institutions. The systemic risk is measured by the price of ins...
Advanced C plus plus for Computational Finance with Daniel Duffy
st 5 delegates 9 - 11 December, 2009 London, UK The goal of this three-day intensive hands-on course is to learn those advanced features in C++ that are of direct relevance to writing and extending applications for quantitative and computational fina...
Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib with Mark Joshi - June 2010
June 2 - 5, 2010 London, UK This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project. He will examine the practical problems that arise when i...
