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In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical framework with linear generators depending on $(Y(t),Z(t))$ is...

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Optimal Execution Problem with Market Impact. (arXiv:0907.3282v2 [q-fin.TR]...

July 12, 2011, 5:31 pm

We study an optimal execution problem in a market model which considers market impact. First we study a discrete-time model and describe a value function. Then, by shortening the intervals of the...

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KISS approach to credit portfolio modeling. (arXiv:1107.2164v1 [q-fin.RM])

July 12, 2011, 5:31 pm

A simple, yet reasonably accurate, analytical technique is proposed for multi-factor structural credit portfolio models. The accuracy of the technique is demonstrated by benchmarking against Monte...

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Emploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5....

July 12, 2011, 5:36 pm

Emploi Murex : Consultant Processing and Financial Control.+ Ingenieur/Bac+5. Debuta... http://bit.ly/pN4fhY VIE finance 21

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Hedge Funds Outperform Equity Benchmarks in Turbulent Markets ...: Hedge...

July 12, 2011, 5:36 pm

Hedge Funds Outperform Equity Benchmarks in Turbulent Markets ...: Hedge Funds Outperform Equity Benchmarks in T... http://bit.ly/o9rEMZ

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Hedge fund guru Sprott: What a Greek default would mean for banks worldwide |...

July 12, 2011, 5:36 pm

Hedge fund guru Sprott: What a Greek default would mean for banks worldwide | Babelation http://t.co/vgYhGUb

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If the Top 25 Hedge Fund Managers Paid Tax Like you and Me, We'd Cut 44...

July 12, 2011, 5:36 pm

If the Top 25 Hedge Fund Managers Paid Tax Like you and Me, We'd Cut 44 billion from the national deficit http://ow.ly/5CUeD

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Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David...

July 12, 2011, 5:36 pm

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/ppsx0W

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Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David...

July 12, 2011, 5:36 pm

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/reSYdD

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Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David...

July 12, 2011, 5:36 pm

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/qFlFox

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Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David...

July 12, 2011, 5:36 pm

Einhorn's Vegas Luck Runs Out: By BEN COHEN In 2006, hedge-fund manager David Einhorn anted up $10000 to enter t... http://bit.ly/nWxYwa

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RT @kinggary: ReadMe: Software for Automated Content Analysis (new version)...

July 12, 2011, 5:46 pm

RT @kinggary: ReadMe: Software for Automated Content Analysis (new version) http://ow.ly/5CCMH #rstats

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Measuring systemic risk of the European banking sector

July 12, 2011, 6:03 pm

Sascha Steffen, 13 July 2011Last yearâs European bank stress tests were faulty to say the least. For example, those tests failed to find problems with any of the Irish Banks that soon afterwards...

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