Pipes Output http://pipes.yahoo.com/pipes/pipe.info?_id=5LN2ZHSt3BGttKqS9YS63A Sat, 21 Nov 2009 22:38:42 -0800 http://pipes.yahoo.com/pipes/ http://www.moneyscience.comhttp://www.moneyscience.org/home/images/siteimages/sig1.gifFinancialPublishingFocushttp://feedburner.google.com http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4WUtf8saB-o/linkdirectory.php Stochastic Processes, Interest Rate Models, Hybrid Models, Numerical Methods, Object Oriented Implementation. By Christian P. Fries. http://www.moneyscience.com/linkdirectory.php?cat=19#ind33 Fri, 10 Aug 2007 00:44:09 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind33 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3PKK4ncNiOo/linkdirectory.php By Dean LeBaron and Romesh Vaitilingam. http://www.moneyscience.com/linkdirectory.php?cat=19#ind35 Fri, 10 Aug 2007 00:55:18 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind35 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/gVsaACbjh_8/linkdirectory.php By Dr. Edward O. Thorp http://www.moneyscience.com/linkdirectory.php?cat=19#ind45 Fri, 10 Aug 2007 01:37:02 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind45 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8IPXwMAVjWU/linkdirectory.php This is the draft of a book based on three lectures given in May 2004 at the Bendheim Center for Finance at Princeton University. It should be published by the Princeton University Press this year. The current version is preliminary and subject to change prior to publication. http://www.moneyscience.com/linkdirectory.php?cat=19#ind59 Fri, 10 Aug 2007 02:24:49 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind59 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_ruglJQ7I1M/linkdirectory.php By R. Preston McAfee (California Institute of Technology) - "The Open Source Introduction to Microeconomics". http://www.moneyscience.com/linkdirectory.php?cat=19#ind113 Sat, 11 Aug 2007 13:40:58 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind113 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/spMdBkY83pY/linkdirectory.php K. Eric Drexler's Engines of Creation is an enormously original book about the consequences of new technologies. It is ambitious and imaginative and, best of all, the thinking is technically sound. http://www.moneyscience.com/linkdirectory.php?cat=19#ind283 Wed, 15 Aug 2007 07:09:42 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind283 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ChhzyZvcKgk/linkdirectory.php By Ross M. Miller. It all began with what seemed like a perfect moment... http://www.moneyscience.com/linkdirectory.php?cat=19#ind286 Wed, 15 Aug 2007 07:15:27 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind286 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LNjrebtlsoY/linkdirectory.php - Normal Distribution: characterizations with applications (LNS vol 100, 1995) - Applied Probability & Stochastic Processes (1996) - Large Deviations: Performance analysis By Wlodzimierz Bryc http://www.moneyscience.com/linkdirectory.php?cat=19#ind328 Fri, 24 Aug 2007 00:59:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind328 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/GytT4U1eYus/linkdirectory.php Compiled by George Cain at the Georgia Institute of Technology. http://www.moneyscience.com/linkdirectory.php?cat=19#ind340 Tue, 28 Aug 2007 13:55:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind340 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/n4dUF-8sTCs/linkdirectory.php By Charles MacKay. "In reading the history of nations, we find that, like individuals, they have their whims and their peculiarities; their seasons of excitement and recklessness, when they care not what they do. We find that whole communities suddenly fix their minds upon one object, and go mad in its pursuit; that millions of people become simultaneously impressed with one delusion, and run after it, till their attention is caught by some new folly more captivating than the first." http://www.moneyscience.com/linkdirectory.php?cat=19#ind342 Tue, 28 Aug 2007 14:08:45 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind342 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/6meji23y-3I/linkdirectory.php There are many interesting aspects to Benjamin Franklin's monetary theory. Franklin believed the supply of money determined the interest rate, and through the interest rate influenced the value of land, capital investment, and trade. Modern economists often associate these ideas with Keynes, although Keynes himself noted in the General Theory that many so-called merchantalists had advanced similar notions. http://www.moneyscience.com/linkdirectory.php?cat=19#ind344 Tue, 28 Aug 2007 14:13:12 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind344 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/JHcB_yoTOFQ/linkdirectory.php A list of links to useful mathematical textbooks available for free on the Internet. They are all legal and maintained by their authors or by the legitimate publisher. http://www.moneyscience.com/linkdirectory.php?cat=19#ind517 Thu, 03 Jan 2008 03:32:14 -0800 http://www.moneyscience.com/linkdirectory.php?cat=19#ind517 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Ti0Iap2Z4IU/linkdirectory.php In this groundbreaking workFriedrich von Hayek argues that the government monopoly of money must be abolished to stop recurring bouts of inflation and deflation. Abolition is also the cure for the more deep-seated disease of the recurring waves of depression and unemployment attributed to 'capitalism'. For the first time Denationalisation of Money is available as a free download in high quality pdf format (12 MB). http://www.moneyscience.com/linkdirectory.php?cat=19#ind606 Tue, 22 Apr 2008 07:00:05 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind606 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/rnnrjeOre3Y/linkdirectory.php Ed. by Christian L. Dunis, Jason Laws, Patrick Naim and published by Wiley. http://www.moneyscience.com/linkdirectory.php?cat=19#ind749 Wed, 29 Oct 2008 08:24:13 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind749 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1LfRsVLRg9E/linkdirectory.php The world has been slow to realize that we are living this year in the shadow of one of the greatest economic catastrophes of modern history... http://www.moneyscience.com/linkdirectory.php?cat=19#ind767 Tue, 02 Dec 2008 04:51:49 -0800 http://www.moneyscience.com/linkdirectory.php?cat=19#ind767 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8-tNi7CrKi8/linkdirectory.php By Edward E. Leamer presents a tour of US Macroeconomic Data http://www.moneyscience.com/linkdirectory.php?cat=19#ind815 Tue, 31 Mar 2009 07:17:40 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind815 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/CG88S2US_0I/linkdirectory.php Dan Ariely's book, made available at Scribd. http://www.moneyscience.com/linkdirectory.php?cat=19#ind861 Wed, 08 Jul 2009 02:07:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind861 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/lH8ARwzs54s/linkdirectory.php By Michael de Portu of the Prism Group LLC. http://www.moneyscience.com/linkdirectory.php?cat=19#ind875 Fri, 14 Aug 2009 01:07:33 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind875 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Le2pefTWjlY/linkdirectory.php In this seminal work University of Chicago economist Frank Knight established the important distinction between risk and uncertainty. http://www.moneyscience.com/linkdirectory.php?cat=19#ind890 Wed, 09 Sep 2009 03:11:05 -0700 http://www.moneyscience.com/linkdirectory.php?cat=19#ind890 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/oj4AGhR0fPU/linkdirectory.php Jesse L. Livermore, the author of this book begins by writing: The Game of Speculation is the most uniformly fascinating game in the world. But it is not a game for the stupid, the mentally lazy, the man of inferior emotional balance, nor for the get-rich-quick adventurer. They will die poor. http://www.moneyscience.com/linkdirectory.php?cat=19#ind912 Thu, 12 Nov 2009 07:21:00 -0800 http://www.moneyscience.com/linkdirectory.php?cat=19#ind912 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/lBxmLxb8BV8/linkdirectory.php By Robert Shiller. Abstract: The efficient markets theory reached the height of its dominance in academic circles around the 1970s. Faith in this theory was eroded by a succession of discoveries of anomalies, many in the 1980s, and of evidence of excess volatility of returns. Finance literature in this decade and after suggests a more nuanced view of the value of the efficient markets theory, and, starting in the 1990s, a blossoming of research on behavioral finance. Some important developments in the 1990s and recently include feedback theories, models of the interaction of smart money with ordinary investors, and evidence on obstacles to smart money. http://www.moneyscience.com/linkdirectory.php?cat=18#ind69 Fri, 10 Aug 2007 03:05:21 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind69 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8_CCTxZXe3E/linkdirectory.php By Fischer Black, published in The Journal of Financial Economics 3 (1976) 167-179. http://www.moneyscience.com/linkdirectory.php?cat=18#ind142 Sun, 12 Aug 2007 22:41:54 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind142 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/p3M29oEv9nY/linkdirectory.php A volatility model must be able to forecast volatility; this is the central requirement in almost all financial applications. In this paper, Robert F. Engle and Andrew J. Patton outline some stylised facts about volatility that should be incorporated in a model; pronounced persistence and meanreversion, asymmetry such that the sign of an innovation also affects volatility and the possibility of exogenous or pre-determined variables influencing volatility. http://www.moneyscience.com/linkdirectory.php?cat=18#ind653 Fri, 27 Jun 2008 06:27:14 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind653 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SzQI6yZGrPY/linkdirectory.php By Mebane T. Faber (Cambria Investment Management) and published in the Spring 2007 Issue of the Journal of Wealth Management. http://www.moneyscience.com/linkdirectory.php?cat=18#ind688 Mon, 18 Aug 2008 01:48:58 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind688 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/oKGlvr3se4M/linkdirectory.php By Eugene F. Fama writes: Market efficiency survives the challenge from the literature on long-term return anomalies. http://www.moneyscience.com/linkdirectory.php?cat=18#ind689 Mon, 18 Aug 2008 01:52:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind689 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Cw_2KdKeFU0/linkdirectory.php Espen Gaarder Haug and Nassim Nicholas Taleb write in a paper which draws on historical trading methods and 19th and early 20th century references ignored by the finance literature. http://www.moneyscience.com/linkdirectory.php?cat=18#ind690 Mon, 18 Aug 2008 01:55:01 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind690 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3AA4Thbz05s/linkdirectory.php Ed. by Christian L. Dunis, Jason Laws, Patrick Naim and published by Wiley. http://www.moneyscience.com/linkdirectory.php?cat=18#ind749 Wed, 29 Oct 2008 08:24:13 -0700 http://www.moneyscience.com/linkdirectory.php?cat=18#ind749 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/yaReoh1UNfE/linkdirectory.php W. Brian Arthur's original paper on The El Farol Problem, publishing 1994. http://www.moneyscience.com/linkdirectory.php?cat=18#ind808 Mon, 02 Mar 2009 02:56:09 -0800 http://www.moneyscience.com/linkdirectory.php?cat=18#ind808 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/AnKCxUWJ-mI/linkdirectory.php What journal subscription can give you this level of immediate access to credit research? http://www.moneyscience.com/linkdirectory.php?cat=16#ind74 Fri, 10 Aug 2007 03:31:45 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind74 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/NPHpURVN73A/linkdirectory.php The original and best Value-at-Risk portal, the the site has grown dramatically since it's launch in 1996 and now serves as a resource for the community of individuals interested in Value at Risk and more generally financial risk management. http://www.moneyscience.com/linkdirectory.php?cat=16#ind82 Fri, 10 Aug 2007 03:58:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind82 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/uM6ZT7jJuuU/linkdirectory.php A huge collection of papers arranged by author. http://www.moneyscience.com/linkdirectory.php?cat=16#ind146 Sun, 12 Aug 2007 22:58:34 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind146 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/EvgRXQh06fY/linkdirectory.php More than 600 papers ordered by date, stretching back to 1994. http://www.moneyscience.com/linkdirectory.php?cat=16#ind148 Sun, 12 Aug 2007 23:04:57 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind148 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8D4CpJjhUyk/linkdirectory.php Open access to 433,503 e-prints in Physics, Mathematics, Computer Science, Quantitative Biology and Statistics. http://www.moneyscience.com/linkdirectory.php?cat=16#ind150 Mon, 13 Aug 2007 01:54:45 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind150 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/6XeTEvO2ssc/linkdirectory.php The ICMA Centre is dedicated to high quality academic research in Finance: specialist groups are currently working in microstructure, risk management, econometrics, fund management and yield curve analysis. The papers from 2000 - 2007 series are now available to view. They are indexed by date, subject area or author. http://www.moneyscience.com/linkdirectory.php?cat=16#ind346 Wed, 29 Aug 2007 04:01:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind346 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/QayegViLXbo/linkdirectory.php Derivatives publishes working and accepted paper abstracts covering a range of topics in the field including hedging with derivatives, managing foreign exchange rate risk, derivative security pricing models, embedded options, arbitrage in the derivatives markets and institutional features associated with options and derivative securities. http://www.moneyscience.com/linkdirectory.php?cat=16#ind365 Tue, 04 Sep 2007 08:02:15 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind365 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/475EZN3l2QM/linkdirectory.php Econometrics publishes working and accepted paper abstracts in theoretical and applied econometrics and those aspects of statistics that are likely to be of interest to econometricians and economists. Topics include estimation of single equation models and simultaneous equation models; analysis of time series data, panel data, qualitative data, and other special topics; Bayesian analysis; and nonparametric methods. http://www.moneyscience.com/linkdirectory.php?cat=16#ind366 Tue, 04 Sep 2007 08:04:53 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind366 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/EeBU076HPFk/linkdirectory.php EvA, founded in 1992, is a privately held firm dedicated to developing and applying quantitative techniques in investment strategies with high reward/risk ratios. http://www.moneyscience.com/linkdirectory.php?cat=16#ind402 Thu, 13 Sep 2007 02:05:56 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind402 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/FSqh-objhYE/linkdirectory.php This virtual journal hopes to foster better decision-making and bridge the gap with other disciplines by investigating how various cognitive processes and emotional factors may hinder or contribute to optimal decision making in finance and related fields with an interdisciplinary perspective including: financial psychology, behavioral accounting, economic psychology, psychological economics, behavioral economics, behavioral law, organizational behavior, and behavioral marketing. http://www.moneyscience.com/linkdirectory.php?cat=16#ind439 Tue, 02 Oct 2007 00:20:04 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind439 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/XXYpAR-WSGI/linkdirectory.php Banking & Insurance is edited by William Schwert, University of Rochester, and Rene Stulz, Ohio State University and distributes working and accepted paper abstracts covering a range of topics in the field including banks, investment banks, life insurance companies, property and casualty companies, financial industry regulation, and risk management. http://www.moneyscience.com/linkdirectory.php?cat=16#ind502 Tue, 27 Nov 2007 08:41:39 -0800 http://www.moneyscience.com/linkdirectory.php?cat=16#ind502 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1scQQRn7M0g/linkdirectory.php A repository of e-prints about optimization and related topics including Operations Research and Stochastic Programming. http://www.moneyscience.com/linkdirectory.php?cat=16#ind592 Mon, 24 Mar 2008 07:24:22 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind592 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/khPbQTJV_S0/linkdirectory.php User submitted Papers and Research. http://www.moneyscience.com/linkdirectory.php?cat=16#ind691 Tue, 19 Aug 2008 01:53:17 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind691 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xl6osMj_uxY/linkdirectory.php Papers to be presented at the 2009 AFA Annual meeting in San Francisco. http://www.moneyscience.com/linkdirectory.php?cat=16#ind720 Thu, 25 Sep 2008 04:19:24 -0700 http://www.moneyscience.com/linkdirectory.php?cat=16#ind720 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/cir3KMsG0FY/linkdirectory.php Timely and relevant, DefaultRisk, keeps you up to date with the latest published research in this field. http://www.moneyscience.com/linkdirectory.php?cat=16#ind758 Wed, 19 Nov 2008 00:31:20 -0800 http://www.moneyscience.com/linkdirectory.php?cat=16#ind758 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/jfMDfZ5vt4U/linkdirectory.php BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. http://www.moneyscience.com/linkdirectory.php?cat=16#ind786 Mon, 05 Jan 2009 07:04:37 -0800 http://www.moneyscience.com/linkdirectory.php?cat=16#ind786 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/qwoakapUJQg/linkdirectory.php Quantitative Marketing and Economics publishes research in the intersection of Marketing, Economics and Statistics. Their focus is on important applied problems of relevance to marketing using a quantitative approach. They define marketing broadly as the study of the interface between firms, competitors and consumers. http://www.moneyscience.com/linkdirectory.php?cat=17#ind199 Mon, 13 Aug 2007 06:45:52 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind199 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/mcBZhTx3cjk/linkdirectory.php Computer Science, Mathematics and Statistics, Mathematics, Theory of Computation, Numeric Computing, Optimization, Mathematical Modeling and IndustrialMathematics and Algorithms http://www.moneyscience.com/linkdirectory.php?cat=17#ind200 Mon, 13 Aug 2007 06:50:50 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind200 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/sASMf2CXJfM/linkdirectory.php Use this search engine to find internationally-published journals and rank them by price per article or citation. http://www.moneyscience.com/linkdirectory.php?cat=17#ind201 Mon, 13 Aug 2007 06:54:29 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind201 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/tI5TR5QIs6g/linkdirectory.php Business and Economics, Economic Theory, Marketing, Economics/Management Science and Statistics for Business/Economics/Mathematical Finance/Insurance http://www.moneyscience.com/linkdirectory.php?cat=17#ind202 Mon, 13 Aug 2007 06:57:36 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind202 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SAg9_6cUN3M/linkdirectory.php IJEF publishes articles that present current practice and research in the area of e-Finance. It is dedicated to design, development, management, implementation, technology, and application issues in e-Finance. http://www.moneyscience.com/linkdirectory.php?cat=17#ind203 Mon, 13 Aug 2007 06:58:53 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind203 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/vWJry5qycSI/linkdirectory.php Under the guidance of its expert Editors and an eminent international Editorial Board, Journal of Financial Services Marketing has developed into one of the world's leading forums for the latest thinking, techniques and developments on marketing financial services. The Journal is a key bridge between applied academic research and commercial best practice, globally http://www.moneyscience.com/linkdirectory.php?cat=17#ind204 Mon, 13 Aug 2007 07:02:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind204 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/CNVRVz9Bj2o/linkdirectory.php JEF publishes articles that present current practice and research in the area of e-Finance. It is dedicated to design, development, management, implementation, technology, and application issues in e-Finance. http://www.moneyscience.com/linkdirectory.php?cat=17#ind205 Mon, 13 Aug 2007 07:05:34 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind205 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Bow2TODdO5s/linkdirectory.php The Journal of Credit Risk is an international refereed journal focusing on the measurement and management of credit risk, the valuation and hedging of credit products, and the promotion of greater understanding in the area of credit risk theory and practice. Credit risk research in both industry and academia is extensive. The majority of this research is not accessible to a wider audience due to the highly technical nature of the research papers. The Journal of Credit Risk, therefore, has three fundamental aims: 1. to foster high-quality, original and innovative work; 2. to provide practitioners and academics with access to the resulting technical research; and 3. to serve as an educational forum on timely issues concerning credit risk in general. http://www.moneyscience.com/linkdirectory.php?cat=17#ind206 Mon, 13 Aug 2007 07:53:01 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind206 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ZFxY4KhvaSM/linkdirectory.php Dedicated to free global dissemination of research in theoretical computer science. http://www.moneyscience.com/linkdirectory.php?cat=17#ind207 Mon, 13 Aug 2007 07:55:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind207 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LqYwPh5Uq6g/linkdirectory.php Computational intelligence is a well-established paradigm, where new theories with a sound biological understanding have been evolving. The current experimental systems have many of the characteristics of biological computers and are beginning to be built to perform a variety of tasks that are difficult or impossible to do with conventional computers. In a nutshell, which becomes quite apparent in light of the current research pursuits, the area is heterogeneous as being dwelled on such technologies as neurocomputing, fuzzy systems, probabilistic reasoning, artificial life, evolutionary algorithms, multi-agent systems etc. http://www.moneyscience.com/linkdirectory.php?cat=17#ind208 Mon, 13 Aug 2007 07:56:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind208 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/902etL479gU/linkdirectory.php Since JEIC is a new journal, the first volume (two issues per volume) of the journal can also contain a limited number of general, introductory invited papers, devoted to assess the scope of the journal and to encourage a wider readership. Papers can be submitted at any time, and will be published, if possible, in the next issue following acceptance. The inaugural issue is expected for Spring 2006. http://www.moneyscience.com/linkdirectory.php?cat=17#ind209 Mon, 13 Aug 2007 07:58:45 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind209 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/T-JckihWJy0/linkdirectory.php We all have our war stories about journal editors, reviewers, and the manuscript refereeing process. But little is known about these aspects of academic publishing beyond the anecdotal. Until now. http://www.moneyscience.com/linkdirectory.php?cat=17#ind210 Mon, 13 Aug 2007 08:00:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind210 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LBNjQHGGsas/linkdirectory.php The Journal of memetics is a peer-reviewed academic journal. The editors feel that a journal on memetics can be an important place for scientists and professionals to discuss their views and research in memetics. http://www.moneyscience.com/linkdirectory.php?cat=17#ind211 Mon, 13 Aug 2007 08:04:13 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind211 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/MnBXVRiyzvM/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind212 Mon, 13 Aug 2007 08:07:50 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind212 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3j7ki22_kQ8/linkdirectory.php Rapid developments in technology, communication, industrial organization, economic integration, political reforms and international trade have made it increasingly imperative to recognize the causes and effects of strategic interdependencies and interactions. http://www.moneyscience.com/linkdirectory.php?cat=17#ind213 Mon, 13 Aug 2007 08:09:22 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind213 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xsO1zHIX7hY/linkdirectory.php The International Journal of Theoretical and Applied Finance (IJTAF) brings together international experts involved in the theoretical modelling of financial instruments as well as the application of these models to global financial markets. http://www.moneyscience.com/linkdirectory.php?cat=17#ind214 Mon, 13 Aug 2007 08:11:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind214 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/6iv69Yk3rX8/linkdirectory.php The Journal of Applied Mathematics and Stochastic Analysis (JAMSA) publishes significant research papers on the theory and applications of stochastic analysis, nonlinear analysis, and stochastic models . JAMSA is concerned with concepts and techniques (such as measure theory and integration, functional analysis, and differential and integral equations) pertinent to applied mathematics and stochastics. Among various applications, JAMSA welcomes stochastic processes, stochastic finance, boundary value problems, stochastic game theory, random fixed point theory, and theoretical aspects of stochastic models. http://www.moneyscience.com/linkdirectory.php?cat=17#ind215 Mon, 13 Aug 2007 08:13:28 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind215 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xJSIjiOLpvI/linkdirectory.php A new Open Access Journal focusing on risk and decision analysis processes and methodology, including quantitative methods and psychology of judgment and decision making in project management. http://www.moneyscience.com/linkdirectory.php?cat=17#ind216 Mon, 13 Aug 2007 08:16:15 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind216 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Zl835ZT9dgI/linkdirectory.php An interdisciplinary journal of nonlinear science http://www.moneyscience.com/linkdirectory.php?cat=17#ind217 Mon, 13 Aug 2007 08:19:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind217 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/AiO46tE6qwQ/linkdirectory.php The International Journal of Forecasting(IJF) publishes papers on forecasting methods, applications, implementation, evaluation, and organizational behavior. It is published four times a year. The IJF site contains detailed information about the aim and scope of the journal, instructions to authors, searchable indexes and abstracts. Individual subscriptions are complimentary with IIF membership. The journal publishes special issues on topics of interest to forecasters and decision makers. http://www.moneyscience.com/linkdirectory.php?cat=17#ind218 Mon, 13 Aug 2007 08:20:36 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind218 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/k6PvcSQB3Js/linkdirectory.php An international and interdisciplinary conversation about human organizations as complex systems and the implications of complexity science for those organizations. With a unique format blending the integrity of academic inquiry and the impact of business practice, E:CO integrates multiple perspectives in management theory, research, practice and education. http://www.moneyscience.com/linkdirectory.php?cat=17#ind219 Mon, 13 Aug 2007 08:44:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind219 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/FTVIoResaB8/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind220 Mon, 13 Aug 2007 08:46:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind220 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SY5Ht2oTTjE/linkdirectory.php Nonlinear Phenomena in Complex Systems is a quarterly journal, which publishes original research papers and reviews. http://www.moneyscience.com/linkdirectory.php?cat=17#ind221 Mon, 13 Aug 2007 08:49:27 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind221 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/2hY7SRELtPY/linkdirectory.php The Journal of Financial Markets publishes high quality original research on applied and theoretical issues related to securities trading and pricing. Areas of coverage include the analysis and design of trading mechanisms, optimal order placement strategies, the role of information in securities markets, financial intermediation as it relates to securities investments. http://www.moneyscience.com/linkdirectory.php?cat=17#ind222 Mon, 13 Aug 2007 08:51:24 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind222 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ZSmZQ9zG_YE/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind223 Mon, 13 Aug 2007 08:53:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind223 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/FdZVphyXd_4/linkdirectory.php Advances in Complex Systems is a quarterly journal that aims to provide a unique medium of communication for multidisciplinary approaches, either empirical or theoretical, to the study of complex systems. Its goals is to promote cross-fertilization of ideas among all the scientific disciplines having to deal with their own complex systems, including biology, physics, engineering, economics, cognitive science and the social sciences. http://www.moneyscience.com/linkdirectory.php?cat=17#ind224 Mon, 13 Aug 2007 08:55:28 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind224 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/G7oTsAsX5Oo/linkdirectory.php The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes, survey articles, and research announcements in probability theory. http://www.moneyscience.com/linkdirectory.php?cat=17#ind225 Mon, 13 