Simulate two security daily returns with stochastic volatility and jumps . Allow for potential correlation of the jumps and have a parameter that can set that correlation to high or low . Calculate the correlation of the two assets and the value at risk for this portfolio . How does correlation change when jump correlation increases? How does value at risk change?
US Naval Update: There's A Party In The Middle-East And All The Sailors Are Invited Submitted by Tyler Durden on 08/15/2013 15:37 -0400 Iran The last time there were two aircraft carriers and one more more amphibious groups in the 5th Fleet Area of Responsibility (i.e., the Middle-East), an Israeli invasion of Iran seemed imminent. This time, Iran is deeply on the backburner, however Egypt, Syria, Lebanon and others certainly are front and center. So how are key US naval assets positioned this time around? As the Stratfor graphic below shows, the US is currently fully prepared for any "surprises" that may happen in the immediate and not so immediate future. Source: Stratfor Average: 4.75 Your rating: None Average: 4.8 ( 4 votes) !-- -- Tweet !-- - advertisements - .AR_2 .ob_empty {display: none;} .AR_2 .rec-link {color: #565656;text-decoration: none;font-size: 12px;} .AR_2 .rec-link:hover {color: #565656;text-decoration: underline;font-size: 12px;} .AR_2 {float: left;width:50%} .AR_2 li {list-style: none outside none !important;font-size: 10px;padding-bottom: 10px;line-height: 13px;margin:0;} .AR_2 .ob_org_header {color: #000000;text-decoration:bold; margin-left: 0px; font-size:14px;line-height:35px;} .AR_3 .rec-link {color: #565656;text-decoration: none;font-size: 12px;} .AR_3 .rec-link:hover {color: #565656;text-decoration: underline;font-size: 12px;} .AR_3 .rec-src-link {font-size: 12px;} .AR_3 li {padding-bottom: 10px;list-style: none outside none !important;font-size: 10px;line-height: 13px;margin:0;} .AR_3 .ob_dual_left, .AR_3 .ob_dual_right {float: left;padding-bottom: 0;padding-left: 2%;padding-top: 0;} .AR_3 .ob_org_header {color: #000000; text-decoration:bold; margin-left: 0px; font-size:14px;line-height:35px;} .AR_3 .ob_ads_header {color: #000000; text-decoration:bold; margin-left: 0px; font-size:14px;line-height:35px;} -- - advertisements - Login or register to post comments 21701 reads Printer-friendly version Send to friend Similar Articles You Might Enjoy: US Naval Update: It's A Mediterranean Party And The Enterprise Is Invited - Libyan Endgame Expected Within 5-7 Days Naval Update: T-Minus One Week Until Arabian Sea Destination Reached US Naval Update: Enterprise Is Second Aircraft Carrier To Reinforce Persian Gulf, Kearsarge In Pursuit Of Iranians As Egypt Decides Whether To Allow Iran Warships To Pass Suez, Here Is An Update Of US Naval Deployments One Minute Macro Update - And Then There’s The Middle East
The Evolution Of US And UK Central Banking: An Infographic Submitted by Tyler Durden on 12/03/2012 21:50 -0500 Federal Reserve United Kingdom Investors once knew: Focusing on assets without understanding monetary matters can get you into trouble. They have since forgotten this. Ironically, then, there’s great value in remembering it. As “Vermont Ruminator”, Humphrey B. Neill, wrote in The Art of Contrary Thinking: is a study in itself and one which still confuses the great minds of the world... ...because monetary problems are not comprehended by the public or by the average businessman, “money management” will continually cross up public opinions concerning economic trends... ...If you make it a point to become posted on some of the more common practices of monetary management you will …be able to discern trends that are opposite to those commonly discussed... This addogram delves into the evolution of the two most prominent reserve currencies of the past 350 years: The pound sterling and the dollar. It features visualizations of a collection of extremely rare (if not entirely unique) data-sets . The Bank of England’s assets and liabilities since Robert Peel’s Bank Act of 1844 (monthly). And the Federal Reserve System’s assets and liabilities since shortly after its creation (weekly). The yield, equity index and gold price section goes back as far as 1840 . This pairing of comprehensive monetary and asset price data gives the addogram an intensely practical feel. Click chart below for huge version... Click here for zoomable super hi-res version Put this on your wall and you’ll soon be operating from a 400-year context of price and monetary history. Chart courtesy of Addogram Average: 4.6 Your rating: None Average: 4.6 ( 5 votes) Tweet Login or register to post comments 6156 reads Printer-friendly version Send to friend Similar Articles You Might Enjoy: Guest Post: The Greatest Trick The Devil Ever Pulled Guest Post: Gold's Value Today CME Declares Force Majeure Due To “Operational Limitations” On NYC Gold Depository Gold’s Rise To Continue Above $2,500/oz On Negative Real Interest Rates Brodsky On Gold, 'Credit Money', And Real Return Investing
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