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The affine LIBOR models. (arXiv:0904.0555v5 [q-fin.PR] UPDATED)

We provide a general and flexible approach to LIBOR modeling based on the class of affine factor processes. Our approach respects the basic economic requirement that LIBOR rates are non-negative, and...

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Investment/consumption problem in illiquid markets with regimes switching....

We consider an illiquid financial market with different regimes modeled by a continuous-time finite-state Markov chain. The investor can trade a stock only at the discrete arrival times of a Cox...

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A Map of the Brazilian Stock Market. (arXiv:1107.4146v1 [q-fin.ST])

We use the correlation matrix of stocks returns in order to create maps of the S\~ao Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 2010, and the...

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The industrial revolution as an energy revolution

Tony Wrigley, 22 July 2011Before the industrial revolution, economists considered output to be fundamentally constrained by the limited supply of land. This column explores how the industrial...

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I wonder how much hedge funds made off Zillow's opening day? At least the...

I wonder how much hedge funds made off Zillow's opening day? At least the single letter stock code "Z" is totally awesome! #zillow $Z

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Stage Team Trade : Stage Java/J2EE Finance de marche (6 mois).+ Ingenieur en...

Stage Team Trade : Stage Java/J2EE Finance de marche (6 mois).+ Ingenieur en dernier... http://bit.ly/oZnSsG VIE finance 15

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Hedge Fund Trading Secrets Revealed-300+ page insider trading eBook...

Hedge Fund Trading Secrets Revealed-300+ page insider trading eBook http://t.co/2Wktl83

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Liberals for Hedge-Fund Manager Rights http://bit.ly/qDoaNN

Liberals for Hedge-Fund Manager Rights http://bit.ly/qDoaNN

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How To Trade Like A Winning Hedge Fund Manager-Where To Get Rich in Forex in...

How To Trade Like A Winning Hedge Fund Manager-Where To Get Rich in Forex in 2011! http://bit.ly/lgrjeU

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Hedge Fund Copier Coming Very Soon. Stay Tuned

Hedge Fund Copier Coming Very Soon. Stay Tuned

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Hedge Fund Copier is a Truly Unique Forex Software. Never before has there...

Hedge Fund Copier is a Truly Unique Forex Software. Never before has there been anything like it. http://t.co/AcWJI3I

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If the pussy good , we might go shopping ! #Quant world

If the pussy good , we might go shopping ! #Quant world

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If the pussy good , we might go shopping ! #Quant world

If the pussy good , we might go shopping ! #Quant world

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New Asian Hedge Funds Raise US$2.86B - twice as much in the first half of...

New Asian Hedge Funds Raise US$2.86B - twice as much in the first half of this year as in second half of last year http://t.co/o6ID3i4

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Essential guide to hedge funds: Evaluating and Implementing Hedge Fund...

Essential guide to hedge funds: Evaluating and Implementing Hedge Fund Strategies http://bit.ly/kxhqIE

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What is a Hedge Fund http://nblo.gs/kIfXd

What is a Hedge Fund http://nblo.gs/kIfXd

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http://t.co/TVb9Jwd

http://t.co/TVb9Jwd

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Ray Dalio’s Richest and Strangest Hedge Fund : The New Yorker...

Ray Dalio’s Richest and Strangest Hedge Fund : The New Yorker http://t.co/1gzl549 via @NewYorker #Longreads

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Exclusive: Paulson says bets were too aggressive: Hedge fund director John...

Exclusive: Paulson says bets were too aggressive: Hedge fund director John Alfred Paulson, president of Paulson ... http://bit.ly/r9Vf0w

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News1 new result for "San Diego" "lawyer" Hedge fund...

News1 new result for "San Diego" "lawyer" Hedge fund rejected by split pension boardSignOnSanDiego.comFour membe... http://bit.ly/pKafrS

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