Aug 2007 08:58:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind225 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Ubf_svy_768/linkdirectory.php The journal encourages the confident use of applied mathematics and mathematical modelling in finance. http://www.moneyscience.com/linkdirectory.php?cat=17#ind226 Mon, 13 Aug 2007 09:00:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind226 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1opDUb-Q_9I/linkdirectory.php The Journal of Empirical Finance provides an international forum for empirical researchers in the intersection of the fields of econometrics and finance. The Journal welcomes high quality articles in empirical finance. Empirical finance encompasses the testing of well-established or new theories using financial data, the measurement of variables relevant in financial decision-making, the econometric analysis of financial market data or the development of new econometric methodology with finance applications. http://www.moneyscience.com/linkdirectory.php?cat=17#ind227 Mon, 13 Aug 2007 09:03:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind227 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/WgRtPZBDBOs/linkdirectory.php The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes, survey articles, and research announcements in probability theory. http://www.moneyscience.com/linkdirectory.php?cat=17#ind228 Mon, 13 Aug 2007 09:04:37 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind228 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/pDLr1Hd66-U/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind229 Mon, 13 Aug 2007 09:07:54 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind229 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/cA_UqPPmvaQ/linkdirectory.php The Review of Financial Studies is a major forum for the promotion and wide dissemination of significant new research in financial economics. As reflected by its broadly based editorial board, the Review balances theoretical and empirical contributions. http://www.moneyscience.com/linkdirectory.php?cat=17#ind230 Mon, 13 Aug 2007 09:09:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind230 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/6HZnEwlq-lM/linkdirectory.php An inter-disciplinary journal for the exploration and understanding of social processes by means of computer simulation. http://www.moneyscience.com/linkdirectory.php?cat=17#ind231 Mon, 13 Aug 2007 09:13:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind231 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LFehkN3TRyc/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind232 Mon, 13 Aug 2007 09:17:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind232 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3WHZiGbDucc/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind233 Mon, 13 Aug 2007 09:24:07 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind233 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/id0JDt97kHU/linkdirectory.php The rapid growth of derivatives research combined with the current absence of a rigorous research journal catering to the area of derivatives, and the long lead-times in the existing academic journals, underlines the need for Review of Derivatives Research, which provides an international forum for researchers involved in the general areas of derivative assets. http://www.moneyscience.com/linkdirectory.php?cat=17#ind234 Mon, 13 Aug 2007 09:25:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind234 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/BXCIkQw3WBU/linkdirectory.php Articles in JB examine emerging trends and fast-changing concerns faced by domestic and international business communities—from a comprehensive range of areas, including business finance and investment, money and banking, marketing, security markets, business economics, accounting practices, social issues and public policy, management organization, statistics and econometrics, administration and management, international trade and finance, and personnel, industrial relations, and labor. http://www.moneyscience.com/linkdirectory.php?cat=17#ind235 Mon, 13 Aug 2007 09:28:48 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind235 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_-KRBTIeLPs/linkdirectory.php Business and Economics, Game Theory, Economics, Social and Behav. Sciences, Organization/Planning , Economics/Management Science, Operation Research/Decision Theory and Economic Theory http://www.moneyscience.com/linkdirectory.php?cat=17#ind236 Mon, 13 Aug 2007 09:32:29 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind236 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5-QPzIf8CYY/linkdirectory.php Published on behalf of the Southern Finance Association and the Southwestern Finance Association http://www.moneyscience.com/linkdirectory.php?cat=17#ind237 Mon, 13 Aug 2007 09:36:25 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind237 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/RsoX6b8uwRg/linkdirectory.php This journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. http://www.moneyscience.com/linkdirectory.php?cat=17#ind238 Mon, 13 Aug 2007 09:45:46 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind238 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/sRp63BI4PpU/linkdirectory.php Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems and that are penetrated by constructive and rigorous thinking. http://www.moneyscience.com/linkdirectory.php?cat=17#ind239 Mon, 13 Aug 2007 09:56:01 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind239 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/x67xv2VdpL8/linkdirectory.php An international and interdisciplinary conversation about human organizations as complex systems and the implications of complexity science for those organizations. With a unique format blending the integrity of academic inquiry and the impact of business practice. http://www.moneyscience.com/linkdirectory.php?cat=17#ind240 Mon, 13 Aug 2007 09:58:07 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind240 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/FckHgdwtTzE/linkdirectory.php The journal provides an outlet for publication of research concerning all theoretical and empirical aspects of economic dynamics and control as well as the development and use of computational methods in economics and finance. Contributions regarding computational methods may include, but are not restricted to, artificial intelligence, databases, decision support systems, genetic algorithms, modelling languages, neural networks, numerical algorithms for optimization, control and equilibria, parallel computing and qualitative reasoning. http://www.moneyscience.com/linkdirectory.php?cat=17#ind241 Mon, 13 Aug 2007 10:01:11 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind241 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8ZAGmRGzNG8/linkdirectory.php http://www.moneyscience.com/linkdirectory.php?cat=17#ind242 Mon, 13 Aug 2007 10:06:44 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind242 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/VzDKRYl2Rfk/linkdirectory.php Rapid Notes,Colloquia, Solid and Condensed State Physics, Statistical and Nonlinear Physics, Statistical Physics and Biological Information, Mathematical Physics, Mesoscopic Physics, Surfaces and Interfaces, Hydrodynamics, Interdisciplinary Physics. http://www.moneyscience.com/linkdirectory.php?cat=17#ind244 Mon, 13 Aug 2007 10:34:14 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind244 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/WcUGSOTitIY/linkdirectory.php The Journal of Portfolio Management is the leading fund publication. Technical analysis of theories and concepts, management techniques, strategy models and case studies. http://www.moneyscience.com/linkdirectory.php?cat=17#ind245 Mon, 13 Aug 2007 10:36:44 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind245 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/gU3QqE7lFcU/linkdirectory.php The JFQA publishes theoretical and empirical research in financial economics. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. http://www.moneyscience.com/linkdirectory.php?cat=17#ind246 Mon, 13 Aug 2007 10:41:13 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind246 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/caRYgX0BGz4/linkdirectory.php An International Journal of Mathematics, Statistics and Financial Economics http://www.moneyscience.com/linkdirectory.php?cat=17#ind247 Mon, 13 Aug 2007 10:43:22 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind247 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/colmkR7KGFs/linkdirectory.php Finance Research Letters aims to be the only letters journal for all areas of finance. Specializing in peer-reviewed letters published on an accelerated timetable, Finance Research Letters offers an exciting publication outlet for novel and frontier finance. The journal's high standards and wide dissemination ensure a broad readership among the finance and economics communities. http://www.moneyscience.com/linkdirectory.php?cat=17#ind248 Mon, 13 Aug 2007 10:44:55 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind248 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xFrXoThb2vU/linkdirectory.php Physica A publishes research in the field of statistical mechanics and its applications. Statistical mechanics sets out to explain the behaviour of macroscopic systems by studying the statistical properties of their microscopic constituents. Applications of the techniques of statistical mechanics are widespread, and include applications to physical systems such as solids, liquids and gases; applications to chemical and biological systems (colloids, interfaces, complex fluids, polymers and biopolymers, cell physics); and other interdisciplinary applications to for instance biological, economical and sociological systems. http://www.moneyscience.com/linkdirectory.php?cat=17#ind249 Mon, 13 Aug 2007 10:47:18 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind249 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LCch7y80KOs/linkdirectory.php The Journal of Corporate Finance is a leading corporate finance journal that publishes both theoretical and empirical papers. The Journal of Corporate Finance is receiving a large number of submissions and we have many high quality submissions. http://www.moneyscience.com/linkdirectory.php?cat=17#ind250 Mon, 13 Aug 2007 10:52:15 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind250 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/hLA0xUPPWCQ/linkdirectory.php The Quarterly Journal of Economics is the oldest professional journal of economics in the English language. Edited at Harvard University's Department of Economics, it covers all aspects of the field—from the journal's traditional emphasis on microtheory, to both empirical and theoretical macroeconomics. http://www.moneyscience.com/linkdirectory.php?cat=17#ind251 Mon, 13 Aug 2007 10:53:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind251 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/QaVX-J821Zw/linkdirectory.php The Journal of Financial Transformation is dedicated to the advancement of leading thinking in the field of applied finance. The journal, which provides a unique link between scholarly research and business experience, aims to be the main source of thought leadership in this discipline for senior executives, management consultants, academics, researchers and students. http://www.moneyscience.com/linkdirectory.php?cat=17#ind258 Tue, 14 Aug 2007 07:20:29 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind258 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/WpeZE37pyXY/linkdirectory.php EUREKA is a freely-editable source of information on scientific journals, starting with mathematics. It aims to be a central resource for understanding the journal system, and a catalyst for change. http://www.moneyscience.com/linkdirectory.php?cat=17#ind322 Wed, 22 Aug 2007 05:20:21 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind322 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/jIrWQDq65WU/linkdirectory.php The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal open without bias to all areas of econometric research, whether applied, computational, methodological or theoretical contributions. http://www.moneyscience.com/linkdirectory.php?cat=17#ind368 Tue, 04 Sep 2007 08:11:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind368 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/GvxsvXm4RT4/linkdirectory.php A free, open access journal covering theory and practice in the field of choice modelling. http://www.moneyscience.com/linkdirectory.php?cat=17#ind369 Tue, 04 Sep 2007 08:15:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind369 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/N64YtHfVdUo/linkdirectory.php The Journal of Financial Transformation is dedicated to the advancement of leading thinking in the field of applied finance. The journal, which provides a unique link between scholarly research and business experience, aims to be the main source of thought leadership in this discipline for senior executives, management consultants, academics, researchers and students. http://www.moneyscience.com/linkdirectory.php?cat=17#ind466 Sat, 13 Oct 2007 01:26:14 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind466 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/YVtfNIFeU9c/linkdirectory.php International Journal of Islamic and Middle Eastern Finance and Management will serve as a central repository for research in the field, bridging the interests of scholars and practitioners and bringing the results of research and product development to the attention of the international financial and business management community. http://www.moneyscience.com/linkdirectory.php?cat=17#ind636 Thu, 12 Jun 2008 04:26:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=17#ind636 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1VnKFcCzgDg/linkdirectory.php By Peter Forsyth (2007) "Men wanted for hazardous journey, small wages, bitter cold, long months of complete darkness, constant dangers, safe return doubtful. Honour and recognition in case of success." Advertisement placed by Earnest Shackleton in 1914. He received 5000 replies. An example of extreme risk-seeking behaviour. Hedging with options is used to mitigate risk, and would not appeal to members of Shackleton's expedition. http://www.moneyscience.com/linkdirectory.php?cat=15#ind34 Fri, 10 Aug 2007 00:49:02 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind34 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/RK-Je9sMGGU/linkdirectory.php By Emanuel Derman, Iraj Kani and Alex Bergier http://www.moneyscience.com/linkdirectory.php?cat=15#ind42 Fri, 10 Aug 2007 01:29:06 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind42 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/EMXHRIazf-8/linkdirectory.php By Nassim Nicholas Taleb, published originally in the Journal of behavioural Finance. http://www.moneyscience.com/linkdirectory.php?cat=15#ind50 Fri, 10 Aug 2007 01:57:23 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind50 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/zpNps2TZ-uo/linkdirectory.php By Daniel Beunza and David Stark. "Our task in this paper is to analyze the organization of trading in the era of quantitative finance. To do so, we conduct an ethnography of arbitrage, the trading strategy that best exemplifies finance in the wake of the quantitative revolution..." http://www.moneyscience.com/linkdirectory.php?cat=15#ind78 Fri, 10 Aug 2007 03:47:49 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind78 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ZjYAxPHdLHM/linkdirectory.php By Justin Wolfers and Eric Zitzewitz: "Interest in prediction markets has increased in the last decade, driven in part by the hope that these markets will prove to be valuable tools in forecasting, decisionmaking and risk management - in both the public and private sectors. This paper outlines five open questions in the literature, and we argue that resolving these questions is crucial to determining whether current optimism about prediction markets will be realized..." http://www.moneyscience.com/linkdirectory.php?cat=15#ind79 Fri, 10 Aug 2007 03:49:37 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind79 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/MnYcl9hE3go/linkdirectory.php How can behavioural finance inform the investment process? We have taken a hypothetical 'typical' large fund management house and analysed their process. This collection of notes tries to explore some of the areas in which understanding psychology could radically alter the way they structure their businesses. The results may challenge some of your most deeply held beliefs. http://www.moneyscience.com/linkdirectory.php?cat=15#ind81 Fri, 10 Aug 2007 03:55:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind81 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_6YVtSO-wy8/linkdirectory.php This is the first of two articles on the term structure. In it, Simon Benninga and Zvi Wiener discuss some term structure fundamentals and the measurement of the current term structure. They also illustrate the Vasicek and the Cox-Ingersoll-Ross models of the term structure. A succeeding article will discuss the Black-Derman-Toy and Black-Karasinsky models of the term structure. http://www.moneyscience.com/linkdirectory.php?cat=15#ind143 Sun, 12 Aug 2007 22:47:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind143 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/W6DJOBlcjHY/linkdirectory.php By Simon Benninga, Tomas Bjork, Zvi Wiener - In this paper we discuss the significant computational simplification that occurs when option pricing is approached through the change of numeraire technique. http://www.moneyscience.com/linkdirectory.php?cat=15#ind147 Sun, 12 Aug 2007 23:02:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind147 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/W_OzSmXCbw8/linkdirectory.php By Emanuel Derman, Columbia University and Prisma Capital Partners LP and Nassim Nicholas Taleb, U. Massachusetts, Amherst and Empirica LLC. While modern financial theory holds that options values are derived by dynamic replication, they can be correctly valued far more simply by long familiar static and actuarial arguments that combine stochastic price evolution with the no-arbitrage relation between cash and forward contracts. http://www.moneyscience.com/linkdirectory.php?cat=15#ind176 Mon, 13 Aug 2007 04:30:16 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind176 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/pwAQdxr0eAk/linkdirectory.php By Carol Alexander & Leonardo Nogueira. Abstract: This paper formalizes the class of scale-invariant volatility models and explores its hedging properties. A model is 'scale-invariant' if and only if its probability distribution of asset returns is independent of the current level of the asset price. We provide a set of equivalent properties that are useful for classifying new and complex models according as scale invariance or otherwise. We show that scale invariance is a property that is shared by most stochastic volatility and jump-diffusion models and even Levy models, however only some local volatility models are scale-invariant. It is known that all scale-invariant models produce the same 'model-free' price sensitivities for vanilla options when calibrated to the implied volatility skew. We show that these model-free hedge ratios are not necessarily optimal and derive optimal hedge ratios in the presence of the skew. An empirical comparison of popular models applied to SP 500 index options shows that optimal hedges are similar in all the smile-consistent models considered and they perform better than the Black-Scholes model on average. The 'model-free' deltas and gammas provide the poorest hedges. http://www.moneyscience.com/linkdirectory.php?cat=15#ind177 Mon, 13 Aug 2007 04:33:57 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind177 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4jBwAarkQgg/linkdirectory.php By Yishen Li and Jin E Zhang. Abstract. In the Black-Merton-Scholes framework, the price of an underlying asset is assumed to follow a pure diffusion process. No-arbitrage theory shows that the price of an option contract written on the asset can be determined by solving a linear diffusion equation with variable coefficients. Applying the separating variable method, the problem of option pricing under state-dependent deterministic volatility can be transformed into a Schrodinger spectral problem, which has been well studied in quantum mechanics. With Weyl-Titchmarsh theory, we are able to determine the boundary condition and the nature of the eigenvalues and eigenfunctions. The solution can be written analytically in a Stieltjes integral. A few case studies demonstrate that a new analytical option pricing formula can be produced with our method. http://www.moneyscience.com/linkdirectory.php?cat=15#ind178 Mon, 13 Aug 2007 04:37:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind178 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ACGpHGhFksE/linkdirectory.php By Panagiotis Andrikopoulos. Abstract: Modern Finance has dominated the area of financial economics for at least four decades. Based on a set of strong but highly unrealistic assumptions its advocates have produced a range of very influential theories and models. Nonetheless, in the last two decades a new academic school of thought has emerged that refutes the key assumption of a homo economicus; an assumption that represents the cornerstone for the development of the theory of efficient markets. The first empirical evidence against efficient markets in the mid-eighties signalled the beginning of a fierce debate between these two schools of thought. This paper gives an overview of the key arguments of these two distinctive academic doctrines. http://www.moneyscience.com/linkdirectory.php?cat=15#ind181 Mon, 13 Aug 2007 04:47:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind181 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LHcEvB2Fmts/linkdirectory.php From THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007. The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson and Eugene F. Fama in the 1960s, this idea has been applied extensively to theoretical models and empirical studies of financial securities prices, generating considerable controversy as well as fundamental insights into the price-discovery process. The most enduring critique comes from psychologists and behavioural economists who argue that the EMH is based on counterfactual assumptions regarding human behaviour, that is, rationality. Recent advances in evolutionary psychology and the cognitive neurosciences may be able to reconcile the EMH with behavioural anomalies. http://www.moneyscience.com/linkdirectory.php?cat=15#ind184 Mon, 13 Aug 2007 05:01:50 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind184 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/sj5hFm5nMh0/linkdirectory.php By Richard Thaler. To understand what behavioral finance is and why it was originally thought to be a fleeting heresy, one must first understand the standard approach to financial economics and why those who used this approach believed, on theoretical grounds, that cognitive biases could not affect asset prices. http://www.moneyscience.com/linkdirectory.php?cat=15#ind185 Mon, 13 Aug 2007 05:03:24 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind185 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/hEFR3cslHeM/linkdirectory.php By Andrew W. Lo http://www.moneyscience.com/linkdirectory.php?cat=15#ind186 Mon, 13 Aug 2007 05:08:13 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind186 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/PlDqDsBKpX8/linkdirectory.php By Andrew W. Lo, Dmitry V. Repin and Brett N. Steenbarger. http://www.moneyscience.com/linkdirectory.php?cat=15#ind187 Mon, 13 Aug 2007 05:09:51 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind187 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/phBCvR9E4oo/linkdirectory.php Craig W. French,Damian B. Ko and David Abuaf Corbin Capital Partners, L.P.,Corbin Capital Partners, L.P. and University of Chicago - Graduate School of Business http://www.moneyscience.com/linkdirectory.php?cat=15#ind308 Wed, 15 Aug 2007 08:18:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind308 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SfZUzKcfT28/linkdirectory.php Christopher C. Finger writes for Riskmetrics Research Monthly. http://www.moneyscience.com/linkdirectory.php?cat=15#ind364 Mon, 03 Sep 2007 14:05:58 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind364 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/JIOaUBz6uy8/linkdirectory.php By Keith Cuthbertson, Dirk Nitzsche and Hyde Stuart. http://www.moneyscience.com/linkdirectory.php?cat=15#ind405 Fri, 14 Sep 2007 02:42:39 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind405 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Va69Rlvmnsk/linkdirectory.php By Allan Timmermann and Clive W.J. Granger. http://www.moneyscience.com/linkdirectory.php?cat=15#ind436 Mon, 01 Oct 2007 23:42:57 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind436 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/QJ9WvL518OM/linkdirectory.php By Lisa Borland. Option pricing formulas are derived from a non-Gaussian model of stock returns. Fluctuations are assumed to evolve according to a nonlinear Fokker-Planck equation which maximizes the Tsallis nonextensive entropy of index $q$. A generalized form of the Black-Scholes differential equation is found, and we derive a martingale measure which leads to closed form solutions for European call options... http://www.moneyscience.com/linkdirectory.php?cat=15#ind437 Mon, 01 Oct 2007 23:47:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind437 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/S3xf0ThaEfk/linkdirectory.php By Kay Giesecke - We derive a formula for a Fourier transform of a counting process that describes the arrival of unpredictable events, and we show how this transform facilitates an analytical treatment of a range of valuation, hedging and risk management problems that arise in single name and portfolio credit risk. http://www.moneyscience.com/linkdirectory.php?cat=15#ind475 Mon, 29 Oct 2007 07:10:17 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind475 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/t2KeDX6AXdM/linkdirectory.php In this paper Richard Peterson demonstrates a relationship between investor psychology and security pricing around anticipated events. Taking a multidisciplinary approach, he pulls together research in the finance, psychology, and neuroscience literature. http://www.moneyscience.com/linkdirectory.php?cat=15#ind490 Wed, 14 Nov 2007 02:46:12 -0800 http://www.moneyscience.com/linkdirectory.php?cat=15#ind490 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_IwedRzw3xo/linkdirectory.php During the week of August 6, 2007, a number of quantitative long/short equity hedge funds experienced unprecedented losses. Based on TASS hedge-fund data and simulations of a specific long/short equity strategy, Andrew Lo and Amir Khandani hypothesize that the losses were initiated by the rapid unwind of one or more sizable quantitative equity market-neutral portfolios... http://www.moneyscience.com/linkdirectory.php?cat=15#ind521 Mon, 07 Jan 2008 01:46:03 -0800 http://www.moneyscience.com/linkdirectory.php?cat=15#ind521 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/K_bfHm702VA/linkdirectory.php Daniel Goldstein and Nassim Taleb write: Finance professionals, who are regularly exposed to notions of volatility, seem to confuse mean absolute deviation with standard deviation, causing an underestimation of 25% with theoretical Gaussian variables. In some fat tailed markets the underestimation can be up to 90%. The mental substitution of the two measures is consequential for decision making and the perception of market variability. http://www.moneyscience.com/linkdirectory.php?cat=15#ind548 Thu, 31 Jan 2008 07:09:47 -0800 http://www.moneyscience.com/linkdirectory.php?cat=15#ind548 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SBnJOiOvTFE/linkdirectory.php Comparing two snapshots of the historical I/B/E/S database of research analyst stock recommendations, taken in 2002 and 2004 but each covering the same time period 1993-2002, Alexander Ljungqvist, Christopher J. Malloy and Felicia C Marston identify 54,729 ex post changes (out of 280,463 observations). http://www.moneyscience.com/linkdirectory.php?cat=15#ind561 Tue, 12 Feb 2008 08:47:35 -0800 http://www.moneyscience.com/linkdirectory.php?cat=15#ind561 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/AUJ6iXgw-g4/linkdirectory.php By Richard Herring and Susan Wachter (Wharton School) Real estate bubbles may occur without banking crises. And banking crises may occur without real estate bubbles. But the two phenomena are correlated in a remarkable number of instances... http://www.moneyscience.com/linkdirectory.php?cat=15#ind577 Tue, 11 Mar 2008 02:53:36 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind577 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4O3iAXtJQyQ/linkdirectory.php This paper by Qimou Su and Curt Randall suggests three Monte Carlo algorithms for the computation of derivative price sensitivities (the "Greeks"). The first algorithm is a finite difference implementation of the likelihood ratio method introduced by Broadie and Glasserman (1996). Two additional schemes further improve the performance and applicability. All implementations are fully numerical and avoid complicated theoretical derivation. http://www.moneyscience.com/linkdirectory.php?cat=15#ind595 Mon, 31 Mar 2008 08:14:22 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind595 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/eaYYL48gKcY/linkdirectory.php Compiled by behaviouralfinance.net, this extensive collection of published research papers details the history of finance from 1955 to 1985 and includes direct links to the PDFs. http://www.moneyscience.com/linkdirectory.php?cat=15#ind602 Tue, 15 Apr 2008 03:17:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind602 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/7_sN_P1hsMc/linkdirectory.php Although a substantial literature has examined the statistical and economic meaning of Value-at-Risk models, this article by Jeremy Berkowitz and James O'Brien is the first to provide a detailed analysis of the performance of models actually in use. http://www.moneyscience.com/linkdirectory.php?cat=15#ind609 Mon, 28 Apr 2008 02:30:26 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind609 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/zI6_IydwJy8/linkdirectory.php Nassim Taleb writes: Outside the Platonic world of financial models, assuming the underlying distribution is a scalable "power law", we are unable to find a consequential difference between finite and infinite variance models - a central distinction emphasized in the econophysics literature and the financial economics tradition. http://www.moneyscience.com/linkdirectory.php?cat=15#ind719 Mon, 22 Sep 2008 02:05:59 -0700 http://www.moneyscience.com/linkdirectory.php?cat=15#ind719 