Friday, January 4, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Ten wild predictions for 2013

Posted: 04 Jan 2013 03:56 AM PST

Next week, I’ll get back to being Mr. Boring Banking Blogger, and will focus upon the economic, financial and technological trends for 2013, as per my usual start to the year.read more...

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RT @QFINANCEnews: The global economy and the paradox of snowplowing http://t.co/RdTbQAJE

Posted: 04 Jan 2013 01:15 AM PST

moneyscience: RT @QFINANCEnews: The global economy and the paradox of snowplowing http://t.co/RdTbQAJE

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @UCBerkeleyNews @IEbusiness @U_Richmond_MBA

Posted: 03 Jan 2013 11:39 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @UCBerkeleyNews @IEbusiness @U_Richmond_MBA

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Blog Post: TheAlephBlog: Locking in a Smaller Loss

Posted: 03 Jan 2013 10:13 PM PST

Why are TIPS yields negative out to 20+ years?  People are willing to lock in a loss versus CPI inflation in order to avoid a possibly larger loss.read more...

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Published / Preprint: Optimal replication of random claims by ordinary integrals with applications in finance. (arXiv:1301.0381v1 [q-fin.PM])

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...

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Published / Preprint: The dynamics of financial stability in complex networks. (arXiv:1103.0717v2 [q-fin.RM] UPDATED)

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...

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Published / Preprint: The bounds of heavy-tailed return distributions in evolving complex networks. (arXiv:1109.2803v2 [q-fin.RM] UPDATED)

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...

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MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @fin_tech @ppearlman @AmyResnick

Posted: 03 Jan 2013 06:49 AM PST

moneyscience: MoneyScience Daily is out! http://t.co/aGkJAVQE â–¸ Top stories today via @fin_tech @ppearlman @AmyResnick

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