Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Apr 2

Prof Hal White Passed Away Week in Review 020412

Posted by abiao at 13:20 | Review | Comments(3) | Reads(6821)
Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility: on average, about 99% of the intraday variation of implied volatility can be explained by moneyness and changes in the index level. Compared to the typical smile regression with moneyness alone, about 50% of the remaining errors can be attributed to movements in the underlying index.

A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices: We develop a bid-ask spread estimator from daily high and low prices. Daily high (low) prices are almost always buy (sell) trades. Hence, the high-low ratio reflects both the stock’s variance and its bid-ask spread.

How to Prevent Other Financial Crises: Policy recommendations to avoid additional crises, focused on "less is more" simple rule of "captain goes down with ship." These aim at eliminating the combination of statistical moral hazard and scientism-misuse of probabilistic methods that got us into trouble.

A No BS Guide to the Basics of Parallelization in R:a simple example to use multi-core in R to speed-up.

Markets, Ethics and Mathematics - A Defence of Mathematics: should we blame mathematics for the crisis? a defence of mathematics.

The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates: a paper by Jarrow and Li (2012) estimates the impact of the Federal Reserveís 2008 - 2011 quantitative easing (QE) program on the U.S. term structure of interest rates.

Halbert L. White, Jr., 1951-2012: It is with great sadness that UCSD Economics Professor Hal White passed away Saturday morning after an extended struggle with cancer.

Essay service Homepage
Writing is an very useful skill to have. Right to use a writing course is now easy than ever before due to technology. Technical or specialized writing that includes creating guides, expert reports and more can help your online presence in more ways than one. Sometimes it may be further than groups or persons budget to hire an expert writer to address their technical records.  Although in an ideal world all specialized records should be produced by a highly trained expert, sadly we do not live in an ideal. With any luck even if you have never written a sentence in your life about no matter which not clearly specialized you will have at the very least, a broader picture of what technical writing entails.

In these times specialized writing has turned out to be vital in the fields of CP hardware and software. It is the technique by which technical data on any theme is traded starting with one person then onto the next. Thus, it is or else called specialized contact. This writing is a method of contact, a sort of halfway between the makers and the watchers. It makes knowing of complex specialized talk into plans that are spoken in simple talk with the goal that they might be useful to the buyers and may allow them to play out their duty aptly. It is vital to get the ideas and the manner of target crowd so they can pass on their messages well. Technical reporter gathers data from living resources and from expert in the field on an exact topic. A good essayist will know, or have the skill to quickly get used to and have the skill to draft the specialized records in such a way, to the point that it is easy to know in design and is well know by the persons who need to tail it.  The issue is that while you may well have a group with experts with fit knowledge and skill, their gifts are on a usual basis beat with unlike duty. Clazwork essay service gives top writing help for their clients. You can visit to get technical writing help. They have the skill to write design or write essay as their clients wish.
Amenadiel Naye Email
With great sadness, I extend my condolences to the bereaved family.
Amenadiel | Form an LLC in Delaware
I can't believe that he's gone. May his soul rest in eternal peace.
concrete contractors tuscaloosa al
Pages: 1/1 First page 1 Final page
Add a comment
Enable HTML
Enable UBB
Enable Emots
Nickname   Password   Optional
Site URI   Email   [Register]