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/7QlwsW40O50/linkdirectory.php By Anna Calamia: This paper reviews the literature on market microstructure. Particular emphasis is given to the research dealing with the impact that a specific trading mechanism might have on price behaviour and with the comparison of the performance of alternative market structures. Theoretical models and empirical studies investigating their implications are explored. The major statistical properties and reguliarities of microstructural data are discussed. http://www.moneyscience.com/linkdirectory.php?cat=72#ind80 Fri, 10 Aug 2007 03:51:47 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind80 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/T3F6K2wQkj4/linkdirectory.php By Kevin McCabe (George Mason University) - Neuroeconomics is the study of how the embodied brain interacts with its external environment to produce economic behavior. http://www.moneyscience.com/linkdirectory.php?cat=72#ind129 Sun, 12 Aug 2007 02:41:35 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind129 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/GuePJgR_DoI/linkdirectory.php By Jean-Michel Courtault, Yuri Kabanov, Bernard Bru, Pierre Crepel, Isabelle Lebon and Arnaud Le Marchand. The date March 29, 1900, should be considered as the birthdate of mathematical finance. On that day, a French postgraduate student, Louis Bachelier, successfully defended at the Sorbonne his thesis Theorie de la Speculation. As a work of exceptional merit, strongly supported by Henri Poincare, Bachelier's supervisor, it was published in Annales Scientifiques de l'Ecole Normale Superieure, one of the most influential French scientific journals. http://www.moneyscience.com/linkdirectory.php?cat=72#ind138 Sun, 12 Aug 2007 22:31:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind138 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/w0le5TpkkAQ/linkdirectory.php This short summary presents an insider's look at the construction of the Santa Fe artificial stock market. The perspective considers the many design questions that went into building the market from the perspective of a decade of experience with agent-based financial markets. The market is assessed based on its overall strengths and weaknesses. http://www.moneyscience.com/linkdirectory.php?cat=72#ind377 Wed, 05 Sep 2007 02:44:18 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind377 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/GYLPnB0lC7Q/linkdirectory.php By Philip S. Russel and Violet M. Torbey. http://www.moneyscience.com/linkdirectory.php?cat=72#ind434 Mon, 01 Oct 2007 23:34:38 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind434 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/um4AvVrQQ6E/linkdirectory.php By Burton G. Malkiel. http://www.moneyscience.com/linkdirectory.php?cat=72#ind435 Mon, 01 Oct 2007 23:38:40 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind435 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/jdzspltz9Yc/linkdirectory.php By Lisa Borland, Jean-Philippe Bouchaud, Jean-Francois Muzy, Gilles Zumbach. This is a short review in honor of B. Mandelbrot's 80st birthday, to appear in W ilmott magazine. We discuss how multiplicative cascades and related multifractal ideas might be relevant to model the main statistical features of financial time series, in particular the intermittent, long-memory nature of the volatility. We describe in details the Bacry-Muzy-Delour multifractal random walk. We point out some inadequacies of the current models, in particular concerning time reversal symmetry, and propose an alternative family of multi-timescale models, intermediate between GARCH models and multifractal models, that seem quite promising. http://www.moneyscience.com/linkdirectory.php?cat=72#ind438 Mon, 01 Oct 2007 23:49:00 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind438 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ICopNkhZTrc/linkdirectory.php This review article by Victor Yakovenko for the Encyclopedia of Complexity and System Science looks at the statistical models for money, wealth, and income distributions developed in the econophysics literature since late 1990s. http://www.moneyscience.com/linkdirectory.php?cat=72#ind497 Thu, 22 Nov 2007 06:57:08 -0800 http://www.moneyscience.com/linkdirectory.php?cat=72#ind497 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/tImzi4YbL9o/linkdirectory.php The 1998 failure of Long-Term Capital Management (LTCM) is said to have nearly blown up the world's financial system. For such a near-catastrophic event, the finance profession has precious little information to draw from. By piecing together publicly available information, this paper by Philippe Jorion draws lessons from risk management practices at LTCM. http://www.moneyscience.com/linkdirectory.php?cat=72#ind560 Tue, 12 Feb 2008 05:22:11 -0800 http://www.moneyscience.com/linkdirectory.php?cat=72#ind560 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/b9L6vRABZ3M/linkdirectory.php By Stuart A. Umpleby, The George Washington University Washington, DC. http://www.moneyscience.com/linkdirectory.php?cat=72#ind605 Tue, 22 Apr 2008 01:22:16 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind605 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/DkqHzw6BX40/linkdirectory.php By Riccardo Rebonato - Financial institutions are obviously concerned about the possibility of direct losses arising from mis-marked complex instruments. They are becoming even more concerned, however, about the implications that evidence of model risk mismanagement can have on their reputation, and their perceived ability to control their business. http://www.moneyscience.com/linkdirectory.php?cat=72#ind626 Mon, 12 May 2008 06:04:10 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind626 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/HOENk1PhOwE/linkdirectory.php A report from the Senior Supervisors Group (SSG) that assesses which risk management practices worked well, and which did not, at a sample of major global financial services organizations during the recent period of market turmoil. http://www.moneyscience.com/linkdirectory.php?cat=72#ind655 Tue, 01 Jul 2008 03:37:03 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind655 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4RjeLh9HrVU/linkdirectory.php G. Andrew Karolyi and Rodolfo Martell examine the stock price impact of terrorist attacks. http://www.moneyscience.com/linkdirectory.php?cat=72#ind768 Tue, 02 Dec 2008 05:26:56 -0800 http://www.moneyscience.com/linkdirectory.php?cat=72#ind768 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/nqRapIv9QC4/linkdirectory.php This paper by Sovan Mitra provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. http://www.moneyscience.com/linkdirectory.php?cat=72#ind820 Thu, 09 Apr 2009 07:24:02 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind820 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/svII46_FxSc/linkdirectory.php Nicholas Barbaris and Richard Thaler's review chapter in the Handbook of Finance. http://www.moneyscience.com/linkdirectory.php?cat=72#ind821 Fri, 10 Apr 2009 08:36:33 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind821 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/TpsuuvRrbt8/linkdirectory.php This is the slides from a presentation at the 25th Annual Meeting of the Society for the Advancement of Behavioral Economics Conference hosted by New York University on May 15-18, 2007. http://www.moneyscience.com/linkdirectory.php?cat=72#ind863 Wed, 15 Jul 2009 03:05:30 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind863 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/HeEJrM1i7u4/linkdirectory.php Binary Economics is foundationally distinct from classical, neoclassical, Keynesian, monetarist, and socialist economics. http://www.moneyscience.com/linkdirectory.php?cat=72#ind873 Mon, 10 Aug 2009 01:10:32 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind873 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1FyeScucHuE/linkdirectory.php J.P. Bouchaud and M. Potters discuss the applications of Random Matrix Theory in the context of financial markets and econometric models. http://www.moneyscience.com/linkdirectory.php?cat=72#ind896 Thu, 08 Oct 2009 07:49:54 -0700 http://www.moneyscience.com/linkdirectory.php?cat=72#ind896 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ehHBtCggbRM/linkdirectory.php Emanuel Derman's Homepage contains links to many of his articles and other resources across the web. http://www.moneyscience.com/linkdirectory.php?cat=14#ind43 Fri, 10 Aug 2007 01:32:25 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind43 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/p1PnjIaoNhA/linkdirectory.php Ken Kurson profiles Ed Thorp. http://www.moneyscience.com/linkdirectory.php?cat=14#ind52 Fri, 10 Aug 2007 02:03:33 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind52 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/EHX1zNBQ-Pw/linkdirectory.php By Maureen O'Hara. What does market microstructure tell us of any value? How does the microstructure of markets matter? These may seem like odd questions to ask after more than a decade of microstructure research, but I think they point to a crucial research issue confronting finance researchers. We know that microstructure should matter in the sense that it affects economic decisions or variables, but how exactly it does matter is not clear. We are, perhaps, in the perplexing situation that while markets appear to work in practice, we are not sure they work in theory. http://www.moneyscience.com/linkdirectory.php?cat=14#ind56 Fri, 10 Aug 2007 02:13:41 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind56 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/CxrSSEkgxZI/linkdirectory.php The great paradox of financial markets is this: trade is largely driven by experienced guesswork and simple rules, when not driven by confusion, error and nonsense, supplemented by (as one financial journalist puts it) ``testosterone and cocaine.'' A process less likely to deliver a reasonable evaluation of what something is worth could hardly be imagined, yet it's exceedingly hard to beat the market over any substantial length of time. How can this be? Cosma Shalizi writes in this article first published in the Santa Fe Bulletin http://www.moneyscience.com/linkdirectory.php?cat=14#ind64 Fri, 10 Aug 2007 02:48:34 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind64 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ilypTWkUQ9w/linkdirectory.php Cosma Shalizi wrote this profile for the journal Quantitative Finance in its early days. http://www.moneyscience.com/linkdirectory.php?cat=14#ind65 Fri, 10 Aug 2007 02:51:55 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind65 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/rBlrd9ASk8s/linkdirectory.php By Gary Stix. Financial engineering can lessen exposure to the perils of running a multibillion-dollar business or a small household. But mathematical models used by this discipline may present a new set of hazards. http://www.moneyscience.com/linkdirectory.php?cat=14#ind67 Fri, 10 Aug 2007 02:58:49 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind67 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/OyzQ2oPApO4/linkdirectory.php Emanuel Derman says it is essential for the aspiring super-quant to overlay theoretical knowledge with pragmatic common sense. http://www.moneyscience.com/linkdirectory.php?cat=14#ind76 Fri, 10 Aug 2007 03:37:12 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind76 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/o1B6iofxmBw/linkdirectory.php Chris Anderson's original article from October 2004: Forget squeezing millions from a few megahits at the top of the charts. The future of entertainment is in the millions of niche markets at the shallow end of the bitstream. http://www.moneyscience.com/linkdirectory.php?cat=14#ind107 Sat, 11 Aug 2007 07:03:08 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind107 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/f1qYrESRlw8/linkdirectory.php John Cassidy writes at the New Yorker. http://www.moneyscience.com/linkdirectory.php?cat=14#ind115 Sat, 11 Aug 2007 14:21:54 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind115 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/lWPnHowpgqA/linkdirectory.php The study of neuroeconomics may topple the notion of rational decision-making. http://www.moneyscience.com/linkdirectory.php?cat=14#ind116 Sat, 11 Aug 2007 14:23:19 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind116 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/TzH4IbbJRTE/linkdirectory.php A model that assumes stock market traders have zero intelligence has been found to mimic the behaviour of the London Stock Exchange very closely. http://www.moneyscience.com/linkdirectory.php?cat=14#ind379 Wed, 05 Sep 2007 02:51:41 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind379 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/LxeGG_ppZNQ/linkdirectory.php An interview with Milton Friedman. http://www.moneyscience.com/linkdirectory.php?cat=14#ind468 Tue, 16 Oct 2007 03:26:11 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind468 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Yk1SOG8h3Oc/linkdirectory.php Prince-of-Wall-Street writes: Now, I'm not the first person to attack technical trading and I won't be the last but hopefully what follows will be educational or at least thought provoking. The Prince doesn't believe he is offering any new arguments against technical analysis but he is offering new evidence that may be more compelling when combined with old arguments against technical analysis. http://www.moneyscience.com/linkdirectory.php?cat=14#ind526 Sat, 12 Jan 2008 15:52:20 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind526 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Pu5pQdfY_wk/linkdirectory.php Algorithmic trades are sweeping the stock market. But how secure are they? http://www.moneyscience.com/linkdirectory.php?cat=14#ind531 Tue, 15 Jan 2008 01:44:33 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind531 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/UBEoiDgY2sc/linkdirectory.php Satyajit Das writes: Finance and economics are not immune to this conflict between "truth" and "aesthetics". "Risk Management" is a beautiful lie. Beautiful lies are lies that we know are not true but desperately want to believe in... http://www.moneyscience.com/linkdirectory.php?cat=14#ind534 Fri, 18 Jan 2008 00:37:47 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind534 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/es08Uaz_PmU/linkdirectory.php Suppose you could discern market trends, speed up time to see where those trends were going, then make a bet on what you discovered... Wired's Kevin Kelly reports on hacking financial markets. http://www.moneyscience.com/linkdirectory.php?cat=14#ind539 Sat, 19 Jan 2008 09:11:18 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind539 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/y4J8FY5ViCI/linkdirectory.php Traditional risk management tools focus on what is normal and consider extreme events as ancillaries. In a world characterised by volatility and uncertainty, Benoit Mandelbrot and Nassim Taleb argue that this approach is misguided, and propose an alternative methodology where large deviations dominate the analysis. http://www.moneyscience.com/linkdirectory.php?cat=14#ind547 Thu, 31 Jan 2008 06:51:16 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind547 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Q2tpjAKi2oI/linkdirectory.php Chairman and CEO of Olsen, Dr. Richard Olsen holds a Licentiate in Law from the University of Zurich (1979), a Masters in Economics from Oxford University (1980) and a Ph.D. from the University of Zurich (1981). He worked in banking as a researcher and foreign exchange dealer before founding Olsen in 1985 and becoming the firm's Chief Executive Officer. He is also CEO of OANDA. http://www.moneyscience.com/linkdirectory.php?cat=14#ind550 Mon, 04 Feb 2008 00:07:25 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind550 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/KPhCdX_-M2A/linkdirectory.php Frederick William Engdahl has written on issues of energy, politics and economics for more than 30 years, beginning with the first oil shock in the early 1970s. He has contributed regularly to a number of publications, including Japan's Nihon Keizai Shimbun, Foresight magazine, Grant's Investor.com, European Banker and Business Banker International. http://www.moneyscience.com/linkdirectory.php?cat=14#ind565 Mon, 25 Feb 2008 10:09:50 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind565 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/JbGLOWemk00/linkdirectory.php By Ed Thorp, Quantitative Finance Review 2003. http://www.moneyscience.com/linkdirectory.php?cat=14#ind574 Tue, 04 Mar 2008 08:00:57 -0800 http://www.moneyscience.com/linkdirectory.php?cat=14#ind574 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/OFPaTeMJrvM/linkdirectory.php Those who "learn" from the past may be condemned to faulty risk predictions. Dorian Pyle writes at Database Magazine. http://www.moneyscience.com/linkdirectory.php?cat=14#ind588 Thu, 20 Mar 2008 02:26:34 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind588 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/yuVdVOrPoEc/linkdirectory.php Quantitative risk assessments are anything but simple. Dorian Pyle writes at Database Magazine. http://www.moneyscience.com/linkdirectory.php?cat=14#ind589 Thu, 20 Mar 2008 02:28:24 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind589 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/aR62yovAuyo/linkdirectory.php There is often an unfortunate strain of pedantry running through the teaching of quantitative finance, one involving an excess of abstraction, formality, rigor and axiomatization that makes the subject unnecessarily daunting and difficult. This article by Emanuel Derman contains a short guide to quantitative finance with a human face. http://www.moneyscience.com/linkdirectory.php?cat=14#ind686 Mon, 18 Aug 2008 00:42:57 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind686 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/pNnZlRNkDwg/linkdirectory.php Daniel G. Goldstein and Nassim Nicholas Taleb write: Finance professionals, who are regularly exposed to notions of volatility, seem to confuse mean absolute deviation with standard deviation, causing an underestimation of 25% with theoretical Gaussian variables. In some fat tailed markets the underestimation can be up to 90%. http://www.moneyscience.com/linkdirectory.php?cat=14#ind687 Mon, 18 Aug 2008 01:46:21 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind687 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Ar02N3L8bug/linkdirectory.php A generation ago, quants turned finance upside down. Now they're mapping out ad campaigns and building new businesses from mountains of personal data http://www.moneyscience.com/linkdirectory.php?cat=14#ind701 Tue, 02 Sep 2008 04:44:25 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind701 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/wyAM61TOhkA/linkdirectory.php Emanuel Derman writes that though metaphors are rich, there are limits to the accuracy of their description. http://www.moneyscience.com/linkdirectory.php?cat=14#ind739 Wed, 22 Oct 2008 06:47:11 -0700 http://www.moneyscience.com/linkdirectory.php?cat=14#ind739 http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/dn6q03J1idY/World_Bank_Economic_Review.html Journal Homepage About this journal Browse the Archive View Editorial board World Bank Economic Review RSS The World Bank Economic Review is one of the most widely read scholarly economic journals in the world. It is the only journal of its kind that specializes in quantitative development policy analysis. Subject to strict refereeing, articles examine policy choices and therefore emphasize policy relevance rather than theory or methodology. Readers include economists and other social scientists in government, business, international agencies, universities, and research institutions. The WBER seeks to provide the most current and best research in the field of economic development. [Externalrss-worldbank-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/World_Bank_Economic_Review.html Thu, 02 Oct 2008 02:38:30 -0700 http://www.moneyscience.com/Journal_Contents/World_Bank_Economic_Review.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/-gJ2GcH9YFI/Quant-Press_-_Quantitative_Finance_Library.html Quant-Press Latest Papers The aim of Quant-Press.com is to build an online library of freely available papers and articles in quantitative finance, as well as offering an interface between the financial academic and practitioner communities. [Externalrss-quantpress-titles-rss100-20-30] http://www.moneyscience.com/Journal_Contents/Quant-Press_-_Quantitative_Finance_Library.html Thu, 28 Aug 2008 02:07:12 -0700 http://www.moneyscience.com/Journal_Contents/Quant-Press_-_Quantitative_Finance_Library.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/gXS7lJZaxUI/Federal_Reserve_Board_-__Finance_and_Economics_Discussion_Series.html Finance and Economics Discussion Series RSS Federal Reserve Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary materials circulated to stimulate discussion and critical comment. The analysis and conclusions set forth are those of the authors and do not indicate concurrence by other members of the research staff or the Board of Governors. References in publications to the Finance and Economics Discussion Series (other than acknowledgment) should be cleared with the author(s) to protect the tentative character of these papers. [Externalrss-fed-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Federal_Reserve_Board_-__Finance_and_Economics_Discussion_Series.html Tue, 08 Jul 2008 02:24:15 -0700 http://www.moneyscience.com/Journal_Contents/Federal_Reserve_Board_-__Finance_and_Economics_Discussion_Series.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ndVGeaLstyg/Journal_of_Money_Laundering_Control.html Journal Homepage Browse the Archive View Editorial Board         Journal of Money Laundering Control Journal of Money Laundering Control is specifically designed for all those concerned with the prevention of money laundering. Its objective is to publish analysis, briefings and updates which are of direct relevance to practitioners while meeting the highest intellectual standards. [Externalrss-emerald7-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Journal_of_Money_Laundering_Control.html Fri, 20 Jun 2008 05:39:04 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Money_Laundering_Control.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/CamUpNeEt0Q/Journal_of_Investment_Compliance.html Journal Homepage Browse the Archive View Editorial Board     Journal of Investment Compliance RSS The Journal of Investment Compliance is a quarterly research journal covering both the broker-dealer and investment advisor sides of compliance and the increasing intertwining of the two sides. The primary objective is to offer practical analysis of issues on the regulation of investment funds as it relates to their trading, management, custody, transfers and investor rules by today's top compliance practitioners. [Externalrss-emerald6-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Journal_of_Investment_Compliance.html Fri, 20 Jun 2008 05:30:23 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Investment_Compliance.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5VxlBtZXhd8/Journal_of_Financial_Regulation_and_Compliance.html Journal Homepage Browse the Archive View Editorial Board         Journal of Financial Regulation and Compliance Journal of Financial Regulation and Compliance publishes expert analyses, reviews and case studies, as well as applied research on major developments in financial regulation. Its objective is to provide an international forum for the publication of both peer-reviewed practitioner articles and double-blind refereed academic submissions, which are of direct relevance to regulators, policy makers and the financial services industry. All submissions conform to the highest standards of intellectual rigour. [Externalrss-emerald5-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Regulation_and_Compliance.html Fri, 20 Jun 2008 05:16:23 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Regulation_and_Compliance.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/MEEywiT120g/Journal_of_Financial_Crime.html Journal Homepage Browse the Archive View Editorial Board         Journal of Financial Crime RSS The Journal of Financial Crime aims to maintain its position as one of the leading sources of authoritative and detailed information on understanding the methods used in economic crime and the steps that can be taken to avoid and combat it. [Externalrss-emerald4-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Crime.html Fri, 20 Jun 2008 05:10:39 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Crime.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ysQSuy8tgdU/International_Journal_of_Islamic_and_Middle_Eastern_Finance_and_Management.html Journal Homepage Browse the Archive View Editorial Board         International Journal of Islamic and Middle Eastern Finance and Management The International Journal of Islamic and Middle Eastern Finance and Management will publish: Research articles which provide in-depth insight and analysis into current issues within Islamic and Middle Eastern finance and management Issue- or results-focussed case studies, illustrating research and product developments, and instances of best practice Dedicated sections on News, New Products, and Market/Sector Reports, in order to provide broad coverage of all pertinent topics An overview of the latest literature in the field through extended book reviews. [Externalrss-emerald3-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/International_Journal_of_Islamic_and_Middle_Eastern_Finance_and_Management.html Fri, 20 Jun 2008 05:07:03 -0700 http://www.moneyscience.com/Journal_Contents/International_Journal_of_Islamic_and_Middle_Eastern_Finance_and_Management.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/NEHnFQGYy5Y/Journal_of_Risk_Finance.html Journal Homepage Browse the Archive View Editorial board         Journal of Risk Finance The journal aims to provide a rigorous forum for the publication of theory and empirical work, from both academic and industry experts, in the areas of financial engineering, corporate risk management, traditional insurance/reinsurance, and alternative risk transfer. [Externalrss-emerald2-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Journal_of_Risk_Finance.html Fri, 20 Jun 2008 04:39:55 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Risk_Finance.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/MHBu92X1zNk/Accounting,_Auditing___and___Accountability_Journal.html Journal Homepage Browse the Archive View Editorial board         Accounting, Auditing and Accountability The Accounting, Auditing & Accountability Journal is dedicated to the advancement of accounting knowledge and provides a forum for the publication of high quality manuscripts concerning the interaction between accounting/auditing and their socio-economic and political environments. It therefore encourages critical analysis of policy and practice in these areas. Analysis could explore policy alternatives and provide new perspectives for the accounting discipline. [Externalrss-emerald1-titles-rss100-40-300] http://www.moneyscience.com/Journal_Contents/Accounting,_Auditing___and___Accountability_Journal.html Fri, 20 Jun 2008 04:24:34 -0700 http://www.moneyscience.com/Journal_Contents/Accounting,_Auditing___and___Accountability_Journal.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/OpPzFfYwVzg/Review_of_Financial_Studies.html Journal Homepage About this journal Browse the Archive View Editorial board Review of Financial Studies RSS The Review of Financial Studies is a major forum for the promotion and wide dissemination of significant new research in financial economics. The Review is sponsored by The Society for Financial Studies. The editors of the Review and officers of the Society are elected for limited terms. [Externalrss-rofs-titles-rss100-40-30] http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies.html Tue, 17 Jun 2008 08:32:07 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/CN1DWMv68pc/Review_of_Finance.html Journal Homepage About this journal Browse the Archive View Editorial board Review of Finance RSS Published on behalf of: European Finance Association The Review of Finance, the official journal of the European Finance Association, aims at a wide circulation and visibility in the finance profession. The journal publishes high-quality papers in all areas of financial economics, both established and newly developing fields including asset pricing, corporate finance, banking and market microstructure, law and finance, behavioral finance, and experimental finance. [Externalrss-rof-titles-rss100-40-30] http://www.moneyscience.com/Journal_Contents/Review_of_Finance.html Tue, 17 Jun 2008 08:22:02 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Finance.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/IbqhZmieyC0/Journal_of_Financial_Econometrics.html Journal Homepage Journal of Financial Econometrics RSS Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels. About this journal Browse the Archive View Editorial board [Externalrss-jofe-titles-rss100-40-30] http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Econometrics.html Tue, 17 Jun 2008 08:14:02 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Financial_Econometrics.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/znFEQUvwfQM/Quantitative_Finance_Volume_8_Issue_3.html Table of Contents Comment and Analysis High-frequency trading in a limit order book Marco Avellaneda; Sasha Stoikov Original Articles Multi-asset minority games G. Bianconi; A. De Martino; F. F. Ferreira; M. Marsili Price discovery in the presence of boundedly rational agents Karl Ludwig Keiber Long-memory in high-frequency exchange rate volatility under temporal aggregation David G. Mcmillan; Alan E. H. Speight The implied volatility smirk Jin E. Zhang; Yi Xiang On the super-replicating approach when trading a derivative is limited Sergei Isaenko Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach Peter J. Meindl; James A. Primbs American futures options arbitrage: evidence from the Nikkei 225 options market Changyun Wang; Wei Zhang; Weng Kit Tan US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk Kwamie Dunbar Journal Home Page. [Externalrss-finjocont-titles-rssl-6-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base [RandomProduct-126] http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Volume_8_Issue_3.html Mon, 31 Mar 2008 02:55:39 -0700 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Volume_8_Issue_3.