- New Personal Site and Blog | February 14, 2011
- Reading List, Week of Jan. 10, 2010 | January 10, 2011
- Job Leads | 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
- S. Tsirel, A. Akaev, A. Fomin, A. Korotayev. Log-Periodic Oscillation Analysis and Possible Burst of the “Gold Bubble” in April – June 2011 | December 21, 2010
- Paper freely available from Quantitative Finance for RiskMinds 2010 | December 9, 2010
- 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
Fast-paced market news, analysis, and discussion – Michael J. Bommarito II