Just uploaded 'High-Frequency Trading Happy Hour for Chinese and Expat...
Just uploaded 'High-Frequency Trading Happy Hour for Chinese and Expat Speed...' to SlideShare. http://slidesha.re/pLjwoI
View ArticleLevel Two High Frequency Trading.mov: Level two high frequency trading. this...
Level Two High Frequency Trading.mov: Level two high frequency trading. this video is for educational purposes only http://6tnvq.tk
View ArticleAnomalous price impact and the critical nature of liquidity in financial...
We propose a dynamical theory of market liquidity that predicts that the average supply/demand profile is V-shaped and {\it vanishes} around the current price. This result is generic, and only relies...
View ArticleOn Investment-Consumption with Regime-Switching. (arXiv:1107.1895v1 [math.OC])
In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the discount...
View ArticleImplied Volatility Surface: Construction Methodologies and Characteristics....
The implied volatility surface (IVS) is a fundamental building block in computational finance. We provide a survey of methodologies for constructing such surfaces. We also discuss various topics which...
View ArticleAdjoints and Automatic (Algorithmic) Differentiation in Computational...
Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an...
View ArticleOptimal Execution Problem for Geometric Ornstein-Uhlenbeck Price Process....
We study the optimal execution problem in the presence of market impact and give a generalization of the main result of Kato(2009). Then we consider an example where the security price follows a...
View ArticleEmploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5....
Emploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5. Debut... http://bit.ly/rhMkNk VIE finance 111
View ArticleEmploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5....
Emploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5. Debuta... http://bit.ly/nCP7oY VIE finance 84
View ArticleMotivated In Ohio: How Dracula Hedge Funds Are Sucking Us Dry | Econo......
Motivated In Ohio: How Dracula Hedge Funds Are Sucking Us Dry | Econo... http://t.co/oC8JDtm
View ArticleClose The Hedge Fund Mgr Tax Loophole and Raise $4 Billion Annually From The...
Close The Hedge Fund Mgr Tax Loophole and Raise $4 Billion Annually From The 25 Richest Managers http://t.co/UGEBZbc via @thinkprogress
View ArticleHedge-Fund Investors Scout Out Web Firms http://on.wsj.com/qQ7rBt
Hedge-Fund Investors Scout Out Web Firms http://on.wsj.com/qQ7rBt
View ArticleHedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for...
Hedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for technology companies and seeking hig... http://on.wsj.com/nNn0lG
View ArticleHedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for...
Hedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for technology companies and seeking h... http://tinyurl.com/67ypv2y
View ArticleHedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for...
Hedge-Fund Investors Scout Out Web Firms: Spurred by their appetite for technology companies and seeking... http://on.wsj.com/qG1MiW #pr
View ArticleWSJ: Hedge-Fund Investors Scout Out Web Firms http://bit.ly/nMXnc9
WSJ: Hedge-Fund Investors Scout Out Web Firms http://bit.ly/nMXnc9
View ArticleHedge Fund Investors Scout Out Web Firms: Spurred by their appetite for...
Hedge Fund Investors Scout Out Web Firms: Spurred by their appetite for technology companies and seeking... http://dlvr.it/Zpwq5 #FREE
View ArticleHigh Frequency Trading Updates - WiredPRNews.com (press release)...
High Frequency Trading Updates - WiredPRNews.com (press release) http://bit.ly/oWsuEG
View ArticleMadoff Trustee Sues Citi Hedge Fund Ops Unit in Bermuda http://goo.gl/fb/EX59d
Madoff Trustee Sues Citi Hedge Fund Ops Unit in Bermuda http://goo.gl/fb/EX59d
View Article$XIV down 8% just as forecasted, no sign for hedge fund to act by now, time...
$XIV down 8% just as forecasted, no sign for hedge fund to act by now, time to be patient and @STUDY, gonna be a prosperous July, can't wait
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