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4nVOiNnRidg/Journal_of_Finance_Vol_63_Issue_1_(Feb_2008).html       Table of Contents Agency Conflicts, Investment, and Asset Pricing Rui Albuquerue and Neng Wang Heterogeneous Beliefs, Speculation, and the Equity Premium Alexander David Which Money Is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors Aneel Keswani and David Stolin Competition for Order Flow and Smart Order Routing Systems Thierry Foucault and Albert J. Menkveld Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount Kalok Chan, Albert J. Menkveld and Zhishu Yang Ambiguity, Information Quality, and Asset Pricing LARRY G. EPSTEIN and MARTIN SCHNEIDER Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry Masahiro Watanabe Individual Investor Trading and Stock Returns Ron Kaniel, GIDEON SAAR and Sheridan Titman The Demise of Investment Banking Partnerships: Theory and Evidence Alan D. Morrison and WILLIAM J. WILHELM Downward-Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices Paul Schultz Information, Trading, and Product Market Interactions: Cross-sectional Implications of Informed Trading Heather E. Tookes The Long-Lasting Momentum in Weekly Returns Roberto C. Gutierrez and Eric K. Kelley PO Pricing and Share Allocation: The Importance of Being Ignorant Celine Gondat-Larralde and Kevin R. James Journal Home Page. [Externalrss-finjocont-titles-rssl-6-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base [RandomProduct-126] http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Vol_63_Issue_1_(Feb_2008).html Mon, 10 Mar 2008 07:11:54 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Vol_63_Issue_1_(Feb_2008).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/g_w8dOTCEMs/Applied_Mathematical_Finance_Vol_14_Iss_3-5,_Vol_15_Iss_1.html       Volume 14 Issue 3 A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options Mark S. Joshi Approximate Formulas for Zero-coupon Bonds Fabricio Tourrucôo; Patrick S. Hagan; Gilberto F. Schleiniger Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines Alessio Sancetta; Steve E. Satchell Term Structure Models with Parallel and Proportional Shifts Fredrik Armerin; Bjarne Astrup Jensen; Tomas Björk Using Utility Functions to Model Risky Bonds Joanna Goard Volume 14 Issue 4 Mean Reversion Level Extensions of Time-Homogeneous Affine Term Structure Models Oh Kang Kwon Indifference Pricing and Hedging for Volatility Derivatives M. R. Grasselli; T. R. Hurd Mean-Reverting Market Model: Speculative Opportunities and Non-Arbitrage Nikolai Dokuchaev A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model Jia-Hau Guo; Mao-Wei Hung Valuing Volatility and Variance Swaps for a Non-Gaussian Ornstein-Uhlenbeck Stochastic Volatility Model Fred Espen Benth; Martin Groth; Rodwell Kufakunesu Volume 14 Issue 5 A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps Carl Chiarella; Christina Nikitopoulos Sklibosios; Erik Schlögl Optimal Financial Portfolios S. V. Stoyanov; S. T. Rachev; F. J. Fabozzi Convex Hedging in Incomplete Markets Birgit Rudloff An Improved Binomial Lattice Method for Multi-Dimensional Options Andrea Gamba; Lenos Trigeorgis Volume 15 Issue 1 Valuation of Performance-Dependent Options Thomas Gerstner; Markus Holtz Market Influence of Portfolio Optimizers Suhas Nayak; George Papanicolaou Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives N. K. Nomikos; O. Soldatos Multiscale Intensity Models for Single Name Credit Derivatives E. Papageorgiou; R. Sircar [Externalrss-finjocont-titles-rssl-6-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base [RandomProduct-126] http://www.moneyscience.com/Journal_Contents/Applied_Mathematical_Finance_Vol_14_Iss_3-5,_Vol_15_Iss_1.html Mon, 10 Mar 2008 02:56:31 -0700 http://www.moneyscience.com/Journal_Contents/Applied_Mathematical_Finance_Vol_14_Iss_3-5,_Vol_15_Iss_1.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5zzJWHwt76c/Finance_and_Stochastics_Vol_12_Issue_2.html       Table of Contents Yield curve shapes and the asymptotic short rate distribution in affine one-factor models Martin Keller-Ressel and Thomas Steiner Asymptotic arbitrage and numeraire portfolios in large financial markets Author Dmitry B. Rokhlin Valuation of default-sensitive claims under imperfect information Delia Coculescu, Helyette Geman and Monique Jeanblanc Dynamic risk measures: Time consistency and risk measures from BMO martingales Jocelyne Bion-Nadal Long run forward rates and long yields of bonds and options in heterogeneous equilibria Semyon Malamud On the duality principle in option pricing: semimartingale setting Ernst Eberlein, Antonis Papapantoleon and Albert N. Shiryaev Journal Home Page. [Externalrss-finjocont-titles-rssl-6-30]   Resources   Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training   Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources   Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers   More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base   [RandomProduct-126] http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_12_Issue_2.html Mon, 10 Mar 2008 02:43:34 -0700 http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_12_Issue_2.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/OABiqLwBE4I/Quantitative_Finance_Vol_8_Issue_2.html       Table of Contents Option valuation, time-changed processes and the fast Fourier transform - Oscar Gutierrez Goodness-of-fit tests for parametric families of Archimedean copulas - Cornelia Savu; Mark Trede Pricing options with Green's functions when volatility, interest rate and barriers depend on time - Gregor Dorfleitner; Paul Schneider; Kurt Hawlitschek; Arne Buch Enhanced policy iteration for American options via scenario selection - Christian Bender; Anastasia Kolodko; John Schoenmakers Path integral pricing of Asian options on state-dependent volatility models - Giuseppe Campolieti; Roman Makarov Fast swaption pricing under the market model with a square-root volatility process - Lixin Wu; Fan Zhang A multi-factor jump-diffusion model for commodities - John Crosby Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns - Don U. A. (Tissa) Galagedera; Elizabeth A. Maharaj Journal Home Page.   [Externalrss-finjocont-titles-rssl-6-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base [RandomProduct-126] http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_8_Issue_2.html Mon, 10 Mar 2008 02:33:04 -0700 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_8_Issue_2.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xPbRdMJ-_Hk/Mathematical_Finance_Vol_18_Issue_1.html Table of Contents         VALUATIONS AND DYNAMIC CONVEX RISK MEASURES - A. Jobert and L. C. G. Rogers ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE - Gianluca Cassese OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION - Damir Filipović and Michael Kupper TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS - Martin Schweizer and Johannes Wissel SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS - Kumar Muthuraman, Haining Zha SOLVABLE AFFINE TERM STRUCTURE MODELS - Martino Grasselli, Claudio Tebaldi HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES? - Walter Schachermayer and Josef Teichmann A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION - Hanqing Jin, Zuo Quan Xu, and Xun Yu Zhou CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET - Xinfu Chen and John Chadam, Lishang Jiang, Weian Zheng   [RandomProduct-126] [Externalrss-FinanSerOne-titles-rssl-6-30][Externalrss-finjocont-titles-rssr-7-30] ePrints and Preprints [Linklibrarygrid-16-20] http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Vol_18_Issue_1.html Tue, 18 Dec 2007 03:56:14 -0800 http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Vol_18_Issue_1.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/4Otd1NQ13EQ/Finance_and_Stochastics_Vol_11,_Iss_3-4,_Vol_12,_Iss_1.html Table of Contents         Volume 11 Issue 3 Small-time ruin for a financial process modulated by a Harris recurrent Markov chain - Jeffrey F. Collamore and Andrea Höing An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model - Yu-Ting Chen, Cheng-Few Lee and Yuan-Chung Sheu Optimal exercise of executive stock options - L. C. G. Rogers and José Scheinkman Multivariate risks and depth-trimmed regions - Ignacio Cascos and Ilya Molchanov Minimal Hellinger martingale measures of order q - Tahir Choulli, Christophe Stricker and Jia Li Exponential moments for HJM models with jumps - Jacek Jakubowski and Jerzy Zabczyk   Volume 11 Issue 4 The numéraire portfolio in semimartingale financial models - Ioannis Karatzas and Constantinos Kardaras Efficient estimation of drift parameters in stochastic volatility models - Arnaud Gloter Stochastic flow approach to Dupire’s formula - B. Jourdain Pricing and hedging European options with discrete-time coherent risk - Alexander S. Cherny On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility - Elisa Alòs, Jorge A. León and Josep Vives Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling - Luciano Campi and Umut Çetin   Volume 12 Issue 1 Optimal importance sampling with explicit formulas in continuous time - Paolo Guasoni and Scott Robertson Free boundary and optimal stopping problems for American Asian options - Andrea Pascucci The dynamics of strategic information flows in stock markets - P. Seiler and B. Taub Existence of Lévy term structure models - Damir Filipović and Stefan Tappe Convexity theory for the term structure equation - Erik Ekström and Johan Tysk [Externalrss-educationnews-titles-rssl-6-30][Externalrss-finjocont-titles-rssr-6-30] [RandomProduct-126] [RandomCompany-81] http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_11,_Iss_3-4,_Vol_12,_Iss_1.html Tue, 18 Dec 2007 03:48:00 -0800 http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_11,_Iss_3-4,_Vol_12,_Iss_1.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3qfczMu-h4k/Quantitative_Finance_Vol_8_Issue_1.html Table of Contents         Comment and Analysis Financial markets. The joy of volatility - M. A. H. Dempster; Igor V. Evstigneev; Klaus Reiner Schenk-Hoppé Impact of economic data surprises on exchange rates in the inter-dealer market - Jessica James; Kristjan Kasikov   Research Papers The next tick on Nasdaq - Bruce Mizrach Relation between bid-ask spread, impact and volatility in order-driven markets - Matthieu Wyart; Jean-Philippe Bouchaud; Julien Kockelkoren; Marc Potters; Michele Vettorazzo Heterogeneity, convergence, and autocorrelations - Xue-Zhong He; Youwei Li Semiparametric diffusion estimation and application to a stock market index - Wolfgang Härdle; Torsten Kleinow; Alexander Korostelev; Camille Logeay; Eckhard Platen Risk-adjusted value allocation for (non-traded) assets with performance ratios - Johannes Leitner   [Externalrss-FinanceProf-titles-rssl-6-30][Externalrss-finjocont-titles-rssr-6-30] [RandomProduct-126] [RandomCompany-54] http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_8_Issue_1.html Tue, 18 Dec 2007 03:21:29 -0800 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_8_Issue_1.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/IK1HvXSjL4k/Journal_of_Finance_Volume_62_Issue_6_(December_2008).html Table of Contents         The Risk-Adjusted Cost of Financial Distress - Heitor Almeida, Thomas Philippon Security Design with Investor Private Information - Ulf Axelson Strategic Actions and Credit Spreads: An Empirical Investigation - Sergei A. Davydenko, Ilya A. Strebulaev The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds - Bing Han, Francis A. Longstaff, Craig Merrill Bidding into the Red: A Model of Post-Auction Bankruptcy - Simon Board How Smart Is Smart Money? A Two-Sided Matching Model of Venture Capital - Morten Sorensen U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income - Yuliya Demyanyk, Charlotte Ostergaard, Bent E. Sorensen How Laws and Institutions Shape Financial Contracts: The Case of Bank Loans - Jun Qian, Philip E. Strahan Adaptive Traders and the Design of Financial Markets - Sebastien Pouget Long-Term Return Reversals: Overreaction or Taxes? - Thomas J. George, Chuan-Yang Hwang Vote Trading and Information Aggregation - Susan E.K. Christoffersen, Christopher C. Geczy, David K. Musto, Adam V. Reed Measuring Distress Risk: The Effect of R&D Intensity - Laurel A. Franzen, Kimberly J. Rodgers, Timothy T. Simin Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle - Greg Nini Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates - Andrea Buraschi, Alexei Jiltsov [Externalrss-LI10-titles-rssl-10-30] [Externalrss-LI14-titles-rssl-10-30] http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_6_(December_2008).html Mon, 03 Dec 2007 09:52:33 -0800 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_6_(December_2008).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5CT6EPYHrxk/Quantitative_Finance_Volume_7_Issue_6.html Table of Contents           Comment and analysis Optimal approximations of power laws with exponentials: application to volatility models with long memory - Thierry Bochud; Damien Challet Forecasting volatility in GARCH models with additive outliers - Beatriz Catalán; F. Javier Trívez   Research papers Conditional tail behaviour and Value at Risk - Fabio Bellini; Gianna Figà-talamanca Value-at-risk in a market subject to regime switching - Ryohei Kawata; Masaaki Kijima Value-at-risk forecasts under scrutiny - the German experience - Stefan Jaschke; Gerhard Stahl; Richard Stehle The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market - Luis Muga; Rafael Santamaría Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets - Thomas C. Chiang; Lin Tan; Huimin Li Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period - Chaker Aloui Testing asymmetry in financial time series - Francesco Lisi   Letter to the Editor Comments on 'A theory of non-Gaussian option pricing' - Gil Adams; Yuhua Yuan; Michael Kelly   Errata A theory of non-Gaussian option pricing - Lisa Borland A non-Gaussian option pricing model with skew - Lisa Borland; Jean-Philippe Bouchaud   http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Volume_7_Issue_6.html Fri, 30 Nov 2007 04:12:32 -0800 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Volume_7_Issue_6.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/OLhZEP2O-YE/Review_of_Financial_Studies_Vol_20_Issue_6.html Table of Contents     Turning over Turnover - K. J. Martijn Cremers and Jianping Mei Liquidity and Expected Returns: Lessons from Emerging Markets - Geert Bekaert, Campbell R. Harvey, and Christian Lundblad Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades - Shijun Cheng, Venky Nagar, and Madhav V. Rajan Valuation in Over-the-Counter Markets - Darrell Duffie, Nicolae Garleanu, and Lasse Heje Pedersen Strategic Cost of Diversification - Evgeny Lyandres The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel - Jie Gan Informed and Strategic Order Flow in the Bond Markets - Paolo Pasquariello and Clara Vega Underpricing in the Corporate Bond Market - Nianyun (Kelly) Cai, Jean Helwege, and Arthur Warga How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns? - Sara B. Moeller, Frederik P. Schlingemann, and Rene M. Stulz Optimal Long-Term Financial Contracting - Peter M. DeMarzo and Michael J. Fishman Relationship Banking, Fragility, and the Asset-Liability Matching Problem - Fenghua Song and Anjan V. Thakor   http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_6.html Mon, 22 Oct 2007 02:06:28 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_6.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/IpetMBj8PEM/Journal_of_Finance_Volume_62_Issues_4-5.html             Volume 62: Issue 4, August 2007 Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency - Richard C. Green Pay Me Later: Inside Debt and Its Role in Managerial Compensation - Rangarajan K. Sundaram and David L. Yermack Working Orders in Limit Order Markets and Floor Exchanges - Kerry Back and Shmuel Baruch Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns - Ravi Jagannathan and Yong Wang Equilibrium Exhaustible Resource Price Dynamics - MURRAY CARLSON, Zeigham Khokher and Sheridan Titman How Costly Is External Financing? Evidence from a Structural Estimation - Christopher A. Hennessy and TONI M. WHITED Do Tests of Capital Structure Theory Mean What They Say? - Ilya A. Strebulaev Corporate Governance and Firm Value: The Impact of the 2002 Governance Rules - Vidhi Chhaochharia and YANIV GRINSTEIN The Takeover Deterrent Effect of Open Market Share Repurchases - Matthew T. Billett and Hui Xue Corporate Governance and Acquirer Returns - RONALD W. MASULIS, Cong Wang and Fei Xie Incentive Effects of Stock and Option Holdings of Target and Acquirer CEOs - Jie Cai, Anand M. Vijh Executive Financial Incentives and Payout Policy: Firm Responses to the 2003 Dividend Tax Cut - Jeffrey R. Brown, Nellie Liang and SCOTT WEISBENNER Sports Sentiment and Stock Returns - Alex Edmans, Diego García and Oyvind Norli Rational Inattention and Portfolio Selection - Lixin Huang and Hong Liu Volume 62: Issue 5, October 2007 Supply and Demand Shifts in the Shorting Market - Lauren Cohen, Karl B. Diether and CHRISTOPHER J. MALLOY Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market - Eric C. Chang, Joseph W. Cheng and Yinghui Yu Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated - Luca Benzoni, PIERRE COLLIN-DUFRESNE and Robert S. Goldstein Multimarket Trading and Liquidity: Theory and Evidence - Shmeul Baruch, G. Andrew Karolyi and Michael L. Lemmon Liquidity and the Law of One Price: The Case of the Futures-Cash Basis - Richard Roll, Eduardo Schwartz and Avanidhar Subrahmanyam Episodic Liquidity Crises: Cooperative and Predatory Trading - Bruce Ian Carlin, Miguel Sousa Lobo and S. VISWANATHAN Liquidity Coinsurance, Moral Hazard, and Financial Contagion - Sandro Brusco and Fabio Castiglionesi Liquidity or Credit Risk? The Determinants of Very Short-Term Corporate Yield Spreads - Dan Covitz and Chris Downing Liquidity Premia and Transaction Costs - Bong-Gyu Jang, Hyeng Keun Koo, Hong Liu and MARK LOEWENSTEIN Analyst Disagreement, Mispricing, and Liquidity - Ronnie Sadka and Anna Scherbina Taking a View: Corporate Speculation, Governance, and Compensation - Christopher C. Geczy, Bernadette A. Minton and Catherine M. Schrand Financial Constraints, Competition, and Hedging in Industry Equilibrium - Tim Adam, Sudipto Dasgupta and Sheridan Titman Exchange Rates and Cash Flows in Differentiated Product Industries: A Simulation Approach - Richard Friberg and Mattias Ganslandt Momentum and Credit Rating - DORON AVRAMOV, Tarun Chordia, Gergana Jostova and Alexander Philipov Price Convexity and Skewness - Jianguo Xu   http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issues_4-5.html Thu, 20 Sep 2007 10:09:05 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issues_4-5.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/GgO66w-KnW4/Mathematical_Finance_Volume_17_Issues_3-4.html             Volume 17 Issue 3 PORTFOLIO MANAGEMENT WITH CONSTRAINTS - Phelim Boyle and Weidong Tian LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK - Paul Glasserman , Wanmo Kang , Perwez Shahabuddin PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS - Erik Ekström , Johan Tysk A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS - Xing Jin , Hwee Huat Tan , Junhua Sun HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES - Claudia La Chioma , Benedetto Piccoli AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT - Aharon Ben-Tal , Marc Teboulle   Volume 17 Issue 4 A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT - Cristin Buescu, Abel Cadenillas, Stanley R. Pliska CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS - Christoph Kühn, Andreas E. Kyprianou THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS - Nina Boyarchenko, Sergei Levendorskii INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL - Vyacheslav Gorovoy, Vadim Linetsky LINEAR-QUADRATIC JUMP-DIFFUSION MODELING - Peng Cheng, Olivier Scaillet DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES - Susanne Klöppel and Martin Schweizer   http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Volume_17_Issues_3-4.html Thu, 20 Sep 2007 09:36:49 -0700 http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Volume_17_Issues_3-4.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Ejo-b5bLPrk/Review_of_Financial_Studies_Volume_20_Issue_5_(Winter_2007).html Table of Contents Further information available at the Journal Home Page. Governance Mechanisms and Bond Prices K.J. Martijn Cremers, Vinay B. Nair, and Chenyang Wei Can the Trade-off Theory Explain Debt Structure? Dirk Hackbarth, Christopher A. Hennessy, and Hayne E. Leland Financial Constraints, Asset Tangibility, and Corporate Investment Heitor Almeida and Murillo Campello An Equilibrium Model of Investment Under Uncertainty Robert Novy-Marx Portfolio Performance Manipulation and Manipulation-proof Performance Measures Jonathan Ingersoll, Matthew Spiegel, William Goetzmann, and Ivo Welch Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation Yongmiao Hong, Jun Tu, and Guofu Zhou Optimal Asset Allocation and Risk Shifting in Money Management Suleyman Basak, Anna Pavlova, and Alexander Shapiro The Forgone Gains of Incomplete Portfolios Monica Paiella When Does Extra Risk Strictly Increase an Option's Value? Eric Rasmusen Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields Qiang Dai, Kenneth J. Singleton, and Wei Yang Does Anonymity Matter in Electronic Limit Order Markets? Thierry Foucault, Sophie Moinas, and Erik Theissen http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Volume_20_Issue_5_(Winter_2007).html Wed, 12 Sep 2007 07:03:12 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Volume_20_Issue_5_(Winter_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0QxQEhj-32A/Journal_of_Finance_Volume_62_Issue_4_(August_2007).html Pay Me Later: Inside Debt and Its Role in Managerial Compensation SUNDARAM, RANGARAJAN K.; YERMACK, DAVID L. Working Orders in Limit Order Markets and Floor Exchanges BACK, KERRY; BARUCH, SHMUEL Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns JAGANNATHAN, RAVI; WANG, YONG Equilibrium Exhaustible Resource Price Dynamics CARLSON, MURRAY; KHOKHER, ZEIGHAM; TITMAN, SHERIDAN How Costly Is External Financing? Evidence from a Structural Estimation HENNESSY, CHRISTOPHER A.; WHITED, TONI M. Do Tests of Capital Structure Theory Mean What They Say? STREBULAEV, ILYA A. Corporate Governance and Firm Value: The Impact of the 2002 Governance Rules CHHAOCHHARIA, VIDHI; GRINSTEIN, YANIV The Takeover Deterrent Effect of Open Market Share Repurchases BILLETT, MATTHEW T.; XUE, HUI Corporate Governance and Acquirer Returns MASULIS, RONALD W.; WANG, CONG; XIE, FEI Incentive Effects of Stock and Option Holdings of Target and Acquirer CEOs CAI, JIE; VIJH, ANAND M. Executive Financial Incentives and Payout Policy: Firm Responses to the 2003 Dividend Tax Cut BROWN, JEFFREY R.; LIANG, NELLIE; WEISBENNER, SCOTT Sports Sentiment and Stock Returns EDMANS, ALEX; GARCIA, DIEGO; NORLI, OYVIND Rational Inattention and Portfolio Selection HUANG, LIXIN; LIU, HONG   http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_4_(August_2007).html Wed, 05 Sep 2007 10:12:10 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_4_(August_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5Qz2SiXaeLk/International_Journal_of_Theoretical_and_Applied_Finance_Vol_10_Iss_2-3.html Table of Contents   Issue 2 STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION - FLORIAN HERZOG, GABRIEL DONDI and HANS P. GEERING THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS - HAITHAM A. AL-ZOUBI and AKTHAM I. MAGHYEREH THE MARKET REACTION TO STOCK SPLITS — EVIDENCE FROM INDIA - A. K. MISHRA ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS - NINA BOYARCHENKO and SERGEI LEVENDORSKI TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE - STEFANO D'ADDONA and MATTIA CIPRIAN COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY - SAMULI IKONEN and JARI TOIVANEN VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS - CHI CHIU CHU and YUE KUEN KWOK FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY - ARIE HAREL and GIORA HARPAZ Issue 3 PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION - ARIE HAREL, GIORA HARPAZ and JACK CLARK FRANCIS DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES - FLORIAN HUEHNE THE LINEAR DEPENDENCE AND FEEDBACK SPECTRA BETWEEN STOCK MARKET AND ECONOMY - XIA PAN ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL - STÉPHAN CLÉMENÇON and SKANDER SLIM AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION - TAKUJI ARAI KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES - LÁSZLÓ GYÖRFI, ANDRÁS URBÁN and ISTVÁN VAJDA HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS - YUNBI AN, ATA ASSAF and JUN YANG AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING - SUHAS NAYAK AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS - MAREK RUTKOWSKI and NANNAN YU http://www.moneyscience.com/Journal_Contents/International_Journal_of_Theoretical_and_Applied_Finance_Vol_10_Iss_2-3.html Thu, 09 Aug 2007 09:55:32 -0700 http://www.moneyscience.com/Journal_Contents/International_Journal_of_Theoretical_and_Applied_Finance_Vol_10_Iss_2-3.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/oF6dpAHK6s8/Finance_and_Stochastics_Vol_7_Iss_2_(April_2007).html Table of Contents   Additive and multiplicative duals for American option pricing - Nan Chen and Paul Glasserman Negative Libor rates in the swap market model - Mark H. A. Davis and Vicente Mataix - Pastor Information reduction via level crossings in a credit risk model - Robert A. Jarrow, Philip Protter and A. Deniz Sezer Correspondence between lifetime minimum wealth and utility of consumption - Erhan Bayraktar and Virginia R. Young No - arbitrage criteria for financial markets with transaction costs and incomplete information - Dimitri De Vallière, Yuri Kabanov and Christophe Stricker The supermartingale property of the optimal wealth process for general semimartingales - Sara Biagini and Marco Frittelli Optimal risk sharing with non - monotone monetary functionals - Beatrice Acciaio Dilatation monotone risk measures are law invariant - Alexander S. Cherny and Pavel G. Grigoriev   http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_7_Iss_2_(April_2007).html Thu, 09 Aug 2007 09:53:28 -0700 http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_7_Iss_2_(April_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/HPMc3ttiddw/Quantitative_Finance_Vol_7_Iss_2:_Special_issue_on_financial_planning_in_a_dynamical_setting.html Table of Contents Introduction to the special issue on financial planning in a dynamical setting - M. A. H. Dempster; Gautam Mitra; Georg Ch. Pflug Trends in quantitative equity management: survey results - Frank J. Fabozzi; Sergio Focardi; Caroline Jonas Portfolio optimization under the Value-at-Risk constraint - Traian A. Pirvu Dynamic consumption and asset allocation with derivative securities - Yuan-Hung Hsuku Volatility-induced financial growth - Michael A. H. Dempster; Igor V. Evstigneev; Klaus R. Schenk-hoppé Constant rebalanced portfolios and side-information - E. Fagiuoli; F. Stella; A. Ventura Improving performance for long-term investors: wide diversification, leverage, and overlay strategies - John M. Mulvey; Cenk Ural; Zhuojuan Zhang Stochastic programming for funding mortgage pools - Gerd Infanger Scenario-generation methods for an optimal public debt strategy - Massimo Bernaschi; Maya Briani; Marco Papi; Davide Vergni Solving ALM problems via sequential stochastic programming - Florian Herzog; Gabriel Dondi; Simon Keel; Lorenz M. Schumani; Hans P. Geering Designing minimum guaranteed return funds - M. A. H. Dempster; M. Germano; E. A. Medova; M. I. Rietbergen; F. Sandrini; M. Scrowston   http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_7_Iss_2:_Special_issue_on_financial_planning_in_a_dynamical_setting.html Thu, 09 Aug 2007 09:51:32 -0700 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_7_Iss_2:_Special_issue_on_financial_planning_in_a_dynamical_setting.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/PIEAtx64BPw/Journal_of_Finance_Volume_62_Issue_3_(June_2007).html Table of Contents Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership By: HELWEGE, JEAN; PIRINSKY, CHRISTO; STULZ, RENÉ M. Efficiency and the Bear: Short Sales and Markets Around the World By: BRIS, ARTURO; GOETZMANN, WILLIAM N.; ZHU, NING Global Growth Opportunities and Market Integration By: BEKAERT, GEERT; HARVEY, CAMPBELL R.; LUNDBLAD, CHRISTIAN; SIEGEL, STEPHAN Giving Content to Investor Sentiment: The Role of Media in the Stock Market By: TETLOCK, PAUL C. The Underwriter Persistence Phenomenon By: HOBERG, GERARD Simple Forecasts and Paradigm Shifts By: HONG, HARRISON; STEIN, JEREMY C.; YU, JIALIN Reputation Effects in Trading on the New York Stock Exchange By: BATTALIO, ROBERT; ELLUL, ANDREW; JENNINGS, ROBERT Participation Costs and the Sensitivity of Fund Flows to Past Performance By: HUANG, JENNIFER; WEI, KELSEY D.; YAN, HONG Financial Speculators' Underperformance: Learning, Self-Selection, and Endogenous Liquidity By: MAHANI, REZA; BERNHARDT, DAN Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 By: BROADIE, MARK; CHERNOV, MIKHAIL; SUNDARESAN, SURESH The Value of Corporate Risk Management By: MACKAY, PETER; MOELLER, SARA B. Corporate Bond Market Transaction Costs and Transparency By: EDWARDS, AMY K.; HARRIS, LAWRENCE E.; PIWOWAR, MICHAEL S. Model Specification and Risk Premia: Evidence from Futures Options By: BROADIE, MARK; CHERNOV, MIKHAIL; JOHANNES, MICHAEL Stochastic Volatilities and Correlations of Bond Yields By: HAN, BING   http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_3_(June_2007).html Thu, 09 Aug 2007 09:50:06 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_3_(June_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SEx6lCbgUk4/Review_of_Financial_Studies_Vol_20_Issue_3_(May_2007).html Table of Contents Transactions Accounts and Loan Monitoring - Loretta J. Mester, Leonard I. Nakamura, and Micheline Renault Spin-offs, Divestitures, and Conglomerate Investment - Gonul Colak and Toni M. Whited The Effect of Private-Debt-Underwriting Reputation on Bank Public-Debt Underwriting - Rajesh P. Narayanan, Kasturi P. Rangan, and Nanda K. Rangan Price Informativeness and Investment Sensitivity to Stock Price - Qi Chen, Itay Goldstein, and Wei Jiang Stock Return Predictability: Is it There? - Andrew Ang and Geert Bekaert The Cross-Section of Expected Trading Activity - Tarun Chordia, Sahn-Wook Huh, and Avanidhar Subrahmanyam Tipping - Paul Irvine, Marc Lipson, and Andy Puckett Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? - Jefferson Duarte, Francis A. Longstaff, and Fan Yu Option Market Activity - Josef Lakonishok, Inmoo Lee, Neil D. Pearson, and Allen M. Poteshman Why Does Implied Risk Aversion Smile? - Alexandre Ziegler Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries - John M. Griffin, Federico Nardari, and Rene M. Stulz Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance - Arturo Bris, Huseyin Gulen, Padma Kadiyala, and P. Raghavendra Rau     http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_3_(May_2007).html Thu, 09 Aug 2007 09:09:52 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_3_(May_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/6UXFdJsUO6I/Mathematical_Finance_Volume_17_Issue_2_(April_2007).html Table of Contents CORRELATED DEFAULTS IN INTENSITY-BASED MODELS Fan Yu OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS Aleš Černý PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS Nicole Bäuerle, Ulrich Rieder DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS I. Klein, L. C. G. Rogers EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION Y. Maghsoodi ON THE TIMING OPTION IN A FUTURES CONTRACT Francesca Biagini, Tomas Björk DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE Kristian Stegenborg Larsen, Michael Sørensen STOCK LOANS Jianming Xia, Xun Yu Zhou Further information at the Journal Home Page , where you can currently get Vol. 17 Issue 1 for Free .   