etf-central.com
Trading Strategy | ETF Central
http://etf-central.com/tag/trading-strategy
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Paper freely available from Quantitative Finance for RiskMinds 2010. I received an email from Quantitative Finance. Informing me that my paper with A. Duran,. A Profitable Trading and Risk Management Strategy Despite Transaction Cost. Will be freely available online in a “virtual issue” of the journal on risk. This issue is designed to coincide with the RiskMinds 2010. Or the entire Risk. Through the end of the month. Note that o...
etf-central.com
Liquidity | ETF Central
http://etf-central.com/tag/liquidity
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Paper: R. Werpachowski. Arbitrage-Free Rate Interpolation Scheme for Libor Market Model with Smooth Volatility Term Structure. Interesting paper released by R. Wepachowski from Markit. Well-known for their credit risk indices. Arbitrage-Free Rate Interpolation Scheme for Libor Market Model with Smooth Volatility Term Structure. December 24, 2010 Michael Bommarito. Was updated a week or so ago ( courtesy of Alea. Despite these few...
etf-central.com
Michael Bommarito | ETF Central
http://etf-central.com/author/mjbommar
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Http:/ www-personal.umich.edu/ mjbommar/. Latest posts by mjbommar. New Personal Site and Blog. February 14, 2011. Reading List, Week of Jan. 10, 2010. January 10, 2011. January 9, 2011. Conference: International Conference on Mathematical Finance and Economics. December 28, 2010. Paper: R. Werpachowski. Arbitrage-Free Rate Interpolation Scheme for Libor Market Model with Smooth Volatility Term Structure. December 24, 2010.
etf-central.com
Conference | ETF Central
http://etf-central.com/tag/conference
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Conference: International Conference on Mathematical Finance and Economics. Along with my coauthor A. Duran. I’m helping organize the International Conference on Mathematical Finance and Economics. December 28, 2010 Michael Bommarito. New Personal Site and Blog. Reading List, Week of Jan. 10, 2010. Michael J. Bommarito II.
etf-central.com
Paper freely available from Quantitative Finance for RiskMinds 2010 | ETF Central
http://etf-central.com/2010/12/09/paper-freely-available-from-quantitative-finance-for-riskminds-2010
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Paper freely available from Quantitative Finance for RiskMinds 2010. I received an email from Quantitative Finance. Informing me that my paper with A. Duran,. A Profitable Trading and Risk Management Strategy Despite Transaction Cost. Will be freely available online in a “virtual issue” of the journal on risk. This issue is designed to coincide with the RiskMinds 2010. Or the entire Risk. Through the end of the month.
etf-central.com
C. San-Lin, W.-C. Tsai, Y.-H. Wang, P.-S. P. Weng. The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index. | ETF Central
http://etf-central.com/2010/11/21/c-san-lin-w-c-tsai-y-h-wang-p-s-p-weng-the-information-content-of-the-sp-500-index-and-vix-options-on-the-dynamics-of-the-sp-500-index
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. C San-Lin, W.-C. Tsai, Y.-H. Wang, P.-S. P. Weng. The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index. C San-Lin, W.-C. Tsai, Y.-H. Wang, P.-S. P. Weng. The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index. November 21, 2010 Michael Bommarito. Options on VIX Provide Better Predictions than Options on S&P 500. November 27, 2010 at 13:20.
etf-central.com
Career | ETF Central
http://etf-central.com/tag/career
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. I am currently considering entering the private labor market this summer. If you are interested in considering me or referring me for a position in finance or research, please feel free to contact me by email. Or view my resume. January 9, 2011 Michael Bommarito. New Personal Site and Blog. Reading List, Week of Jan. 10, 2010. Michael J. Bommarito II.
etf-central.com
Policy | ETF Central
http://etf-central.com/tag/policy
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. Reading List, Week of Jan. 10, 2010. Instead of posting papers separately, I’ve decided to transition to a weekly reading list format. I’ll update this post over the course of the week, but here’s the initial list:. Gelpern, Anna and Gulati, G. Mitu,. Law and Contemporary Problems, Forthcoming. Chan, Kam Fong and Marsden, Alastair D.E.,. Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis.
etf-central.com
Trading | ETF Central
http://etf-central.com/tag/trading
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. I am currently considering entering the private labor market this summer. If you are interested in considering me or referring me for a position in finance or research, please feel free to contact me by email. Or view my resume. January 9, 2011 Michael Bommarito. New Personal Site and Blog. Reading List, Week of Jan. 10, 2010. Michael J. Bommarito II.
etf-central.com
Options | ETF Central
http://etf-central.com/tag/options
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II. C San-Lin, W.-C. Tsai, Y.-H. Wang, P.-S. P. Weng. The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index. C San-Lin, W.-C. Tsai, Y.-H. Wang, P.-S. P. Weng. The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index. November 21, 2010 Michael Bommarito. Top 30 Optionable ETFs By Volume. SPDR TR UNIT SER 1. POWERSHARES QQQ TRUST UNIT SER 1. ISHARES IN...
SOCIAL ENGAGEMENT