Economics and Finance

Aventura, US

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Get the Complete MoneyScience RSS Feed or Subscribe by Mail.     Markets and Banking Societe Generale failed to follow up 75 warnings on bets by Jerome Kerviel that led to a trading loss of 4.9 billion euros ($7.2 billion), independent board members concluded in a report. Credit Suisse's mispricing of some of its structured credit products will put further pressure on regulators to...

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New York, US

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Poway, USFirst Advantage is a leading provider of risk mitigation and business solutions - all from one source. We offer clients a comprehensive portfolio of best-in-class products, services and innovative tools to help them make smarter business decisions, and empower them with timely, quality information.

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Emanuel Derman's lecture notes from the Master's in Financial Engineering Program at Columbia University.

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Emanuel Derman's lecture notes from the Master's in Financial Engineering Program at Columbia University.

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Counterparty risk in CDS contracts has been a hot topic recently with a focus on losses for protection buyers due to cross defaults of counterparties and reference entities. Using a method with an explicit correlation figure measuring the likelihood of simultaneous defaults, we find that expected aggregate losses to protection buyers in such scenarios are generally at the lower end of the scales...

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The Nasdaq Stock Market, Inc.has announced the launch of NASDAQ Market Replay, an innovative data tool that provides an extremely powerful, NASDAQ-validated replay and analysis of the market. Market Replay allows users to quickly view the order book at any point in time, replay the market in simulated real-time, or at an accelerated/decelerated speed, and zoom-in to view events at the millisecond...

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The striking thing about the seemingly endless collapse of the subprime-mortgage market is how egalitarian it has been. It's nearly impossible to draw a demographic line between the victims and the perps. Millions of ordinary people ignorant of high finance have lost billions of dollars, but so have the biggest names on Wall Street, and both groups made exactly the same bet: that real estate...

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London, GBThomas Murray helps institutional investors, asset managers and other participants in the international capital markets identify and manage post trade risks and monitor the performance of third party service providers in both the traditional and the alternative asset management sectors.

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