http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Volume_17_Issue_2_(April_2007).html Thu, 09 Aug 2007 09:07:51 -0700 http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Volume_17_Issue_2_(April_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/cueRfEhKY5s/Journal_of_Finance_Volume_62_Issue_2_(April_2007).html Table of Contents Fund Manager Use of Public Information: New Evidence on Managerial Skills KACPERCZYK, MARCIN; SERU, AMIT Managerial Ability, Compensation, and the Closed-End Fund Discount BERK, JONATHAN B.; STANTON, RICHARD Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market GABAIX, XAVIER; KRISHNAMURTHY, ARVIND; VIGNERON, OLIVIER Banking Deregulation and Industry Structure: Evidence from the French Banking Reforms of 1985 BERTRAND, MARIANNE; SCHOAR, ANTOINETTE; THESMAR, DAVID Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans SUFI, AMIR Winners or Losers? The Effects of Banking Consolidation on Corporate Borrowers DI PATTI, EMILIA BONACCORSI; GOBBI, GIORGIO Growth Opportunities and the Choice of Leverage, Debt Maturity, and Covenants BILLETT, MATTHEW T.; KING, TAO-HSIEN DOLLY; MAUER, DAVID C. Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle LERNER, JOSH; SCHOAR, ANTOINETTE; WONGSUNWAI, WAN Financial Synergies and the Optimal Scope of the Firm: Implications for Mergers, Spinoffs, and Structured Finance LELAND, HAYNE E. A Theory of Takeovers and Disinvestment LAMBRECHT, BART M.; MYERS, STEWART C. How Are Firms Sold? BOONE, AUDRA L.; MULHERIN, J. HAROLD On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing BOUDOUKH, JACOB; MICHAELY, RONI; RICHARDSON, MATTHEW; ROBERTS, MICHAEL R. Decoupling CEO Wealth and Firm Performance: The Case of Acquiring CEOs HARFORD, JARRAD; LI, KAI Corporate Governance, Idiosyncratic Risk, and Information Flow FERREIRA, MIGUEL A.; LAUX, PAUL A. You can download upcoming papers in the Journal of Finance for free from the American Finance Association Home Page.     http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_2_(April_2007).html Thu, 09 Aug 2007 09:05:54 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Volume_62_Issue_2_(April_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3T87qKscacI/Review_of_Financial_Studies_Vol_20_Issue_2_(Summer_2007).html Table of Contents   Transparency and Liquidity: A Controlled Experiment on Corporate Bonds - Michael A. Goldstein, Edith S. Hotchkiss, and Erik R. Sirri Financial Intermediation and the Costs of Trading in an Opaque Market - Richard C. Green, Burton Hollifield, and Norman Schurhoff Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing - Ekkehart Boehmer, Robert Jennings, and Li Wei Options and Bubbles - Steven L. Heston, Mark Loewenstein, and Gregory A. Willard Imperfect Competition, Information Heterogeneity, and Financial Contagion - Paolo Pasquariello Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility - Alexey Medvedev and Olivier Scaillet Do Termination Provisions Truncate the Takeover Bidding Process? - Audra L. Boone and J. Harold Mulherin Trade Credit: Suppliers as Debt Collectors and Insurance Providers - Vicente Cunat   http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_2_(Summer_2007).html Thu, 09 Aug 2007 09:03:48 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_20_Issue_2_(Summer_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/xi-f91johuo/Quantitative_Finance_Vol_7_Iss_1_(January_2007).html Table of Contents   Nobel Prize versus no bells and whistles: an assessment of two active portfolio construction techniques - David J. Buckle The effect of size-based regulation on an economic system exhibiting self-organized criticality - Di Lu; Shuming Du Multi-scaling in finance - T. Di Matteo Do supply and demand drive stock prices? - Carl Hopman Relative volume as a doubly stochastic binomial point process - James McCulloch The geometry of crashes. A measure of the dynamics of stock market crises - Tanya AraÚJo; Francisco LouÇà Is there an informationally passive benchmark for option pricing incorporating maturity? - Vicky Henderson; David Hobson; Tino Kluge Distribution of occupation times for constant elasticity of variance diffusion and the pricing of agr-quantile options - Kwai Sun Leung; Yue Kuen Kwok Calibration of a nonlinear feedback option pricing model - Simona Sanfelici http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_7_Iss_1_(January_2007).html Thu, 09 Aug 2007 09:02:15 -0700 http://www.moneyscience.com/Journal_Contents/Quantitative_Finance_Vol_7_Iss_1_(January_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/1wZhtJLq6Bk/Review_of_Financial_Studies_Vol_19_Issue_1_(Spring_2007).html Table of Contents   Portfolio Selection in Stochastic Environments - Jun Liu Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach - Lorenzo Garlappi, Raman Uppal, and Tan Wang Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk - Valery Polkovnichenko Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds - Gordon J. Alexander, Gjergji Cici, and Scott Gibson Agency and Optimal Investment Dynamics - Peter M. DeMarzo and Michael J. Fishman The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures - Michel A. Habib and Pierre Mella-Barral     http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_19_Issue_1_(Spring_2007).html Thu, 09 Aug 2007 08:57:50 -0700 http://www.moneyscience.com/Journal_Contents/Review_of_Financial_Studies_Vol_19_Issue_1_(Spring_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/anVOGwcm5ac/Journal_of_Finance_Vol_62_Issue_1_(Feb_2007).html Table of Contents   Why Do Firms Issue Equity? - Amy Dittmar, ANJAN THAKOR Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium - Martin Lettau, JESSICA A. WACHTER Common Failings: How Corporate Defaults Are Correlated - SANJIV R. DAS, Darrell Duffie, NIKUNJ KAPADIA, LEANDRO SAITA Corporate Yield Spreads and Bond Liquidity - LONG CHEN, DAVID A. LESMOND, JASON WEI Information Cascades: Evidence from a Field Experiment with Financial Market Professionals - JONATHAN E. ALEVY, MICHAEL S. HAIGH, John A. List Learning by Observing: Information Spillovers in the Execution and Valuation of Commercial Bank M&As - GAYLE DELONG, ROBERT DEYOUNG A Theory of Friendly Boards - RENEE B. ADAMS, DANIEL FERREIRA Whom You Know Matters: Venture Capital Networks and Investment Performance - YAEL V. HOCHBERG, ALEXANDER LJUNGQVIST, YANG LU Lower Salaries and No Options? On the Optimal Structure of Executive Pay - Ingolf Dittmann, Ernst Maug Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile? - ROBERT JARROW, Haitao Li, FENG ZHAO The Impact of Collateralization on Swap Rates - Michael Johannes, SURESH SUNDARESAN, The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - Carmelo Giaccotto, GERSON M. GOLDBERG, Shantaram P. Hegde The Initial Public Offerings of Listed Firms - FRANCOIS DERRIEN, AMBRUS KECSKÉS     http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Vol_62_Issue_1_(Feb_2007).html Thu, 09 Aug 2007 08:55:17 -0700 http://www.moneyscience.com/Journal_Contents/Journal_of_Finance_Vol_62_Issue_1_(Feb_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/-e1Ad4TvspU/Finance_and_Stochastics_Vol_11_Iss_1_(January_2007).html Table of Contents Optimal dividend policy and growth option - Jean-Paul Décamps and Stéphane Villeneuve Moment explosions in stochastic volatility models - Leif B. G. Andersen and Vladimir V. Piterbarg A model of optimal portfolio selection under liquidity risk and price impact - Vathana Ly Vath, Mohamed Mnif and Huyên Pham Smooth convergence in the binomial model - Lo-Bin Chang and Ken Palmer Optimal investments for risk- and ambiguity-averse preferences: a duality approach - Alexander Schied Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels - A. E. Kyprianou and B. A. Surya http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_11_Iss_1_(January_2007).html Thu, 09 Aug 2007 08:53:06 -0700 http://www.moneyscience.com/Journal_Contents/Finance_and_Stochastics_Vol_11_Iss_1_(January_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/aCmti6qq_is/International_Jrnl_of_Theoretical_and_Applied_Finance_Vol_10_Iss_1_(February).html Table of Contents EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES - L. A. BORDAG and A. Y. CHMAKOVA MODERN LOGARITHMS FOR THE HESTON MODEL - INGO FAHRNER A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES - HONGTAO YANG PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE - GIUSEPPE CAMPOLIETI and ROMAN MAKAROV A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS - ANTHONY E. KRZESINSKI, ANDRE COSTA, MAYA RAMAKRISHNAN and PETER G. TAYLOR A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION - ANTONY WILLIAM STACE VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING - YINGZI ZHU and JIN E. ZHANG STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS - HIROSHI SHIRAISHI and MASANOBU TANIGUCHI A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES - CARL CHIARELLA, CHRISTINA NIKITOPOULOS SKLIBOSIOS and ERIK SCHLÖGL http://www.moneyscience.com/Journal_Contents/International_Jrnl_of_Theoretical_and_Applied_Finance_Vol_10_Iss_1_(February).html Thu, 09 Aug 2007 08:51:16 -0700 http://www.moneyscience.com/Journal_Contents/International_Jrnl_of_Theoretical_and_Applied_Finance_Vol_10_Iss_1_(February).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SDD-BRWaz-M/Mathematical_Finance_Vol_17_Issue_1_(January_2007).html Table of Contents THE RANGE OF TRADED OPTION PRICES - Mark H. A. Davis, David G. Hobson MODELING LIQUIDITY EFFECTS IN DISCRETE TIME - Umut Çetin, L. C. G. Rogers SELF-DECOMPOSABILITY AND OPTION PRICING - Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING - H. Mete Soner, Nizar Touzi OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR - Abel Cadenillas, Sudipto Sarkar, Fernando Zapatero THEORY AND CALIBRATION OF SWAP MARKET MODELS - S. Galluccio, J.-M. Ly, Z. Huang, O. Scaillet MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES - Christer Borel     http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Vol_17_Issue_1_(January_2007).html Thu, 09 Aug 2007 08:45:04 -0700 http://www.moneyscience.com/Journal_Contents/Mathematical_Finance_Vol_17_Issue_1_(January_2007).html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/61uuJ9GoLUI/Data_Shaping_Solutions,_LLC http://www.moneyscience.com/Financial_Services_Directory/profile/Data_Shaping_Solutions,_LLC http://www.moneyscience.com/Financial_Services_Directory/profile/Data_Shaping_Solutions,_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market Risk Analysis: Quantitative Methods in Finance, Volume 1 Carol Alexander Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. ISBN: 9780470998007 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander Volume two of Market Risk Analysis introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. ISBN: 9780470998014 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market Risk Analysis: Modelling Financial Instruments, Volume 3 Carol Alexander The third volume is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. ISBN: 9780470997895 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Juerg M. Syz Property Derivatives - Pricing, Hedging and Applications The first book aimed at practitioners involved in the meteoric growth in the property derivatives markets.  Covers both users and providers. ISBN: 9780470998021 - 252 pages - Cloth - 11-Aug-08 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market-Risk Analysis: Value-at-Risk Models, Volume 4 Carol Alexander Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. ISBN:9780470997888 - 09-Jan-09 - £60.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Strategic Asset Allocation in Fixed Income Markets - A Matlab based user's guide Ken Nyholm The only book to provide a comprehensive introduction to using Matlab to implement financial models for finance practitioners. ISBN: 9780470753620 - 186 pages - Cloth - 10-Nov-08 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Alternative Beta Strategies and Hedge Fund Replication Lars Jaeger The first book to guide investors on how to make better returns by analyzing, benchmarking and replicating the beta risk factors from successful hedge funds. ISBN: 9780470754467 - 272 pages - Cloth - 17-Nov-08 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books The Rating Agencies and Their Credit Ratings - What They Are, How They Work, and Why They are Relevant Prof. Herwig Langohr & Patricia Langohr An objective and critical analysis of ratings agencies and their role in the capital markets, combining academic theory with what happens in practice. ISBN: 9780470018002 - 560 pages - Cloth - 02-Feb-09 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market Risk Management for Hedge Funds - Foundations of the Style and Implicit Value-at-Risk Francois Duc & Yann Schorderet The only book to examine the state of the art in Market Risk management for hedge funds. ISBN: 9780470722992 - 262 pages - Cloth - 15-Dec-08 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Commodity Modeling and Pricing - Methods for Analyzing Resource Market Behavior Peter V. Schaeffer Observations and insights on modelling commodity prices and markets from several of the world's leading economists. ISBN: 9780470317235 - 298 pages - Cloth - 13-Oct-08 - £57.50 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Financial Modelling in Practice - A Concise Guide for Intermediate and Advanced Level with CD ROM Dr Michael Rees Based on many years training and consultancy, this book provides a practical, comprehensive and in-depth guide to financial modelling. ISBN: 9780470997444 - 288 pages - Cloth - 05-Jan-09 - £60.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Stochastic Simulation and Applications in Finance with MATLAB Programs Huu Tue Huynh, Van Son Lai & Issouf Soumare A comprehensive text explaining the theory and practice of stochastic processes in financial engineering covering mathematical and computational techniques. ISBN: 9780470725382 - 360 pages - Cloth - 19-Jan-09 - £60.0 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Risk Management in Commodity Markets - From shipping to agricuturals and energy Prof. Helyette Geman Written by the top expert in the field, this book provides a practical guide to commodities and the pricing and modelling of commodity derivatives. ISBN: 9780470694251 - 320 pages - Cloth - 26-Jan-09 - £80.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Frontiers in Quantitative Finance - Volatility and Credit Risk Modeling Rama Cont This is an essential volume of contributions from popular quants on cutting-edge financial modelling topics, including volatility modelling and credit risk. ISBN: 9780470292921 - 300 pages - Cloth - 17-Nov-08 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Behavioural Finance for Private Banking Prof. Thorsten Hens & Kremena Bachmann A complete framework for applying behavioural finance to the private banking process. ISBN: 9780470779996 - 264 pages - Cloth - 16-Feb-09 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Modelling Single-name and Multi-name Credit Derivatives Dominic O'Kane Written by one of the top names in the field of credit, this book combines the theory and practice (with a very heavy focus on practice) of pricing and implementing credit derivatives for credit risk modeling. ISBN: 9780470519288 - 514 pages - Cloth - 01-Sep-08 - £70.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Managing Liquidity in Banks: A top down approach Rudolf Duttweiler A must have guide to protecting your business from liquidity risk at every level of the organization. ISBN: 9780470740460 - 17-Apr-09 - £34.99 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Operational Risk Assessment: The Commercial Imperative of a More Forensic and Trasparent Approach Brendon Young & Rodney Coleman The most up-to-date look at the forensic approach to operational risk assessment, within the context of the latest legislation on transparency. ISBN: 9780470753873 - 17-Apr-09 - £65.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Measuring Operational and Reputational Risk: A Practitioner's Approach Aldo Soprano, Bert Crielaard, Fabio Piacenza and Daniele Ruspantini The only book to apply current theory on operational risk to real-life information on banks databases - of key importance when interpreting risk. ISBN: 9780470517703 - 20-Mar-09 - £34.99 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Unified Financial Analysis: the missing links of finance Willi Brammertz Ioannis Akkizidis, Wolfgang Breymann, Rami Entin, Marco Rustmann Looks at the common principles of all types of financial analysis, finding a basis for building effective infrastructures in banking. ISBN: 9780470697153 - 06-Mar-09 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Riccardo Rebonato, Kenneth McKay, Richard White Written by highly experienced, well-respected researchers and practitioners, this book presents a never before published major innovation in interest rate modelling. ISBN: 780470740057 - 06-Mar-09 - £65.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Positive Alpha Generation: Designing Sound Investment Processes Claude Diderich The only book to show how to design and implement quantitative models for gaining positive alpha ISBN: 9780470061114 - 27-Jan-09 - £45.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books Market Risk Analysis, 4 Volume Boxset Carol Alexander Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on the subject. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. ISBN: 9780470997994 - 23-Jan-09 - £180.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0ZJ8t-xaKRQ/Wiley_Finance_Books The Long and Short Of Hedge Funds: A Complete Guide to Hedge Fund Evaluation and Investing Daniel A. Strachman An innovative A to Z guide to the world of hedge funds The Long and Short of Hedge Funds presents readers with a unique look at these investment vehicles, the people who run them, and those who provide services to them. ISBN: 9780471792185 - 19-Dec-08 - £65.00 http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://www.moneyscience.com/Financial_Services_Directory/profile/Wiley_Finance_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/nJjoXwsmnbY/Algorithmic_Media_Ltd. Automated Trader is the first global magazine dedicated to automated and algorithmic trading, and offers in-depth business and technical coverage through comprehensive news, features, in-depth articles on best practice/techniques and detailed user case studies. In addition to thousands of CTAs, hedge funds, proprietary trading operations and conventional asset managers globally, Automated Trader is also read by all major sellside participants in automated and algorithmic trading. http://www.moneyscience.com/Financial_Services_Directory/profile/Algorithmic_Media_Ltd. http://www.moneyscience.com/Financial_Services_Directory/profile/Algorithmic_Media_Ltd. http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/DY4rWRm7UfE/Wilmott_Magazine Independent, controversial and exciting, every two months Wilmott magazine brings you a valuable collection of papers, reports, and articles. Paul Wilmott and his team of expert contributors provide a unique mix of complex content and humor to inform and entertain analysts and academics alike. http://www.moneyscience.com/Financial_Services_Directory/profile/Wilmott_Magazine http://www.moneyscience.com/Financial_Services_Directory/profile/Wilmott_Magazine http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/kzMcu_dqcGE/Frequently_Asked_Questions_in_Quantitative_Finance,_2nd_Edition.html ISBN: 978-0-470-74875-6 Paperback 624 pages September 2009 £29.99 / €36.00 Excerpt 1 (PDF) Excerpt 2 (PDF) Excerpt 3 (PDF) Get the Book from Wiley Finance The Paul Wilmott Magic Show at Wilmott.com     Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd better know what you are doing, there's now a big responsibility on your shoulders. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. …And that's what this book is about. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!" FAQQF2...including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" (Portfolio magazine/Nassim Nicholas Taleb), "cult derivatives lecturer" (Financial Times), "the finance industry's Mozart" (Sunday Business), "financial mathematics guru" (BBC) and "a very naughty boy" (his mother). [Externalrss-bookreviews-titles-rssl-6-30][Externalrss-FinanceFocus-titles-rssr-6-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Frequently_Asked_Questions_in_Quantitative_Finance,_2nd_Edition.html Tue, 17 Nov 2009 07:32:22 -0800 http://www.moneyscience.com/Books___and___Reviews/Frequently_Asked_Questions_in_Quantitative_Finance,_2nd_Edition.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/kWRFdUoPKhc/Lords_of_Finance_–_Liaquat_Ahamed_wins_the_Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Award_2009_.html Liaquat Ahamed today won the Financial Times and Goldman Sachs Business Book of the Year Award 2009 for Lords of Finance: 1929, The Great Depression, and the Bankers Who Broke the World, published by William Heinemann. The Award was presented today at a gala dinner at the Victoria & Albert Museum in London by Lionel Barber, editor, Financial Times, and Lloyd C. Blankfein, Chairman and Chief Executive Officer, Goldman Sachs. The keynote speaker was The Rt Hon Lord Mandelson, UK Secretary of State for Business, Innovation & Skills. Lord Mandelson said: "The Financial Times and Goldman Sachs Business Book Award celebrates books that are not just about running a business but are also about the social, political, and even ethical landscape in which business is done. This is the business that I deal with as a Minister, and which shapes our economy." Liaquat Ahamed saw off strong competition to win the £30,000 prize. The Award, which was established in 2005, aims to find the book that provides ‘the most compelling and enjoyable insight into modern business issues.’ Each of the five runners-up received a cheque for £5,000 and can expect heightened interest in their influential books. Lionel Barber said of the winning title: "A brilliant book, which brings to life the 1920s and the role of its great public servants in trying, but ultimately failing, to manage the world financial system. A must for anyone who wants to understand economics." Lloyd C. Blankfein commented: "Lords of Finance is a timely reminder that turmoil and instability in financial markets are not an invention of the 21st Century. It is an extraordinarily researched book that is beautifully written." The judging panel for the 2009 Award was: - Lionel Barber, editor, Financial Times - Lloyd C. Blankfein, Chairman and Chief Executive Officer, The Goldman Sachs Group, Inc. - Mario Monti, President of the Bocconi University of Milan and the first Chairman of Bruegel - Helen Alexander, President, CBI - Lynda Gratton, Professor, London Business School - Alexander S. Friedman, Chief Financial Officer, The Bill & Melinda Gates Foundation Winner 2009 Lords of Finance: 1929, The Great Depression, and the Bankers who Broke the World Liaquat Ahamed (William Heinemann/Random House UK, The Penguin Press USA) Many of us take it as a given that the Great Depression – the consequences of which reverberated for decades, crippling the future of an entire generation and setting the stage for WWII – resulted from a confluence of inexorable forces beyond any one person or government’s control. In fact, as erudite economist Liaquat Ahamed explains, it was the decisions taken by a small number of central bankers that was the primary cause of the economic meltdown. In Lords of Finance, we meet the neurotic and enigmatic Montagu Norman of the Bank of England; the xenophobic and suspicious Émile Moreau of the Banque de France; the arrogant yet brilliant Hjalmar Schacht of the Reichsbank; and the dynamic Benjamin Strong of the New York Federal Reserve Bank. These four men were as prominent in their time as Alan Greenspan, Hank Paulson and Mervyn King are today, but their names were lost to history, their story untold, until now. As yet another period of economic turmoil makes headlines today, the Great Depression and the year 1929 remain the benchmark for true financial mayhem. Lords of Finance brings a new understanding of the origins and global nature of financial crises, and offers a timely and arresting reminder that individuals – their ambitions, limitations and human nature – lie at the very heart of global catastrophe. [Externalrss-bookreviews-titles-rssrt-8-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Lords_of_Finance_–_Liaquat_Ahamed_wins_the_Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Award_2009_.html Fri, 30 Oct 2009 04:33:37 -0700 http://www.moneyscience.com/Books___and___Reviews/Lords_of_Finance_–_Liaquat_Ahamed_wins_the_Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Award_2009_.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/rRd6Opm6FNI/Innovation_and_the_Future_Proof_Bank_-_A_Practical_Guide_to_Doing_Different_Business-as-Usual.html Read more at Wiley Finance Read Excerpt: Chapter (PDF) Read Excerpt: Table of Contents (PDF) ISBN: 978-0-470-71419-5 - 334 pages - Hardcover - August 2009 Wiley Finance Profile at MoneyScience   Innovation, the conversion of the new to business as usual, is a very special business process. It is the business process able to reprogram all others. Creating the practices that make this process work is a key challenge for all in financial services that are worried about responding to the future. When an institution can identify things that are outside its present practices and convert them, production line style, into products, processes, cultural changes, or new markets, it will never be outpaced by internal or external change again. The institution becomes “FutureProof”. This is a book about those practices in banks. It explains, using examples from institutions around the world, what it takes to create an innovation culture that consistently introduces new things into undifferentiated markets and internal cultures. It shows how banks can leverage the power of the new to establish unexpected revenue lines, or make old ones grow. And it provides advice on the social and political factors that either help or hinder the germination of the new in banks. Moreover, though, this is a book about the science of innovation in a banking context. Drawing from practices already highly developed in financial services – managing portfolios of assets to mitigate risk - it explains how practitioners can run their innovations groups like any other business line in the bank one that delivers a return on investment predictably and at high multiples of internal cost of capital. For leaders, Innovation and the Future Proof Bank provides the diagnostic tools to guide benchmarking and investment decisions for the innovation function. And for innovation practitioners, the book lays out everything needed to make sure that converting the new to business as usual is predictable, measurable, and profitable. [RandomProduct-126] [RandomProduct-123] [Externalrss-bookreviews-titles-rssl-8-30][Externalrss-twitters-titles-rssr-6-30] http://www.moneyscience.com/Books___and___Reviews/Innovation_and_the_Future_Proof_Bank_-_A_Practical_Guide_to_Doing_Different_Business-as-Usual.html Mon, 26 Oct 2009 10:05:34 -0700 http://www.moneyscience.com/Books___and___Reviews/Innovation_and_the_Future_Proof_Bank_-_A_Practical_Guide_to_Doing_Different_Business-as-Usual.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/bl-JfOOr4hE/Book_Review_-_The_Myth_of_the_Rational_Market_-_A_History_of_Risk,_Reward,_and_Delusion_on_Wall_Street.html Cosma Shalizi reviews Justin Fox's book over at American Scientist in this article titled: Twilight of the Efficient Markets. The Myth of the Rational Market, by Justin Fox, is an account - popular but thorough - of the roots, rise, triumph and ongoing fall of the theory of efficient markets in finance. This school of thought is an exemplary specimen of a type of social science that flourished after World War II: It has mathematical models at its center, has supposedly been empirically validated by statistical analyses, is indifferent to history and to institutions, and takes as an axiom that people are intelligent, farsighted and greedy. Unlike many economic theories, the efficient-market school has been influential beyond academia. It helped reshape ideas about how companies should be run, how executives should be paid, and indeed how the economy should be regulated (or not) to promote the general welfare. (In comic-book form: A mild-mannered social science by day, at night efficient-market theory puts on a cloak of ideology and struggles for the Capitalist Way.) The theory contributed, arguably, to setting up the crisis that has gripped the world economy since 2007. Its story is of much more than just scholarly interest. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers [Externalrss-bookreviews-titles-rssr-6-30] http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_The_Myth_of_the_Rational_Market_-_A_History_of_Risk,_Reward,_and_Delusion_on_Wall_Street.html Fri, 09 Oct 2009 06:20:33 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_The_Myth_of_the_Rational_Market_-_A_History_of_Risk,_Reward,_and_Delusion_on_Wall_Street.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5KpZAdkNd4U/Book_Review_-_Principles_of_Quantitative_Development_by_Manoj_Thulasidas.html A Book by Dr. Manoj Thulasidas for Quantitative Analysts, Developers, Traders and Middle Office Professionals In "Principles of Quantitative Development", Thulasidas has offered a contribution that is somewhat unique in the literature associated with the field of Quantitative Development. In that specialised, narrow domain, technical books abound. Most such titles are concerned with the intricacies of the application of specific programming language to the problems of financial engineering or, expositions of advanced mathematics as used in the pricing models of exotic financial derivative products. Thulasidas however has taken a very different tact. Focusing instead on what he terms "the big picture", Thulasidas offers us his insights into the role of Quantitative Development in the broader context of a bank's "trading platform". Armed with such insights, he shows us how an understanding of the varied usages of the trading platform can and should be used to influence and shape its design. In the opening chapters, the book is concerned with defining what is meant by the term "trading platform". In doing so, Thulasidas necessarily reviews the "architecture" of a bank from the point of view of a Quantitative Developer. That is, he discusses the nature and interactions of the front, middle and back offices of a bank, the different roles that professionals in each of those areas satisfy and how each of their respective needs induce a different set of requirements on the trading platform. Moving on, he reviews the nature of trades, the so-called trade "life cycle" and how different views of a trade are required as a function of the life cycle and the business role of the user... Read the Full Review by Shayne Fletcher, Executive Director, Nomura, and author of "Financial Modelling in Python." Due to be published by Wiley in 2010, you can already see the website of the book here. [Externalrss-FinanceFocus-titles-rssl-6-30][Externalrss-bookreviews-titles-rssr-6-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Principles_of_Quantitative_Development_by_Manoj_Thulasidas.html Tue, 15 Sep 2009 08:40:08 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Principles_of_Quantitative_Development_by_Manoj_Thulasidas.