MoneyScience News |
- Blog Post: TheFinancialServicesClub: Ten wild predictions for 2013
- RT @QFINANCEnews: The global economy and the paradox of snowplowing http://t.co/RdTbQAJE
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @UCBerkeleyNews @IEbusiness @U_Richmond_MBA
- Blog Post: TheAlephBlog: Locking in a Smaller Loss
- Published / Preprint: Optimal replication of random claims by ordinary integrals with applications in finance. (arXiv:1301.0381v1 [q-fin.PM])
- Published / Preprint: The dynamics of financial stability in complex networks. (arXiv:1103.0717v2 [q-fin.RM] UPDATED)
- Published / Preprint: The bounds of heavy-tailed return distributions in evolving complex networks. (arXiv:1109.2803v2 [q-fin.RM] UPDATED)
- MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @fin_tech @ppearlman @AmyResnick
Blog Post: TheFinancialServicesClub: Ten wild predictions for 2013 Posted: 04 Jan 2013 03:56 AM PST |
RT @QFINANCEnews: The global economy and the paradox of snowplowing http://t.co/RdTbQAJE Posted: 04 Jan 2013 01:15 AM PST |
Posted: 03 Jan 2013 11:39 PM PST |
Blog Post: TheAlephBlog: Locking in a Smaller Loss Posted: 03 Jan 2013 10:13 PM PST |
Posted: 03 Jan 2013 05:33 PM PST By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via adapted differentiable processes generated by a controlled ordinary differential equation. We found that the solution of this replication problem exists and is... Visit MoneyScience for the Complete Article. |
Posted: 03 Jan 2013 05:33 PM PST We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking regulation, the so called Merton-Vasicek model. Economic agents are attracted to each other to exchange `economic energy', forming a network of trades. When the... Visit MoneyScience for the Complete Article. |
Posted: 03 Jan 2013 05:33 PM PST We consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an agent model, presented in the context of economic networks of trades, which shows the emergence of critical behavior. Starting from a brief discussion about the... Visit MoneyScience for the Complete Article. |
Posted: 03 Jan 2013 06:49 AM PST |
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