MoneyScience News |
- Blog Post: TheFinancialServicesClub: I know, let's differentiate the bank by launching an app!
- Blog Post: TheAlephBlog: The Rules, Part XXXIX
- Published / Preprint: Mathematical Analysis of Money in the Scope of Austerity. (arXiv:1305.5373v1 [q-fin.GN])
Blog Post: TheFinancialServicesClub: I know, let's differentiate the bank by launching an app! Posted: 24 May 2013 03:22 AM PDT |
Blog Post: TheAlephBlog: The Rules, Part XXXIX Posted: 23 May 2013 11:00 PM PDT The trouble with VAR and other mathematical models of risk is that if it becomes the dominant paradigm, and everyone begins to use it, it creates distortions in the market, because institutions gravitate to asset classes that the model makes to appear artificially cheap. Then after a self-reinforcing cycle that boosts that now favored asset class to an unsupportable level, the cashflows... Visit MoneyScience for the Complete Article. |
Posted: 23 May 2013 05:30 PM PDT |
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