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/zuOl5XHIoWM/For_Crying_Out_Loud_-_From_Open_Outcry_to_the_Electronic_Screen.html by Leo Melamed ISBN: 978-0-470-22943-9 Hardcover 343 pages September 2009 £26.99 / €33.30 Buy the Book "Leo Melamed has written an adventure story worthy of Hemingway. It's also a spy thriller and historic chronicle. It is the defining account of modern change that comes to an industry as old as Bedouins trading sheep on a dusty rock. Seen from the ultimate insider, we glimpse a world unseen and unknown to most of us. It is a very important work that could become a business school bible." - Bill Kurtis, Kurtis Productions, Ltd. During the current unprecedented global meltdown when Wall Street went monstrously wrong, the Chicago Mercantile Exchange (the Merc), now CME Group, Inc is the poster child for what went right. How did an organization that was originally synonymous with the "House that Pork Bellies Built" transform into the "House that Innovation Built"? The answer is found in the rich history of the Merc and the people who continuously defied the status quo to revolutionize the industry. According to Leo Melamed, globally recognized founder of financial futures and author of the FOR CRYING OUT LOUD (Wiley, August 2009, ISBN: 978-0-470-22943-9, $39.95), "Human history is replete with new ideas, postulates, and inventions that were so revolutionary or monumental that their advocates were vehemently rebuked and the ideas were rejected by the establishment. Milton Friedman defined it as Tyranny of the Status Quo...adherents of the status quo have sought to prevent advancement using whatever means necessary. The futures markets have been no different." Leo Melamed's book is an informal history of the CME Group from 1996-2006; a decade filled with unparalleled accomplishments further establishing CME as the colossal global powerhouse of futures and options. As one of the great innovators in financial markets and the guiding hand of CME for the last 45 years, Melamed provides readers with an inside look at a major American enterprise throughout this fascinating, make-or-break period. FOR CRYING OUT LOUD reveals the battles, personalities, and strategies that transformed the futures markets from the open outcry birth to the electronic future. Using relevant documents, exhibits, essays, and references to illustrate the story behind CME, Melamed identifies the trends, technology, and products that have shaped the world of futures and options, as well as how financial futures have allowed investors to manage generalized risks to both reduce exposure and capture increased profits within a market structure. The book also includes Melamed's predictions for what this dynamic and demanding industry may look like in the years ahead. FOR CRYING OUT LOUD is the ultimate insider glimpse into how CME has grown from a modest exchange trading livestock futures to become the dominant player in the futures and options markets. About the Author In 1972, as chairman of the Chicago Mercantile Exchange (CME), Leo Melamed (Chicago, IL) launched currency futures and created the International Monetary Market (IMM)---the first futures market for financial instruments. The founding of financial futures has been applauded throughout the financial world and hailed by Dr. Merton H. Miller, Professor of Banking and Finance, University of Chicago, as "the most significant financial innovation of the last twenty years." At the close of 1999, Melamed was named by the former editor of the Chicago Tribune, among the ten most important Chicagoans in business of the 20th Century. Chicago Magazine included him among the century's top one hundred Chicagoans. In 2003, Pensions & Investments included him in the list of 30 individuals whose contribution "made the most dramatic difference" in the management of money during the last 100 years. Melamed has been an advisor to the U.S. Commodity Futures Trading Commission (CFTC) and often serves as special advisor on futures markets to governments worldwide. Melamed has written extensively on financial markets. His original memoirs Escape to the Futures tells the story of the making of the modern Chicago Mercantile Exchange and has been translated into Japanese, Chinese, Korean, and soon Russian. He was editor of An Anthology: The Merits of Flexible Exchange Rates, and author of Leo Melamed on the Markets and the science fiction novel The Tenth Planet. Melamed is Chairman Emeritus of the CME Group, a member of its board, and chairman of its Strategic Steering Committee. He is an attorney by profession and an active futures trader. He currently serves as Chairman and CEO of Melamed & Associates, Inc., a global markets consulting organization. [Externalrss-bookreviews-titles-rssl-6-30][Externalrss-RecentLinks-titles-rssr-6-30] [FeaturedCompany-1533] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/For_Crying_Out_Loud_-_From_Open_Outcry_to_the_Electronic_Screen.html Fri, 21 Aug 2009 00:59:25 -0700 http://www.moneyscience.com/Books___and___Reviews/For_Crying_Out_Loud_-_From_Open_Outcry_to_the_Electronic_Screen.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0cAPlz1bhhM/Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Longlist.html Via Simoleon Sense and 800ceoread.com: The longlist for the 2009 Financial Times and Goldman Sachs Business Book of the Year Award has been announced. "The award is designed to highlight the book that provides the most compelling and enjoyable insight into modern business issues, including management, finance, and economics." The shortlist will be announced in September, and the overall winner will be announced at gala dinner in London at the end of October at which the keynote speaker will be, Lord Peter Mandelson, the UK secretary of state for business, innovation and skills. The winning author will receive £30,000 and the other five shortlisted authors will each receive £5,000. More from The Bookseller. Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism by George A Akerlof, Robert J Shiller Clever: Leading Your Smartest, Most Creative People by Rob Goffee, Gareth Jones Free: The Future of a Radical Price by Chris Anderson Good Value: Reflections on Money, Morality and an Uncertain World by Stephen Green House of Cards: A Tale of Hubris and Wretched Excess on Wall Street By William D Cohan (Cohan won the award two years ago for his first book, The Last Tycoons.) How the Mighty Fall: And Why Some Companies Never Give in by Jim Collins Imagining India: The Idea of a Renewed Nation by Nandan Nilekani In Fed We Trust: Ben Bernanke’s War on the Great Panic by David Wessel Lords of Finance: The Bankers Who Broke the World by Liaquat Ahamed The Match King: Ivar Kreuger, the Financial Genius Behind a Century of Wall Street Scandals by Frank Partnoy The Myth of the Rational Market: A History of Risk, Reward, and Delusion on Wall Street by Justin Fox Supercorp: How Vanguard Companies Create Innovation, Profits, Growth, and Social Good by Rosabeth Moss Kanter This Time Is Different: Eight Centuries of Financial Folly by Carmen M Reinhart, Kenneth Rogoff Why Your World Is about to Get a Whole Lot Smaller: Oil and the End of Globalization by Jeff Rubin [Externalrss-ssense-titles-rssl-12-30][Externalrss-FinanceFocus-titles-rssr-4-30][Externalrss-bookreviews-titles-rssr-5-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Longlist.html Fri, 14 Aug 2009 00:56:55 -0700 http://www.moneyscience.com/Books___and___Reviews/Financial_Times_and_Goldman_Sachs_Business_Book_of_the_Year_Longlist.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_2SvsKYrchQ/Featured_Book_-_Day_One_Trader,_A_Liffe_Story_.html Day One Trader is the exclusive story of John Sussex on his journey from son of a Basildon factory worker, leaving school at 16, to successful City financier and member of the Liffe board. Providing a unique insight to this competitive and often brutal industry, readers will discover the tactics used by dealers to survive the jungle of the pits in a story that chronicles the floor banter and characters that made Liffe a global derivatives powerhouse. Packed full of exclusive until now unreported stories, Day One Trader sheds new light on what motivated characters such as Nick Leeson, and provides insight to Liffe floors star traders. Financial experts and novices alike will be gripped by Sussexs account of the highs and lows of a career that spanned almost three decades in the history of the financial markets. Day One Trader: A Liffe Story at Wiley Finance Featured Titles from Wiley Finance Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Featured_Book_-_Day_One_Trader,_A_Liffe_Story_.html Thu, 30 Jul 2009 07:54:22 -0700 http://www.moneyscience.com/Books___and___Reviews/Featured_Book_-_Day_One_Trader,_A_Liffe_Story_.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/eF06beRqMcA/The_Fall_of_the_House_of_Credit_-_What_Went_Wrong_in_Banking_and_What_can_be_Done_to_Repair_the_Damage.html So-called "toxic assets" were not the cause of the international banking crisis, despite problems with sub-prime mortgage investments, according to a new book by Cass academic Dr Alistair Milne. It was the banks' reliance on the short term 'money markets' to finance their holdings of these securities that destabilised the global financial system. The Fall of the House of Credit* examines the banking problems at the heart of the current economic crisis. In almost all cases the senior securities secured on bank loans - such as those from the Countrywide ABS-2006-19, a typical US sub-prime mortgage backed securitisation - were and remain entirely free from risk of default. But as the book reveals an initial loss of confidence in these loan backed securities was enough to trigger a damaging feedback loop, with withdrawal of funds, falling prices and a collapse of trading. This in turn led to the collapse of banks like Citigroup, Northern Rock and Bear Stearns. Dr Milne says: "Without funding no-one could any longer buy or sell these credit assets and banks could not use them to finance their lending. When confidence in banks and credit assets collapsed so did spending and exports from China and other countries. "Many experts are talking about the need to regulate banks, but this is not the central issue. The bigger problem is that banks and other financial institutions have the wrong business model. In the past they made profits by renting money from around the world and using this to finance a consumer spending boom. In the future their profits will have to come from collecting savings from customers and raising the long term funds needed to finance business investment. Without this change there will be no sustained recovery and the 'green shoots' will wither away." Rebuilding the global financial system means we must overcome short term and a long term challenges. The short term challenge is healing this major wound - the lack of confidence in banks and in bank credit products. This makes it extremely difficult for banks to lend and is a heavy drag on economic activity. The long term challenge is to channel the savings needed to finance new and more productive businesses and so maintain long term growth. Via Cass Business School. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK [Externalrss-cassnews-titles-rssr-3-30] http://www.moneyscience.com/Books___and___Reviews/The_Fall_of_the_House_of_Credit_-_What_Went_Wrong_in_Banking_and_What_can_be_Done_to_Repair_the_Damage.html Tue, 14 Jul 2009 06:52:48 -0700 http://www.moneyscience.com/Books___and___Reviews/The_Fall_of_the_House_of_Credit_-_What_Went_Wrong_in_Banking_and_What_can_be_Done_to_Repair_the_Damage.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/G7fVuluejeY/Video_-_Meet_the_Wiley_Finance_Authors.html Wiley Finance Profile Page at MoneyScience.   Some of Wiley's top authors on the current credit crisis, and what the banks and regulators need to do for the future. Features Carol Alexander, Guy Fraser-Sampson, Riccardo Rebonato and Mike Simmons. [RandomProduct-126] [RandomProduct-6] http://www.moneyscience.com/Books___and___Reviews/Video_-_Meet_the_Wiley_Finance_Authors.html Thu, 09 Jul 2009 09:28:50 -0700 http://www.moneyscience.com/Books___and___Reviews/Video_-_Meet_the_Wiley_Finance_Authors.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/DlklkDXZr1s/Chris_Anderson's_'Free'_-_for_Free.html [Externalrss-TheLongTail-titles-rssl-6-30][Externalrss-bookreviews-titles-rssr-6-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Chris_Anderson's_'Free'_-_for_Free.html Tue, 07 Jul 2009 09:11:12 -0700 http://www.moneyscience.com/Books___and___Reviews/Chris_Anderson's_'Free'_-_for_Free.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/C-yRNLC4v3c/Malcom_Gladwell_reviews_'Free_-_the_Future_of_a_Radical_Price'_by_Chris_Anderson.html Read the Full Review in New Yorker Magazine via Knowledge@Wharton which comments on the review. Had James Moroney read Chris Anderson's new book, "Free: The Future of a Radical Price" (Hyperion; $26.99), Amazon's offer might not have seemed quite so surprising. Anderson is the editor of Wired and the author of the 2006 best-seller "The Long Tail," and "Free" is essentially an extended elaboration of Stewart Brand's famous declaration that "information wants to be free." The digital age, Anderson argues, is exerting an inexorable downward pressure on the prices of all things "made of ideas." Anderson does not consider this a passing trend. Rather, he seems to think of it as an iron law: “In the digital realm you can try to keep Free at bay with laws and locks, but eventually the force of economic gravity will win." To musicians who believe that their music is being pirated, Anderson is blunt. They should stop complaining, and capitalize on the added exposure that piracy provides by making money through touring, merchandise sales, and "yes, the sale of some of [their] music to people who still want CDs or prefer to buy their music online." To the Dallas Morning News, he would say the same thing. Newspapers need to accept that content is neveragain going to be worth what they want it to be worth, and reinvent their business. "Out of the bloodbath will come a new role for professional journalists," he predicts, and he goes on: There may be more of them, not fewer, as the ability to participate in journalism extends beyond the credentialed halls of traditional media. But they may be paid far less, and for many it won't be a full time job at all. Journalism as a profession will share the stage with journalism as an avocation. Meanwhile, others may use their skills to teach and organize amateurs to do a better job covering their own communities, becoming more editor/coach than writer. If so, leveraging the Free - paying people to get other people to write for non-monetary rewards - may not be the enemy of professional journalists. Instead, it may be their salvation. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers [Externalrss-bookreviews-titles-rssr-6-30] Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Malcom_Gladwell_reviews_'Free_-_the_Future_of_a_Radical_Price'_by_Chris_Anderson.html Fri, 03 Jul 2009 09:00:37 -0700 http://www.moneyscience.com/Books___and___Reviews/Malcom_Gladwell_reviews_'Free_-_the_Future_of_a_Radical_Price'_by_Chris_Anderson.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/867oUWttI_c/Eric_Falkenstein_on_his_new_book_'Finding_Alpha'.html Eric Falkenstein writes: I think I'm pretty harsh with the economic status quo, yet compared to most popular criticisms I'm pretty soft. On most issues I find myself having more in common with the works of the standard bearers of conventional theory than their critics. That is, I am less sympathetic to the behavioralist literature, or the 'economists are autistic idiots' crowd. The old phrase, 'the enemy of my enemy is my friend', may apply in war and politics, but not so much for ideas. This is only logical because if someone says x=3, and you say they are wrong, there are an infinite number of incorrect alternatives, and clearly as the status quo, the argument for x=3 is not bat-guano crazy. You can see the 10-minute YouTube video below where I go over my argument (not the anecdotes). I have a whole collection of technical videos that complement my book over at www.defprob.com/video (these are greater than 10 minutes, so can't be at YouTube), where you can download the powerpoints, and also with links to references. There are just to clarify those parts that are really technical. There's a technical version of my argument at the SSRN website here. [Externalrss-falkenblog-titles-rssr-8-30] Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers   Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Eric_Falkenstein_on_his_new_book_'Finding_Alpha'.html Fri, 19 Jun 2009 03:55:03 -0700 http://www.moneyscience.com/Books___and___Reviews/Eric_Falkenstein_on_his_new_book_'Finding_Alpha'.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/ZsSTIxAaWb0/Book_Review_-_Bailout_Nation.html Let's pause for a minute and think about $15 trillion. That's roughly how much money the U.S. has committed toward rescuing the economy from the credit meltdown, housing collapse and recession, according to the number-crunching of Barry Ritholtz, chief executive officer of research firm FusionIQ. Find that figure hard to grasp? Ritholtz has some handy comparisons: In inflation-adjusted terms, $15 trillion is more than the U.S. spent on the Louisiana Purchase, he says. It's bigger than the Marshall Plan. More money than the government paid for the Race to the Moon, the savings-and-loan crisis, the Vietnam War -- or all of the above combined, he says. "The only event in American history that even comes close to matching the cost of the credit crisis is World War II," Ritholtz explains in "Bailout Nation," a bracing look at how a country of self-reliant individualists became what he calls "a nanny state for well paid bankers."... James Pressley reviews Bailout Nation over at Bloomberg. You can read about how the book came about over on Barry's massively popular Blog, The Big Picture. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers    Buy this book from: US UK [Externalrss-bigpicture-titles-rssr-6-30] http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Bailout_Nation.html Thu, 28 May 2009 06:22:14 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Bailout_Nation.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/yWU99w1ybHA/The_House_of_Dimon_-_How_JPMorgan's_Jamie_Dimon_Rose_to_the_Top_of_the_Financial_World.html By Patricia Crisafulli ISBN: 978-0-470-41296-1 Hardcover 242 pages April 2009 £16.99 / €20.80 The House of Dimon Homepage Read a Sample Chapter (pdf) Without the profanity and showmanship, Jamie, within the world of business, reminds me most of George S. Patton, America's premier WWll battlefield general. Both read history, prepared meticulously, and led from the front—innovatively and instinctively. Both were confrontational. When asked what unit they had served in during the war, most members of the Third Army responded proudly and simply, 'I was with Patton.' Perhaps one day those at JPMorgan will say the same." —Wick Simmons, former CEO of Nasdaq and Prudential Securities "If you care about what it takes to be a successful CEO in the most complicated market ever, you will want to read The House of Dimon. Patricia Crisafulli has captured the growth and development of one of the most outstanding CEOs of our time." —Frank Zarb, Managing Director, Hellman & Friedman LLC "The House of Dimon is a great read, allowing you to observe Dimon's actual strategic actions. He's a leader who doesn't obsess over predicting the future but sets his organization on its toes ready to move in any direction when a problem or opportunity arises. For readers interested in real leadership, it's an action thriller. Dimon walks the talk doing the right thing even when it hurts in the short term." —William J. White, retired chairman and CEO, Bell & Howell Company; Professor, Engineering and Applied Science, Northwestern University "Crisafulli has accomplished a major feat: gleaning the lessons-to-be-learned from the life thus far of Jamie Dimon, a man of extraordinary talent, rock-solid philosophy of life, and boundless energy, as well as capturing the essence of many of the financial industry's key personalities, explaining in layman's terms the financial instruments, environment, and events of the last two decades. She has done it all in a fast-paced page-turner. The book illustrates principles we'd all benefit from living by. I wish all my business associates and students read this book." —Warren L. Batts, Adjunct Professor of Strategic Management, University of Chicago School of Business; former CEO of Tupperware Corp., Premark International, Mead Corp., and Triangle Corp. "The subtitle of this book could easily be 'How Do You Fit All Jamie Dimon's Accomplishments in One Book' Jamie is an inspiration to all who have the privilege of knowing him or working with him." —Harvey Mackay, author of the New York Times #1 bestseller Swim With the Sharks Without Being Eaten Alive [RandomProduct-126] Get the Financial Publishing Focus RSS Feed for News and Reviews, Books and Publishers, Articles, Links and Resources. Financial Intelligence Bookshop - Amazon UK Financial Intelligence Bookshop - Amazon US Wiley Finance Library eBooks and Resources Useful Finance Articles Publications and Papers Financial Journals Focus http://www.moneyscience.com/Books___and___Reviews/The_House_of_Dimon_-_How_JPMorgan's_Jamie_Dimon_Rose_to_the_Top_of_the_Financial_World.html Mon, 18 May 2009 09:09:34 -0700 http://www.moneyscience.com/Books___and___Reviews/The_House_of_Dimon_-_How_JPMorgan's_Jamie_Dimon_Rose_to_the_Top_of_the_Financial_World.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/_B9NvJ2pUWY/Book_Review_-__Fool's_Gold_by_Gillian_Tett.html Guns don't kill people. People kill people... Much the same is true of financial innovations: financial products don't destroy financial systems, people destroy financial systems. This, at least, is the premise of Gillian Tett's latest book. An editor at the Financial Times, she is also a trained anthropologist who has spent as much time mulling over wedding rituals in Tajikistan as delving into the weird behavioural patterns of bankers: her way of looking at the ongoing credit crisis has been to study the personalities of the small tribe at J.P. Morgan who unwittingly unleashed the catastrophe... She starts at a hotel in Florida, describing the high jinks of a team of young J.P. Morgan traders at an 'offsite' meeting in 1994... Read Merryn Somerset-Webb's Review over at thisismoney. You can read an extract from the book on the FT and you can listen to Gillian Tett talking about the book on Bloomberg (mp3) Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers [Externalrss-bookreviews-titles-rssr-6-30]   Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Book_Review_-__Fool's_Gold_by_Gillian_Tett.html Wed, 13 May 2009 02:25:02 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-__Fool's_Gold_by_Gillian_Tett.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/8QGV32OlKCE/Featured_Titles_from_Wiley_Finance.html Wiley Finance Books Wiley is a global publisher of print and electronic products, specializing in professional books, alongside scientific, medical, and technical books, and consumer books and subscription services; and textbooks and other educational materials for undergraduate and graduate students as well as lifelong learners. Read More [RandomProduct-213]   http://www.moneyscience.com/Books___and___Reviews/Featured_Titles_from_Wiley_Finance.html Thu, 23 Apr 2009 08:31:31 -0700 http://www.moneyscience.com/Books___and___Reviews/Featured_Titles_from_Wiley_Finance.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/P5mX06OdWMA/Book_Review_-The_Heretics_of_Finance_-_Conversations_with_Leading_Practitioners_of_Technical_Analysis.html In The Heretics of Finance, the most significant practitioners of technical analysis talk with Andrew Lo, himself one of the most respected figures in academic and professional finance: "Ever heard of Peter Lynch, Warren Buffett or Benjamin Graham?  Sure.  But how about Robert Farrell, Alan Shaw or Stan Weinstein?  Chances are many investors have heard of most or all of members of the first group and none of the second.  What’s the difference?  Lynch, Buffett and Graham are fundamental (research) investors; Farrell, Shaw and Weinstein are technical adherents." "The striking part of reading The Heretics of Finance (Andrew Lo & Jasmina Hasanhodzic, Bloomberg Press, 2009) was that upon opening it up to the table of contents, I could only find one interviewee I recognized (Laszlo Birinyi Jr., if you were wondering - and only because he was often on Wall Street Week). This made me think: was I missing out on something, or was technical analysis really just a rather obscure investment style more akin to astrology..?" James Burron writes for AllAboutAlpha.com. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK [Externalrss-allaboutalpha-titles-rssr-3-30] http://www.moneyscience.com/Books___and___Reviews/Book_Review_-The_Heretics_of_Finance_-_Conversations_with_Leading_Practitioners_of_Technical_Analysis.html Tue, 07 Apr 2009 08:16:36 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-The_Heretics_of_Finance_-_Conversations_with_Leading_Practitioners_of_Technical_Analysis.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/tESoRA4yi7A/Review_-_Animal_Spirits_-_How_Human_Psychology_Drives_the_Economy,_and_Why_It_Matters_for_Global_Capitalism.html What Sigmund Freud did for the study of the mind, George Akerlof and Robert Shiller are doing for economics. Freud, healer or fake - take your pick - built a career and a field of medicine on the idea that people are driven by irrational forces. Akerlof, professor of economics at the University of California, Berkeley and winner of the 2001 Nobel Prize in economics, and Shiller, the Yale economist who is the éminence grise of the housing meltdown, argue that massive government market intervention programs are the only way to turn fear into enthusiasm for spending and investing - the "animal spirits" that are an essential part of recovery. The phrase comes from John Maynard Keynes's General Theory of Employment Interest and Money. In Chapter 12, an essay on long-term expectations, Keynes wrote, "Our decisions to do something positive, the full consequences of which will be drawn out over many days to come, can only be taken as a result of animal spirits - of a spontaneous urge to action rather than inaction, and not as the outcome of a weighted average of quantitative benefits multiplied by quantitative probabilities." Translation: A bunch of spreadsheets won't get the economy moving unless consumers are eager to spend and business folks keen to invest. Andrew Allentuck at the Globe and Mail reviews: ANIMAL SPIRITS: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism by George Akerlof and Robert Shiller Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers   Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Review_-_Animal_Spirits_-_How_Human_Psychology_Drives_the_Economy,_and_Why_It_Matters_for_Global_Capitalism.html Wed, 18 Mar 2009 05:21:39 -0700 http://www.moneyscience.com/Books___and___Reviews/Review_-_Animal_Spirits_-_How_Human_Psychology_Drives_the_Economy,_and_Why_It_Matters_for_Global_Capitalism.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/A70PVSMs2x8/Wiley_Finance_Monthly_Bulletin_-_January_2009.html Over the years, financial professionals around the world have looked to Wiley and the Wiley Finance series with its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley continues to respond. With critically acclaimed books by leading thinkers on credit, market, liquidity and operational risk management, measurement, modelling and asset allocation, plus many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise. For detailed information, including table of contents and access to a free sample chapter for each title below, please go to www.wiley.com/go/riskstopshere, or simply click our Risk Stops Here brochure on the right. Many kind regards   Lori Boulton Marketing Executive Finance & Investment Books   Featured Titles   Market Risk Analysis 4V Boxset Alexander 9780470997994 • 432pp • Cloth • 19 Dec, 2008 Risk Management in Commodity Markets From Shipping to Agriculturals and Energy Geman 9780470694251 • 416pp • Cloth • 14 Nov, 2008 Was: £180.00 / €225.00 / $310.00 NOW! £126.00 / €157.50 / $217.00 Was: £80.00 / €100.00 / $140.00 NOW! £56.00 / €70.00 / $98.00 Stochastic Simulation and Applications in Finance with Matlab Programs Huynh 9780470725382 • 360pp • Cloth • 7 Nov, 2008 Biotechnology Stock Valuation An Introductory Guide Keegan 9780470511787 • 216pp • Cloth • 21 Nov, 2008 Was: £60.00 / €75.00 / $105.00 NOW! £42.00 / €52.50 / $73.50 Was: £45.00 / €56.30 / $80.00 NOW! £31.50 / €39.45 / $56.00 Behaviour Finance for Private Banking Hens & Bachmann 9780470779996 • 264pp • Cloth • 21 Nov, 2008 Positive Alpha Generation Designing Sound Investment Processes Diderich 9780470061114 • 368pp • Cloth • 16 Jan, 2009   Was: £45.00 / €56.30 / $80.00 NOW! £31.50 / €39.45 / $56.00 Was: £45.00 / €56.30 / $80.00 NOW! £31.50 / €39.45 / $56.00 The Rating Agencies and Their Credit Ratings What They Are, How They Work and Why They are Relevant Langohr 9780470018002 • 560pp • Cloth • 26 Sep, 2008 Measuring Operational and Reputational Risk A Practitioner's Approach Soprano 9780470517703 • 216pp • Cloth • 16 Jan, 2009 Was: £45.00 / €56.30/ $80.00 NOW! £31.50 / €39.45 / $56.00 Was: £34.99 / €43.80 / $60.00 NOW! £24.50 / €30.70 / $42.00 Credit Risk Modeling Cont 9780470292921 • 320pp • Cloth • 19 Nov, 2008     Was: £39.99 / €57.70 / $75.00 NOW! £27.99 / €40.39 / $52.50        Also Available     Visit our Help page to find information on ordering, shipping/returns, your account, journal subscriptions, mailing lists and RSS feeds. You may also visit our Contact Us page to find a contact for additional assistance with a related product or service. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved. http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_January_2009.html Wed, 21 Jan 2009 01:00:56 -0800 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_January_2009.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/mKancGD_cYU/Doyne_Farmer_Reviews_Physicists_on_Wall_Street_and_Other_Essays_on_Science_and_Society.html "Released in the middle of the greatest financial crisis in the United States for 70 years, the timing of this book could hardly be better. Physicists on Wall Street and Other Essays on Science and Society presents a diverse collection of writings by essayist Jeremy Bernstein, starting with the world of finance."... ...Although LTCM also employed quantitative analysts, the hedge fund was run by economists rather than physicists, including two winners of the Nobel Prize in Economics. Bernstein skims over this point, perhaps because he does not want to draw attention to it. This confusion affected the publisher too, with the book's dust jacket describing "how some physicists who developed interesting economic models based on derivatives and hedge funds almost led the country into bankruptcy"... J. Doyne Farmer reviews Jeremy Bernstein's Book in Nature. On this theme you might be interested in Doyne Farmer's essay Physicists Attempt to Scale the Ivory Towers of Finance (pdf) Get the Financial Publishing Focus RSS Feed for News and Reviews, Books and Publishers, Articles, Links and Resources. Financial Intelligence Bookshop - Amazon UK Financial Intelligence Bookshop - Amazon US Wiley Finance Library eBooks and Resources Useful Finance Articles Publications and Papers Financial Journals Focus     Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Doyne_Farmer_Reviews_Physicists_on_Wall_Street_and_Other_Essays_on_Science_and_Society.html Thu, 08 Jan 2009 05:37:17 -0800 http://www.moneyscience.com/Books___and___Reviews/Doyne_Farmer_Reviews_Physicists_on_Wall_Street_and_Other_Essays_on_Science_and_Society.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/jpavw3Luwv8/Wiley_Finance_Bulletin_-_November_2008.html With increasing volatility, trust Wiley Finance to bring you cutting edge tools and techniques to model, manage and trade markets full of uncertainty. As always, Wiley is offering you 30% discount on all titles featured in this e-newsletter when you order through Wiley.com. All you have to do is enter promotion code V9376 when you get to the checkout... It's as easy as that! Many kind regards Lori Boulton Lori Boulton Marketing Executive Finance & Investment Books Featured Titles Conquer the Crash You Can Survive and Prosper in a Deflationary Depression, Expanded and Updated Robert R. Prechter, Jr. 978-0-470-87090-7 • Paper • 352 pages • November 2003 • Was £13.99 Now £9.79   Frontiers in Quantitative Finance Volatility and Credit Risk Modeling Rama Cont (Editor) 978-0-470-29292-1 • Cloth • 320 pages • November 2008 • Was £39.99 Now £27.99           Volatility Trading Euan Sinclair 978-0-470-18199-7 • Cloth • 212 pages • July 2008 • Was £34.99 Now £24.49   The Volatility Surface A Practitioner's Guide Jim Gatheral 978-0-471-79251-2 • Cloth • 208 pages • September 2006 • Was £39.99 Now £27.99           Option Pricing Models and Volatility Using Excel-VBA Fabrice Douglas Rouah, Gregory Vainberg 978-0-471-79464-6 • Paper • 441 pages • April 2007 • Was £60.00 Now £42.00   Volatility and Correlation The Perfect Hedger and the Fox, 2nd Edition Riccardo Rebonato 978-0-470-09139-5 • Cloth • 864 pages • August 2004 • Was £77.50 Now £54.25           Inside Volatility Arbitrage The Secrets of Skewness Alireza Javaheri 978-0-471-73387-4 • Cloth • 272 pages • October 2005 • Was £60.00 Now £42.00   A Practical Guide to Forecasting Financial Market Volatility Ser-Huang Poon 978-0-470-85613-0 • Cloth • 236 pages • April 2005 • Was £60.00 Now £42.00 Also Available       [Externalrss-bookreviews-titles-rssl-6-30] [Externalrss-twitters-titles-rssr-3-30] [RandomProduct-126] http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Bulletin_-_November_2008.html Mon, 17 Nov 2008 02:04:18 -0800 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Bulletin_-_November_2008.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/vcErzvS-e1o/Review_-_The_Ascent_of_Money_-_A_Financial_History_of_the_World.html We've all got money on the brain. The high drama of the credit crunch and banking crisis, combined with everyday fears of job loss, negative equity and poverty, have brought financial matters to the fore. On the face of it, this is the perfect time for Niall Ferguson to produce The Ascent of Money: a Financial History of the World. The difficulty is that far from ascending, money seems to be in free-fall. Ferguson acknowledges this, and admits that his title may appear "to sound an incongruously optimistic note". But he argues that the financial system is simply "the mirror of mankind, revealing…the way we value ourselves and the resources of the world around us. It is not the fault of the mirror if it reflects our blemishes as well as our beauty." Ferguson attempts to evacuate markets of any moral content. It is our greed and ignorance that have created the current crisis, rather than the financial system. There is some truth in this. Some collective responsibility must be borne for the over-stretched budgets of the households and exchequers of the West. But Ferguson's biography of finance, told with verve and insight, throws more light on our predicament than perhaps even he realises. The Ascent of Money charts the rise of money from clay tokens passed around the villages of Mesopotamia 5,000 years ago to flickering numbers on a foreign exchange screen; yet it also reminds us that money represents a relationship of trust. Read the full review in the Telegraph.   Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers   Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Review_-_The_Ascent_of_Money_-_A_Financial_History_of_the_World.html Thu, 06 Nov 2008 00:31:23 -0800 http://www.moneyscience.com/Books___and___Reviews/Review_-_The_Ascent_of_Money_-_A_Financial_History_of_the_World.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/olQ0n7CJ4xo/Financial_Shock_-_A_360-Degree_Look_at_the_Subprime_Mortgage_Explosion,_and_How_to_Avoid_the_Next_Financial_Crisis.html Days before the US government stepped in to rescue Fannie Mae and Freddie Mac, Knowledge@Wharton chatted with Mark Zandi, the chief economist and cofounder of what is now Moody's Economy.com, about his new book. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Financial_Shock_-_A_360-Degree_Look_at_the_Subprime_Mortgage_Explosion,_and_How_to_Avoid_the_Next_Financial_Crisis.html Thu, 16 Oct 2008 07:46:38 -0700 http://www.moneyscience.com/Books___and___Reviews/Financial_Shock_-_A_360-Degree_Look_at_the_Subprime_Mortgage_Explosion,_and_How_to_Avoid_the_Next_Financial_Crisis.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/nToYVWaEla0/Book_Excerpt_-_The_Numerati_by_Stephen_Baker.html BusinessWeek's 2006 Cover Story, "Math Will Rock Your World," announced a new age of numbers. With the rise of new networks, the story argued, all of us were channeling the details of our lives into vast databases. Every credit-card purchase, every cell-phone call, every click on the computer mouse fed these digital troves. Those with the tools and skills to make sense of them could begin to decipher our movements, desires, diseases, and shopping habits - and predict our behavior. This promised to transform business and society. In a book expanding upon this Cover Story, The Numerati, Senior Writer Stephen Baker introduces us to the mathematical wizards who are digging through our data to decode us as patients, shoppers, voters, potential terrorists - even lovers. Read the Extract at BusinessWeek.   [Externalrss-bookreviews-titles-rssl-4-30] Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Book_Excerpt_-_The_Numerati_by_Stephen_Baker.html Tue, 02 Sep 2008 04:58:04 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Excerpt_-_The_Numerati_by_Stephen_Baker.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/IIq9JDC5-dg/The_Middle-Class_Millionaire_-_The_Rise_of_the_New_Rich_and_How_They_Are_Changing_America.html By Russ Alan Prince and Lewis Schiff A compelling look at a new class of the affluent - the middle-class millionaires - whose attitudes and values are influencing and reshaping American life In this groundbreaking book, Russ Alan Prince and Lewis Schiff examine the far-reaching impact of the middle class millionaires–people who enjoy a net worth ranging from one million to ten million dollars and have earned rather than inherited their wealth. Comprising 8.4 million households and growing in number, the attitudes and behaviors of these working rich are exerting a powerful influence over our society. So who are these people? They believe in the benefits of hard work. They believe in investing in themselves, and in self improvement. They are more likely to focus on drawing financial gain from their work, and less inclined to be discouraged by failure. And they don’t spend money on the extravagances indulged in by the very rich; instead, they wield their affluence according to middle-class values and ideals. From home security systems to health care, technology to travel, their spending choices are affecting us all – from the products we buy, to the communities in which we live, to the aspirations and values of the broader middle class and American population as a whole... About the Authors Russ Alan Prince is president of the market research and consulting firm Prince & Associates, Inc. (russalanprince.com) and a founder of Private Wealth magazine. He is a columnist for Elite Traveler and the author or coauthor of more than forty professional development books. He lives in Redding, Connecticut. Lewis Schiff leads a team of private wealth experts specializing in the needs of high-net-worth clients for Advanced Planning Group (advancedplanning.org). He is a regular contributor to TheStreet.com, a columnist for Investment Advisor magazine and the author of The Armchair Millionaire (2001). Schiff lives in New York City. [Externalrss-bookreviews-titles-rssl-4-30] Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/The_Middle-Class_Millionaire_-_The_Rise_of_the_New_Rich_and_How_They_Are_Changing_America.html Mon, 01 Sep 2008 00:25:40 -0700 http://www.moneyscience.com/Books___and___Reviews/The_Middle-Class_Millionaire_-_The_Rise_of_the_New_Rich_and_How_They_Are_Changing_America.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Bcwh8uj3mGw/Wiley_Finance_Monthly_Bulletin_-_August_2008.html Here at Wiley, we pride ourselves on helping our investors invest their hard earned assets wisely. Sometimes in the traditional form of stocks, bonds and shares, and other times, in the diversity that comes in the form of markets all the way from China and Russia! As well as being able to give constant up-to-date information, we always make sure we're the first to provide new techniques, such as the fundamental index, whilst making more complex subjects, like GSI Candlestick Charting for example, easier to understand and apply to everyday business. It seems there is much to be learned from across the globe, and with a little help from Wiley, we can push you in all the right directions with the best advice from the pros. Kind Regards Lori Bolton Marketing Executive Join the Community... ...whichever your interest. Post comments and engage with authors on our Collective Knowledge Portals: Featured Titles Fooling Some of the People All of the Time: A Long Short Story David Einhorn 978-0-470-07394-0 A rare look inside the world of hedge funds from one of this country's top investors. China Fireworks: How to Make Dramatic Wealth from the Fastest-Growing Economy in the World Robert Hsu 978-0-470-27677-8 How to make money from the world's fastest growing market by China expert and writer of the bestselling and fastest growing investment newsletters in the U.S. Profit from the Peak: The End of Oil and the Greatest Investment Event of the Century Brian Hicks & Chris Nelder 978-0-470-12736-0 The implications of the upcoming energy crises are so great that everyone will be affected. Investors who properly position themselves stand to make a fortune. This book will show readers exactly how to profit from these events. The Intelligent Portfolio: Practical Wisdom on Personal Investing from Financial Engines Christopher L. Jones, William F. Sharpe (Foreword by) 978-0-470-22804-3 A must-read book on making informed and confident decisions with your nest egg Getting Started in Candlestick Charting Tina Logan 978-0-470-18200-0 An introductory guide to the perennially popular candlestick charting for traders and investors that gets to the heart of the 30 essential candlestick patterns, as well as how to utilize them to improve chart analysis skills and increase profitability. Also of Interest Becoming Your Own China Stock Guru: The Ultimate Investor's Guide to Profiting from China's Economic Boom James Trippon 978-0-470-22312-3 Out of the Red: Investment and Capitalism in Russia John T. Connor 978-0-470-26978-7 Six Sizzling Markets: How to Profit from Investing in Brazil, Russia, India, China, South Korea, and Mexico Pran Tiku 978-0-470-17888-1 The Fundamental Index : A Better Way to Invest Robert D. Arnott, Jason C. Hsu & John M. West 978-0-470-27784-3 Seven Years to Seven Figures: The Fast-Track Plan to Becoming a Millionaire Michael Masterson 978-0-470-26755-4 Visit our Help page to find information on ordering, shipping/returns, your account, journal subscriptions, mailing lists and RSS feeds. You may also visit our Contact Us page to find a contact for additional assistance with a related product or service. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved. http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_August_2008.html Wed, 13 Aug 2008 04:14:14 -0700 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_August_2008.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/9ld-l25Do4o/Video_-_Carol_Alexander_talks_Market_Risk_Analysis.html In these 4 videos, Carol Alexander talks about her new series of books, Market Risk Analysis Vols 1-4. Volume 1: Quantitative Methods in Finance Volume 2: Practical Financial Econometrics Volume 3: Modelling Financial Instruments Volume 4: Value at Risk Models Volume 1: Quantitative Methods in Finance Market Risk Analysis: Quantitative Methods in Finance, Volume 1 Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. ISBN: 9780470998007 Volume 2: Practical Financial Econometrics Market Risk Analysis: Practical Financial Econometrics, Volume 2 A detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. ISBN: 9780470998014 Volume 3: Modelling Financial Instruments Market Risk Analysis: Modelling Financial Instruments, Volume 3 Five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. ISBN: 9780470997895 Volume 4: Value at Risk Models   [FeaturedCompany-1533] [Externalrss-bookreviews-titles-rssl-5-30][Externalrss-eBooks-titles-rssl-5-30]   http://www.moneyscience.com/Books___and___Reviews/Video_-_Carol_Alexander_talks_Market_Risk_Analysis.html Thu, 07 Aug 2008 03:04:10 -0700 http://www.moneyscience.com/Books___and___Reviews/Video_-_Carol_Alexander_talks_Market_Risk_Analysis.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/FuJ_c_f-KsU/Featured_Titles_from_Risk_Books.html Risk Books - Profile at MoneyScience Website   A Guide To Active Credit Portfolio Management - Spotlight on illiquid credit risks - ed. Stefan Benvegnu, Christian Bluhm and Christoph Muller Theory and Practice of Credit Risk Modelling - Groundbreaking technical papers introduced and explained by Alexander Lipton Portfolio Management - Groundbreaking technical papers introduced and explained by Bernd Scherer Asian Catastrophe Insurance - ed. Charles Scawthorn and Kiyoshi Kobayashi Asset-Backed Credit Derivatives - by Peter B. Nowell Risk Management for Insurers - Risk Control, Economic Capital and Solvency II - by Rene Doff The Basel Handbook (2nd edition) - A Guide for Financial Practitioners - ed. Michael K. Ong Modern Risk Management - A History - Introduced by Peter Field Alternative Risk Strategies - ed. Morton Lane Intelligent Commodity Investing - New Strategies and Practical Insights for Informed Decision Making - ed. by Hilary Till and Joseph Eagleeye A Guide To Active Credit Portfolio Management - Spotlight on illiquid credit risks Edited By Stefan Benvegnu, Christian Bluhm and Christoph Muller ISBN 978-1-906348-08-3 Invaluable real-life insights into the developing area of active credit portfolio management (ACPM) from a team of Credit Suisse authors. It equips you with the tools and techniques needed for success in your own credit portfolio management. - Type: Publication - Book - Visit this product's website Theory and Practice of Credit Risk Modelling - Groundbreaking technical papers introduced and explained by Alexander Lipton Introduced by Alexander Lipton ISBN 978-1-904339-64-9 Edited and introduced by Alexander Lipton, the leading expert in the field of credit modelling, this collection of technical papers on this complex area of financial engineering is the first book in the new Cutting Edge series. Contributions have been gathered from 32 authors, including some of the most well known names in the field: Oldrich Vasicek, who received a Lifetime Achievement Award from Risk, and Leif Andersen, Michael Gordy, Alexander Lipton, Richard Martin, and Philip Schönbucher – all of whom have received Quant of the Year Awards from Risk. - Type: Publication - Book - Visit this product's website Portfolio Management - Groundbreaking technical papers introduced and explained by Bernd Scherer Introduced by Bernd Scherer ISBN 978-1-906348-14-4 Edited by Bernd Scherer, the leading expert in the portfolio management field, this collection of technical papers on this complex area is the second book in the new Cutting Edge series. Portfolio Management will enable you to implement more effective risk management strategies within your business and it will serve as an excellent guide and ideas generator. - Type: Publication - Book - Visit this product's website Asian Catastrophe Insurance Edited By Charles Scawthorn and Kiyoshi Kobayashi ISBN 978-1-904339-67-0 Bringing together leading figures in innovative finance and recognised experts in natural hazards, this multi-contributor guide will help the Asian insurance and financial markets ensure that catastrophe risk is underwritten and managed effectively. - Type: Publication - Book - Visit this product's website Asset-Backed Credit Derivatives By Peter B. Nowell ISBN 978-1-904339-97-7 Accessible to investors at all levels, this is a detailed market overview covering everything from pricing and legal issues to market practices and common pitfalls in dealing with asset-backed credit derivatives (ABCDs). - Type: Publication - Book - Visit this product's website Risk Management for Insurers - Risk Control, Economic Capital and Solvency II By Rene Doff ISBN 978-1-904339-79-3 This user-friendly book will help you to quickly get to grips with risk management terms and techniques and how they relate specifically to the insurance industry. It also demonstrates how Solvency II is already shaping the regulatory agenda and its likely impact on the insurance industry. - Type: Publication - Book - Visit this product's website The Basel Handbook (2nd edition) - A Guide for Financial Practitioners Edited By Michael K. Ong ISBN 978-1-904339-55-7 This popular handbook methodically identifies the fundamental changes and recent additions to Basel II, such as increased flexibility, risk sensitivity and new OpRisk capital charge. It provides a clear rationale for the revised accord and even covers those elements that are still excluded such as liquidity risk, reputational risk and legal risk. - Type: Publication - Book - Visit this product's website Modern Risk Management - A History Introduced by Peter Field ISBN 978-1-904339-05-2 Uniting the most eminent names within the risk industry, this commemorative title chronicles the major historical developments within the derivatives industry whilst presenting a wealth of new insights, perspectives and case-studies on assorted risk management issues. - Type: Publication - Book - Visit this product's website Alternative Risk Strategies Edited By Morton Lane ISBN 978-1-899332-63-2 A ground-breaking volume that fully exposes the relatively new area of risk financing from traditional methods of insurance and provides analysis of the intersection of insurance and finance. - Type: Publication - Book - Visit this product's website Intelligent Commodity Investing - New Strategies and Practical Insights for Informed Decision Making Edited By Morton Lane ISBN 978-1-899332-63-2 A ground-breaking volume that fully exposes the relatively new area of risk financing from traditional methods of insurance and provides analysis of the intersection of insurance and finance. - Type: Publication - Book - Visit this product's website http://www.moneyscience.com/Books___and___Reviews/Featured_Titles_from_Risk_Books.html Wed, 16 Jul 2008 02:56:33 -0700 http://www.moneyscience.com/Books___and___Reviews/Featured_Titles_from_Risk_Books.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/SUNMcLb-Ads/Book_Review_-_Confessions_of_a_Subprime_Lender_by_Richard_Bitner.html Barry Ritholtz over at The Big Picture points up this WSJ review of Richard Bitner's book, Confessions of a Subprime Lender which, according to the publisher, 'details the fascinating story of a sub-prime lending business in the 5 years leading to the current crisis.' From the Review: To his credit, Mr. Bitner owns up to a fact that many lenders still haven't admitted: Just because Wall Street was willing to supply endless funding for crazy mortgages didn't mean that lenders were forced to make the loans. "We decided whether a borrower was a good credit risk and we funded the loans using our own money (before selling them to investors). No one else made that final decision," he writes. Not everyone in the business was corrupt, of course. But too many were. After giving a concise overview of how mortgage loans are made and sold, Mr. Bitner exposes some of the industry's dirty little secrets for making borrowers look more creditworthy than they are: [Externalrss-bigpicture-titles-rssl-4-30] Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Confessions_of_a_Subprime_Lender_by_Richard_Bitner.html Tue, 01 Jul 2008 01:17:37 -0700 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Confessions_of_a_Subprime_Lender_by_Richard_Bitner.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/BSmJ1r1KqFk/Wiley_Finance_Monthly_Bulletin_-_May_2008.html In today's credit crunch conscious world, the word commodity has many meanings; for example, one might describe it as an economic good, something useful or valued, or even a mass-produced unspecialized product, to say the least! Whatever definition you might use, commodities are fast becoming the pinnacle of modern investment strategies, and with Wiley's latest commodity titles you can make sure you're bang up-to-date with the hottest information from today's bestsellers. Kind Regards Louise Holden Senior Marketing Manager, Finance & Investment Join the Community... ...whichever your interest. Post comments and engage with authors on our Collective Knowledge Portals: Featured Titles Buy Online The Goldwatcher: Demystifying Gold Investing John Katz, Frank Holmes Goldwatcher explains the pros and cons of gold as a twenty first century investment - when investing makes sense, when prices make sense and when they don't. The book addresses everything the independent investor needs to know about investing in gold. It addresses gold's history as a repository of value; what drives supply and demand, why and how the US dollar and global macroeconomic factors affect gold price, how experts in the filed of money management see its prospects and when prices are reasonable. Buy Online Living in a Material World: The Commodity Connection Kevin Morrison An insider's view of the commodities market boom from its inception to today's bubble market. This book provides an insider's perspective on the shadowy world of commodity traders, the people who buy and sell oil, gas, copper, cocoa, and orange juice futures. It is an expose of all the key commodities we consume; how their increasing value on the back of dwindling supply is altering the global economic and political landscape, which in turn ultimately impacts on the investor and the consumer in ways we may know little about or understand. Buy Online Hot Commodities: How Anyone Can Invest Profitably in the World's Best Market Jim Rogers In language that is both colourful and accessible, Rogers explains why the world of commodity investing can be one of the simplest of all - and how commodities are the bases by which investors can value companies, markets, and whole economies. To be a truly great investor is to know something about commodities. For small investors and high rollers alike, Hot Commodities is as good as gold... or lead, or aluminium, which are some of the commodities Rogers says could be as rewarding for investors. Also of Interest Profit from the Peak: The End of Oil and the Greatest Investment Event of the Century by Brian Hicks, Chris Nelder Buy Gold Now: How a Real Estate Bust, our Bulging National Debt, and the Languishing Dollar Will Push Gold to Record Highs by S. McGuire Commodity Investing: Maximizing Returns Through Fundamental Analysis by Adam Dunsby, John Eckstein, Jess Gaspar, Sarah Mulholland Trader Vic on Commodities: What's Unknown, Misunderstood, and Too Good to Be True by Victor Sperandeo   Visit our Help page to find information on ordering, shipping/returns, your account, journal subscriptions, mailing lists and RSS feeds. You may also visit our Contact Us page to find a contact for additional assistance with a related product or service. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved.   http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_May_2008.html Mon, 12 May 2008 04:08:31 -0700 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_May_2008.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/wv-oGYdn_A4/Wiley_Finance_Monthly_Bulletin_-_April_2008.html We all know that the financial market place is ruthless and lightening-paced, and now is the time to get on board and grab the Bull by the horns. Welcome to Wiley's Finance & Investment newsletter. Whether you're just starting off or an old hand in the investment game, here Wiley gives you the best selling must-have titles in the field. Each author provides up-to-date information, facts and anecdotes that will give you an insider’s view into the buy, sell, high, low world of stocks, shares and investments. Find out how to make sure that your investment choices keep you one step ahead, how to benefit your personal finances with well researched and practical advice, and wise up on which past and present events have sent big enough shock waves through the stock market to change the shape of it's future. Kind Regards Louise Holden Senior Marketing Manager, Finance & Investment Join the Community... ...whichever your interest. Post comments and engage with authors on our Collective Knowledge Portals: Featured Titles Buy Online Wealth, War and Wisdom Barton Biggs In Wealth, War & Wisdom, legendary Wall Street investor Barton Biggs reveals how the turning points of World War II intersected with market performance, and shows how these lessons can help the twenty-first century investor comprehend our own perilous times as well as choose the best strategies for the modern market economy. Filled with in-depth observations and practical advice, Wealth, War & Wisdom will help you apply these original financial lessons directly, and beneficially, to today’s turbulent markets. Buy Online Hedgehogging Barton Biggs Rare is the opportunity to chat with a legendary financial figure and hear the unvarnished truth about what really goes on behind the scenes. Hedgehogging represents just such an opportunity, allowing you to step inside the world of Wall Street with Barton Biggs as he discusses investing in general, hedge funds in particular, and how he has learned to find and profit from the best moneymaking opportunities in an eat-what-you-kill, cutthroat investment world. Buy Online The Little Book That Builds Wealth Pat Dorsey All highly profitable firms attract competitors, and only firms that are able to keep competition at bay will earn above average profits for an extended period of time. An economic moat--or competitive advantage--allows a company to fend off competitors and earn sustainable, excess economic profits. In The Little Book That Builds Wealth, Pat Dorsey, the head of Morningstar's equity research team, outlines an effective approach to investing that includes economic moats and shows readers how to apply this strategy to their own investment endeavours. Get a fantastic 40% off when you buy J-Curve Exposure & Beyond the J-Curve together. Don't miss this great offer by entering promotion code JCUR8 when you order online at www.wiley.com! Buy Online Beyond the J Curve: Managing a Portfolio of Venture Capital and Private Equity Funds Thomas Meyer, Pierre-Yves Mathonet Beyond the J-Curve takes the practitioner's view and offers private equity and venture capital professionals a comprehensive guide making high return targets more realistic and sustainable. This book is a must have for all parties involved in this market, as well as academic and students. Buy Online J-Curve Exposure: Managing a Portfolio of Venture Capital and Private Equity Funds Thomas Meyer, Pierre-Yves Mathonet Building on the success of the author's previous book Beyond the J Curve, this work covers new and additional material and offers advanced guidance on the practical questions faced by institutions when setting up and managing a successful private equity investment programme. Written from the practitioner’s viewpoint, the book offers private equity and venture capital professionals an advanced guide that will make high return targets more realistic and sustainable. Also of Interest EconoPower: How a New Generation of Economists is Transforming the World by Mark Skousen Exotic Options Trading by Frans de Weert Macrofinancial Risk Analysis by Dale Gray, Samuel Malone Stock Market Liquidity by François-Serge Lhabitant, Greg N. Gregoriou Equity Valuation: Models from Leading Investment Banks by Jan Viebig (Editor), Armin Varmaz (Co-Editor), Thorsten Poddig (Co-Editor)             Visit our Help page to find information on ordering, shipping/returns, your account, journal subscriptions, mailing lists and RSS feeds. You may also visit our Contact Us page to find a contact for additional assistance with a related product or service. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved.   http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_April_2008.html Wed, 23 Apr 2008 05:28:21 -0700 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin_-_April_2008.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/0jfQbgo9-dQ/Talent_on_Demand_-_Managing_Talent_in_an_Age_of_Uncertainty.html Ask any CEO or senior level executive what his or her biggest challenge is, and the answer is almost always finding and keeping good people. Yet most executives fail to manage their company's needs in a way that recognizes the unpredictability of the global marketplace. In a book titled, Talent on Demand: Managing Talent in an Age of Uncertainty, Peter Cappelli, director of Wharton's Center for Human Resources, proposes a new approach to this issue based on applying the principles of supply chain management to people. He and Joyce Bradley - senior vice president and general manager, Delaware Valley region, of Lee Hecht Harrison, a global human capital consulting firm headquartered in Woodcliff Lake, N.J. - spoke with Knowledge@Wharton about talent management, including the challenges of managing employees in a recessionary economy... More from Knowledge@Wharton. Jump to Financial Intelligence Bookshop: UK Financial Intelligence Bookshop: US Publishing Focus Financial Publishers Directory More Publications and Papers    Buy this book from: US UK http://www.moneyscience.com/Books___and___Reviews/Talent_on_Demand_-_Managing_Talent_in_an_Age_of_Uncertainty.html Mon, 21 Apr 2008 07:41:33 -0700 http://www.moneyscience.com/Books___and___Reviews/Talent_on_Demand_-_Managing_Talent_in_an_Age_of_Uncertainty.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/qRemzGjjQlg/Market_Risk_Analysis_Volumes_1_-_3,_by_Carol_Alexander.html   Market Risk Analysis: Quantitative Methods in Finance, Volume 1 Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. ISBN: 9780470998007   Market Risk Analysis: Practical Financial Econometrics, Volume 2 A detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. ISBN: 9780470998014   Market Risk Analysis: Modelling Financial Instruments, Volume 3 Five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. ISBN: 9780470997895 [FeaturedCompany-1533] [Externalrss-bookreviews-titles-rssl-6-30][Externalrss-eBooks-titles-rssl-10-30] http://www.moneyscience.com/Books___and___Reviews/Market_Risk_Analysis_Volumes_1_-_3,_by_Carol_Alexander.html Thu, 10 Apr 2008 07:39:27 -0700 http://www.moneyscience.com/Books___and___Reviews/Market_Risk_Analysis_Volumes_1_-_3,_by_Carol_Alexander.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/5vtbZzBVdi8/The_Encyclopedia_of_Quantitative_Risk_Analysis_and_Assessment.html Order now to save over 15% The analysis and assessment of risk is a wide-ranging topic; affecting multiple areas of application including engineering, medicine, finance theory, public policy and the military. Publishing this summer, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource for the variety of disciplines involved. In four volumes, this essential reference work can provide you with up-to-date material on: Risk Management Financial / Credit Risk Computer Security Reliability - Mathematical and Statistical Methods Reliability - Management Science Bayesian / Decision Theory Environmental Risk Clinical Risk Public Health / Epidemiology of Risk Toxic Substances / Chemical Risk Insurance / Actuarial Risk Homeland Security Whichever area of risk you work in, this encyclopedia will allow you to gain from the experience and expertise of those in other disciplines, while providing you with in-depth knowledge on your own field. Make sure you don't miss out on our time-limited special introductory price of £595*. Place your order now. You can also recommend this title to your librarian so that your whole institution can enjoy this vital resource. With kind regards, Paulina Shirley mrw@wiley.co.uk *Price valid until 31st August 2008. List price £725 thereafter. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved. http://www.moneyscience.com/Books___and___Reviews/The_Encyclopedia_of_Quantitative_Risk_Analysis_and_Assessment.html Fri, 14 Mar 2008 07:33:58 -0700 http://www.moneyscience.com/Books___and___Reviews/The_Encyclopedia_of_Quantitative_Risk_Analysis_and_Assessment.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/PIc63n1ianQ/Wiley_Finance_Monthly_Bulletin.html Welcome to the February edition of the Wiley finance newsletter. This month we take a look at the hottest investment titles of 2007, detail the different series you may be missing and provide the latest publications. New this month... Invest in the hottest investment opportunity in the 21st Century - China! Jim Rogers shows how in A Bull in China Discover the secrets of the European Settlement Industry with Plumbers and Visionaries reviewed in The Financial Times, 7th January Waltz your way to investment success with Wall Street Waltz The Fattening of America explores how those hamburgers and broken bathroom scales hide deeper economic factors driving America's obesity epidemic Kind Regards Louise Holden Senior Marketing Manager, Finance & Investment P.S. Don't forget, all books detailed in this newsletter are available at a 30% discount from the Wiley Newsletter Bookclub. Click here for details and to order. Join the Community... ...whichever your interest. Post comments and engage with authors on our Collective Knowledge Portals: Featured Titles Buy Online A Bull in China: Investing Profitably in the World's Greatest Market Jim Rogers Reached number 42 in the Professional Finance Top 100 as featured on Amazon! A window into what will soon be the most vital, most lucrative market of our time: China As the Chinese economy continues to lumber toward a free market system Rogers foresees an abundance of opportunities for investors Readers will learn how to take advantage of China's coming dominance and how China will impact individual companies, markets, and economies around the world Buy Online Plumbers and Visionaries: Securities Settlement and Europe's Financial Market Peter Norman Reached number 22 in the Professional Finance Top 100 as featured on Amazon! A path-breaking account of the history and future of the securities settlement industry in Europe This book engages with the people who created the modern European securities settlement industry and taps into the often entertaining memories of its founding fathers Reviewed in The Financial Times: "This account of the EU's financial infrastructure will interest specialists, general readers and fans of detective fiction... grippingly relevant to current economic circumstances..." Buy Online The Wall Street Waltz: 90 Visual Perspectives, Illustrated Lessons From Financial Cycles and Trends, Revised and Updated Edition Kenneth L. Fisher An engaging and informative source of financial market history Offers revealing and provocative snapshots of modern financial markets that reveal how stocks relate to sales, earnings, dividends, cash flows, and assets Features 90 of the most revealing and provocative financial charts ever assembled The Fattening of America: How The Economy Makes Us Fat, If It Matters, and What To Do About It Eric A. Finkelstein, Laurie Zuckerman Author is a nationally acclaimed expert on the subject of economics and obesity and examines how the economy makes us fat Explains how economic incentives encourage the production and consumption of high-caloric foods and are the major factor behind the fattening of America Exposes the multi-billion dollar industry surrounding weight loss Buy Online Also published this month Ready, Fire, Aim: Zero to $100 Million in No Time Flat Reached number 54 in the Amazon top 100 My Life as a Quant: Reflections on Physics and Finance Media Rules!: Mastering Today's Technology to Connect With and Keep Your Audience Jack Welch Speaks: Wit and Wisdom from the World's Greatest Business Leader, 2nd Edition Energy Markets: Price Risk Management and Trading Visit our Help page to find information on ordering, shipping/returns, your account, journal subscriptions, mailing lists and RSS feeds. You may also visit our Contact Us page to find a contact for additional assistance with a related product or service. John Wiley & Sons, Ltd. | The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Tel: +44 (0)1243 779777 | Fax: +44 (0)1243 775878 | Registered Number: 641132 England Copyright © All rights reserved. http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin.html Thu, 06 Mar 2008 02:15:49 -0800 http://www.moneyscience.com/Books___and___Reviews/Wiley_Finance_Monthly_Bulletin.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/P-lTZiO0cr8/Excerpt:_Understanding_Financial_Crises.html By Franklin Allen and Douglas Gale.         Crises have been a feature of the financial landscape for hundreds of years. They often appear with little warning, as the sub-prime mortgage crisis of 2007 and the Asian crisis of 1997-1998 illustrate. It's not always clear what causes crises, whether they can be avoided and how their impact can be reduced. A recent book, titled Understanding Financial Crises (Oxford University Press), by Wharton finance professor Franklin Allen and Douglas Gale , a professor of economics at New York University, tackles this subject from a number of different angles. The authors review the history of financial crises in addition to offering their own approach to examining the underlying causes. Allen and Gale also discuss asset price volatility, the interaction between banks and markets, bubbles and financial contagion, among other topics. Read an Excerpt from the book over at Knowledge@Wharton.   [RandomProduct-126] [Externalrss-FinanceFocus-titles-rssl-6-30][Externalrss-wharton1-titles-rssr-4-30] [RandomCompany-10] http://www.moneyscience.com/Books___and___Reviews/Excerpt:_Understanding_Financial_Crises.html Fri, 07 Dec 2007 06:40:54 -0800 http://www.moneyscience.com/Books___and___Reviews/Excerpt:_Understanding_Financial_Crises.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/2nqwo-Q7OUI/Book_Review_-_Simple_But_Not_Easy,__An_Autobiographical_and_Biased_Book_About_Investing.html By Richard Oldfield         In the City of London, Richard Oldfield is a much admired fund manager, a professional's professional, with an excellent investment pedigree. He was trained in the school of Mercury and SG Warburg, was chief executive of Alta Advisors, a major family fund, and now runs his own fund, Oldfield Partners. In our own family he is a much loved uncle to four of our grandchildren. He has now solved, at least for this year, an age-old problem: what can one give as a Christmas present to a billionaire? He has written a combined memoir and guide to investment, which is the best book of its kind I have ever read: indeed, I am not sure that there is another book of its kind. Most billionaires are interested in money, otherwise they would not be billionaires. I have spent more than 50 years writing about money, and I found new and true reflections on investment on nearly every page. I think even the great Warren Buffett, to whom Mr Oldfield pays a justified tribute, would learn from this book... William Rees-Mogg writes in the Times. [RandomProduct-126] [Externalrss-wharton1-titles-rssl-6-30] [Externalrss-evanomics-titles-rssl-6-30]     http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Simple_But_Not_Easy,__An_Autobiographical_and_Biased_Book_About_Investing.html Mon, 26 Nov 2007 04:42:54 -0800 http://www.moneyscience.com/Books___and___Reviews/Book_Review_-_Simple_But_Not_Easy,__An_Autobiographical_and_Biased_Book_About_Investing.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/M8k6uUT5Te8/Breakfast_with_Richard_Bookstaber.html This morning we had breakfast with my friend and neighbor Richard Bookstaber on the back deck of his house in the Hamptons. It is on the water and the views were incredible, as was the food. Bookstaber is the author of the recently released book A Demon of Our Own Design. (UK - US) It's a finance book. It's about how markets react, and it is catching a lot of buzz in the financial world. And this is not esoterica. At last look, the book was rather remarkably (considering the subject matter) ranked 106 on the Amazon list. Bookstaber is not a media guy. He is not a TV guy. He is not a journalist, (although this is his third book). He is a Wall Street Guy. A real Wall Street Guy...   Richard talks about his book with Michael Rosenblum over at Rosenblumtv.   More about the Book   Why do markets keep crashing and why are financial crises greater than ever before? As the risk manager to some of the leading firms on Wall Street–from Morgan Stanley to Salomon and Citigroup–and a member of some of the world's largest hedge funds, from Moore Capital to Ziff Brothers and FrontPoint Partners, Rick Bookstaber has seen the ghost inside the machine and vividly shows us a world that is even riskier than we think. The very things done to make markets safer, have, in fact, created a world that is far more dangerous. From the 1987 crash to Citigroup closing the Salomon Arb unit, from staggering losses at UBS to the demise of Long-Term Capital Management, Bookstaber gives readers a front row seat to the management decisions made by some of the most powerful financial figures in the world that led to catastrophe, and describes the impact of his own activities on markets and market crashes. Much of the innovation of the last 30 years has wreaked havoc on the markets and cost trillions of dollars. A Demon of Our Own Design tells the story of man's attempt to manage market risk and what it has wrought. In the process of showing what we have done, Bookstaber shines a light on what the future holds for a world where capital and power have moved from Wall Street institutions to elite and highly leveraged hedge funds. http://www.moneyscience.com/Books___and___Reviews/Breakfast_with_Richard_Bookstaber.html Tue, 21 Aug 2007 00:24:23 -0700 http://www.moneyscience.com/Books___and___Reviews/Breakfast_with_Richard_Bookstaber.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/-uzPYVxGoLo/How_I_Became_a_Quant:_Insights_from_25_of_Wall_Street's_Elite.html How I Became a Quant: Insights from 25 of Wall Street's Elite Ed. Barry Schachter and Richard R. Lindsey Book Description Firsthand accounts from the people who were swept into, and then helped fashion, today's "quant-driven," dynamic world of finance. Quants are the backbone of today's investment industry. Their mathematical models are now the basis for most financial market innovations, such as exotic derivatives, structured investment products, quantitative trading strategies, and portfolio selection. Their spectacular successes and failures have become part of market folklore. But what they do, and how they do it, is often as opaque and hard to understand as the formulas they create. In How I Became a Quant, more than two dozen quants tell their war stories and detail the unexpected paths they have followed from the halls of academia to Wall Street, revealing the faces behind the quant revolution. Richard R. Lindsey, PhD, MBA (New York, NY) is President of Bear, Stearns Securities Corporation. He is chair of the executive board of the IAFE. Barry Schachter, PhD (New York, NY) is Director of Quantitative Resources at Moore Capital Management. He is on the advisory board of the IAFE. From the Inside Flap The "quants" - Wall Street's disciples of quantitative analysis - have become the market's new superstars. Their mathematical models are now the basis for such financial market innovations as exotic derivatives, structured investment products, quantitative trading strategies, and portfolio selection. What brought about this path-breaking investment revolution? Some cite the beginning of trading in exchange-listed equity options in 1973, while others credit the arrival of desktop computing around 1980. But perhaps the most important factor was the dramatic increase in the volatility of prices. It was this aversion to increasing uncertainty experienced by financial market participants - real, living, breathing people - that led to the quant revolution. So who are these people who develop the mathematical models that create new ways to allow people to modify their exposure to risk? How do they do what they do? Where did they come from? In How I Became a Quant, you will find firsthand accounts direct from the people who were swept into, and then helped fashion, today's "quant-driven," dynamic world of finance. More than two dozen quants tell their stories here and detail the varying paths they have followed - often from university graduate departments of physics, math-ematics, and engineering - to Wall Street. Peter Carr, head of Quantitative Financial Research at Bloomberg, tells of his progression from cornering the local paper delivery market as a boy in Toronto to teaching at Cornell to ultimately helping Bloomberg start up its quant group. Leslie Rahl, President of Capital Market Risk Advisors, describes how she excelled in math and science as a girl, went on to MIT - so as not to be seen as "weird," as she thought might happen at other schools - and joined Citibank at a time when they had only two women VPs in the entire worldwide organization. Andrew Weisman, Managing Director of Merrill Lynch, reveals an academic background that began with study of the classics - Plato to Popper, Beowulf to Virginia Woolf, and oddly enough, swimming lessons. These unlikely superstars of Wall Street now provide the intellectual horsepower to fulfill the dream of unlimited ability to manage risks through trading financial instruments. These are the stories behind their careers. http://www.moneyscience.com/Books___and___Reviews/How_I_Became_a_Quant:_Insights_from_25_of_Wall_Street's_Elite.html Wed, 08 Aug 2007 01:39:59 -0700 http://www.moneyscience.com/Books___and___Reviews/How_I_Became_a_Quant:_Insights_from_25_of_Wall_Street's_Elite.html http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/nhJCfrMYtL4/QFINANCE London, GB - QFINANCE - The Ultimate Resource is a dynamic and comprehensive financial knowledge base and reference source containing contributions from some 300 of the world's leading financial practitioners, visionaries, writers and educators. Created by Bloomsbury Information Ltd in association with the Qatar Financial Centre (QFC) Authority, QFINANCE will provide finance professionals, academics, students, journalists and writers worldwide with access to the huge breadth and depth of content both in print and online. QFINANCE is available as a reference book and is the only finance reference book of its kind. It provides readers with an authoritative, easy-to-use, practical finance reference tool. It covers a huge range of finance-related topics, with over 300 best-practice, thought-leadership and viewpoint essays that distil and summarise the most important aspects of finance. It includes the thoughts of finance leaders and experts on the crucial issues and challenges facing finance managers, entrepreneurs and business executives. QFINANCE also offers: - A dictionary of 9,000 terms of quick, clear definitions - Over 2,000 business-relevant quotes - A library of over 125 digests of the best reads in finance - Biographies of 50 of the leading theorists and practitioners who helped create modern finance - 102 countries and 26 sectors profiles, providing essential primary research resource for direct or indirect investment - Over 300 supplementary "how to" guides covering the everyday challenges facing the finance professional. Free online resource www.qfinance.com giving you access to daily content updates, podcasts and a fully searchable database. Get the Book Sample chapter download List of Contributors Table of Contents ISBN 9781849300001 2,208 pages 278x212mm October 2009 Hardback £125 until 31.12.09 http://www.moneyscience.com/Financial_Services_Directory/profile/QFINANCE Wed, 30 Sep 2009 06:25:42 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/QFINANCE http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/gUwWGTVwY0s/A-Team_Group London, GB - A-Team Group provides publishing, research and consulting services to the global community of IT and data professionals in financial markets. http://www.moneyscience.com/Financial_Services_Directory/profile/A-Team_Group Tue, 31 Mar 2009 09:17:07 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/A-Team_Group http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3cb3kZ7IDNY/Credit_Derivatives_Research_LLC New York, US - Credit Derivatives Research provides independent research on credit derivatives and related markets. http://www.moneyscience.com/Financial_Services_Directory/profile/Credit_Derivatives_Research_LLC Tue, 31 Mar 2009 07:45:22 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Credit_Derivatives_Research_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Z3YqDIGoOXs/ISI_Emerging_Markets New York, US - ISI Emerging Markets delivers hard-to-get information on more than 80 emerging markets through its award-winning online Emerging Markets Information Service. http://www.moneyscience.com/Financial_Services_Directory/profile/ISI_Emerging_Markets Wed, 15 Oct 2008 05:11:30 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/ISI_Emerging_Markets http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Vxmwpe0Eqkc/Shirkah_Finance_Ltd Lugano, CH - The First Swiss Magazine of Islamic Finance and Banking. http://www.moneyscience.com/Financial_Services_Directory/profile/Shirkah_Finance_Ltd Wed, 15 Oct 2008 03:31:52 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Shirkah_Finance_Ltd http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/VbAhTivoQFM/Mondo_Visione London, GB - Mondo Visione is the leading source of insight and knowledge about the world's exchanges and trading venues. http://www.moneyscience.com/Financial_Services_Directory/profile/Mondo_Visione Tue, 14 Oct 2008 01:29:09 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Mondo_Visione http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/r2oziKzfL8o/ITP_Digital_Publishing Dubai, AE - The ITP Group publishes over 60 magazines serving the Middle East's business-to-business, consumer, technology and communications markets. http://www.moneyscience.com/Financial_Services_Directory/profile/ITP_Digital_Publishing Mon, 06 Oct 2008 02:07:09 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/ITP_Digital_Publishing http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/EZjA3Ox2H_o/Tabor_Communications,_Inc San Diego, US - Strategy, information and solutions for High Productivity Communities. http://www.moneyscience.com/Financial_Services_Directory/profile/Tabor_Communications,_Inc Wed, 24 Sep 2008 01:04:47 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Tabor_Communications,_Inc http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/QuDAg7UeiqE/CEP_News Montreal, CA - CEP News is one of Canada’s most established sources for global economic and financial news. Our online services, daily reports and real-time newsfeed are where the global investment community turns to for unbiased and timely reporting of breaking and developing economic news and information. From our bureaus around the world, our experienced correspondents deliver breaking macroeconomic news and thorough reporting on events affecting the global fixed income and foreign exchange markets around the world. CEP Global Markets, Commodities and Economics News at MoneyScience http://www.moneyscience.com/Financial_Services_Directory/profile/CEP_News Thu, 28 Aug 2008 01:05:15 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/CEP_News http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/m4hJP0Bx_Uk/ClearView_Publishing London, GB - ClearView Publishing is the publisher of WealthBriefing, designed to bring you the latest wealth management news and in-depth analysis. http://www.moneyscience.com/Financial_Services_Directory/profile/ClearView_Publishing Wed, 13 Aug 2008 01:20:26 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/ClearView_Publishing http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/iyhCT6E3mc4/Risk_Books London, GB - Risk Books is an established world leader in specialist books on the financial risk management and derivatives markets. We are proud to be a niche publisher that has quality as its top priority. Our mission is to produce books that truly add value by delivering the very best information on our specialist subjects. And with more than 150 different titles currently in print, Risk Books covers a wide range of technical subjects for academics, practitioners, investors and corporate users - ranging from derivatives, hedge funds, quant analysis, credit, regulatory issues and operational risk to the energy, insurance and currency markets - with books for experts and scholars alike. All of our books are written and edited by leading professionals and academics. Indeed, it has been our enduring goal over the years to establish relationships with writers and editors of the highest calibre, and produce books that make a genuine difference. But please see for yourself, and take some time to browse the website - for a range of texts guaranteed to inspire, at any level of your career, in this fascinating industry. http://www.moneyscience.com/Financial_Services_Directory/profile/Risk_Books Wed, 16 Jul 2008 02:04:01 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Risk_Books http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Zoz6q6z-VMw/Dot_Zinc_Limited London, GB - Dot Zinc Limited run the money.co.uk website. http://www.moneyscience.com/Financial_Services_Directory/profile/Dot_Zinc_Limited Thu, 10 Jul 2008 08:07:26 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Dot_Zinc_Limited http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/nHyjwUkIdhM/Dashboard_Communicaton_Corp Toronto, CA - Dashboard Mobile Financial (DMF) is the first RSS-based mobile reader designed exclusively for investment dealers, their staff and clients. DMF is revolutionizing mobile content distribution in financial markets by providing a distinct and exclusive one-stop location for financial research and news on the BlackBerry. DMF was created for the institutional and retail wealth management market, specifically investment banking staff and the global institutional clients of investment dealers, including portfolio managers, hedge fund managers and investment advisors. By using RSS technology, DMF eliminates two major drawbacks of investment research distribution over email; inbox overload and spam. DMF provides complete, always on, summaries of investment dealer research reports. DMF is also the first free business news package available on the BlackBerry tailored for the financial community. DMF has a library of over 5,000 always on RSS news feeds which allow users to keep up on breaking financial, sports and entertainment news. Users may select business news from leading papers around the world, read top financial blogs, or select from a channel library of sports broken down by individual sport and specific team. Users may add any other feed by entering a URL to which they may have a subscription or interest. Dashboard Mobile Financial is FREE for anyone to download at: www.dashboardfinancial.com http://www.moneyscience.com/Financial_Services_Directory/profile/Dashboard_Communicaton_Corp Thu, 08 May 2008 03:29:19 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Dashboard_Communicaton_Corp http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/WDfxf81Uv_I/Tabb_Group London, GB - TABB Group is a financial markets' research and strategic advisory firm focused exclusively on capital markets. http://www.moneyscience.com/Financial_Services_Directory/profile/Tabb_Group Tue, 29 Apr 2008 06:47:35 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Tabb_Group http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/I9Jq7DNqvEg/Interactive_Data_Corporation Bedord, GB - Interactive Data Corporation is a leading global provider of financial market data, analytics and related services to financial institutions, active traders and individual investors. http://www.moneyscience.com/Financial_Services_Directory/profile/Interactive_Data_Corporation Mon, 21 Apr 2008 07:12:29 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Interactive_Data_Corporation http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/3tETW2ixpNQ/Financial_Technologies_Forum_LLC New York, US - Financial Technologies Forum LLC is a leading provider of news and information about trends and initiatives in financial operations and automation. http://www.moneyscience.com/Financial_Services_Directory/profile/Financial_Technologies_Forum_LLC Mon, 21 Apr 2008 06:33:42 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Financial_Technologies_Forum_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/o9paqMcV-bI/Fulton_Publishing London, GB - Fulton Publishing produce 'Environmental Finance', a monthly magazine covering the ever-increasing impact of environmental issues on the lending, insurance, investment and trading decisions affecting industry. http://www.moneyscience.com/Financial_Services_Directory/profile/Fulton_Publishing Tue, 01 Apr 2008 01:03:07 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Fulton_Publishing http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/gUwWGTVwY0s/A-Team_Group London, GB - A-Team Group provides the global community of IT and data professionals in financial markets with the business intelligence they need to excel in their roles. http://www.moneyscience.com/Financial_Services_Directory/profile/A-Team_Group Mon, 31 Mar 2008 08:09:35 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/A-Team_Group http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/H-1LRJiNUsE/24-7_Wall_St.,_LLC New York, US - 24/7 Wall St., LLC is a Delaware corporation set up to run a financial news and opinion operation with content delivered over the Internet. http://www.moneyscience.com/Financial_Services_Directory/profile/24-7_Wall_St.,_LLC Mon, 31 Mar 2008 04:59:59 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/24-7_Wall_St.,_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/wyz7-cX3API/Acquire_Media London, GB - We are an advanced technology company devoted to delivering text news and multimedia with guaranteed reliability in formats that make content instantly usable and searchable. We serve the news, digital publishing and financial services communities, which depend on the speed of our delivery service. http://www.moneyscience.com/Financial_Services_Directory/profile/Acquire_Media Tue, 25 Mar 2008 07:56:20 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/Acquire_Media http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/U9vn15eSq-4/InvestorPlace_Media_LLC Lancaster, US - http://www.moneyscience.com/Financial_Services_Directory/profile/InvestorPlace_Media_LLC Tue, 18 Mar 2008 04:25:37 -0700 http://www.moneyscience.com/Financial_Services_Directory/profile/InvestorPlace_Media_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/VQTtpaVIUSg/_SourceMedia,_Inc. New York, US - http://www.moneyscience.com/Financial_Services_Directory/profile/_SourceMedia,_Inc. Wed, 27 Feb 2008 05:57:56 -0800 http://www.moneyscience.com/Financial_Services_Directory/profile/_SourceMedia,_Inc. http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/c_juItYpODk/The_Deal_LLC New York, US - The Deal, LLC is a diversified media company that is the authoritative voice of the deal economy. We strive to report, analyze and disseminate business and financial news that offers fresh insights on the deal economy, a set of interrelated activities, focused on dealmaking of all kinds, whose purpose is to generate corporate growth in a continually changing global market. http://www.moneyscience.com/Financial_Services_Directory/profile/The_Deal_LLC Tue, 26 Feb 2008 11:07:50 -0800 http://www.moneyscience.com/Financial_Services_Directory/profile/The_Deal_LLC http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/Mbw7PohWTac/REDmoney_Group Kuala Lumpur, MY - Launched in June 2004 and based in Kuala Lumpur, Malaysia, REDmoney Group (is the holding company for Islamic Finance News, Islamic Finance Training and REDmoney Training. http://www.moneyscience.com/Financial_Services_Directory/profile/REDmoney_Group Tue, 26 Feb 2008 10:42:03 -0800 http://www.moneyscience.com/Financial_Services_Directory/profile/REDmoney_Group http://feedproxy.google.com/~r/FinancialPublishingFocus/~3/uDgbPZkxMRc/MathFinance_AG Waldems, DE - Your expert team for quantitative solutions in the financial industry You need derivative expertise, model development, implementation in C++ or prototyping in Mathematica? You need an independent valuation for your new model, certificate/structured product in Foreign Exchange or Equity? You need a comparative study for long-term investments? You need a new quant job or training in Monte Carlo techniques We can help. www.mathfinance.com Germany's top quant event: Our upcoming Frankfurt MathFinance Conference is from 23-24 March 2009, this time with world-class speakers including: Steven E. Shreve, Peter Carr, Anthony Neuberger and many more. Check our website for more information. http://www.moneyscience.com/Financial_Services_Directory/profile/MathFinance_AG Mon, 28 Jan 2008 01:29:24 -0800 http://www.moneyscience.com/Financial_Services_Directory/profile/MathFinance_AG