MoneyScience News |
- Blog Post: TheFinancialServicesClub: Holiday Humour #3: Debt
- Vendor News: Hurricane Sandy New Jersey Relief Fund: Infosys employees donate more than $30,000
- Published / Preprint: Collective Philanthropy: Describing and Modeling the Ecology of Giving. (arXiv:1307.2278v1 [physics.soc-ph])
- Published / Preprint: Strict Local Martingales with Jumps. (arXiv:1307.2436v1 [math.PR])
- Published / Preprint: Contraction or steady state? An analysis of credit risk management in Italy in the period 2008-2012. (arXiv:1307.2465v1 [q-fin.RM])
- Published / Preprint: On model-independent pricing/hedging using shortfall risk and quantiles. (arXiv:1307.2493v1 [q-fin.PR])
- Blog Post: iMFdirect: Global Outlook'Still Three Speeds, But Slower
| Blog Post: TheFinancialServicesClub: Holiday Humour #3: Debt Posted: 10 Jul 2013 04:21 AM PDT A woman walks into a bank with a $100 note stuck in each ear, and says she has an appointment with the manager.read more... Visit MoneyScience for the Complete Article.      |
| Vendor News: Hurricane Sandy New Jersey Relief Fund: Infosys employees donate more than $30,000 Posted: 09 Jul 2013 09:59 PM PDT This contribution will help continue critical rebuilding efforts at popular New Jersey shore locations. Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jul 2013 05:38 PM PDT Reflective of income and wealth distributions, philanthropic gifting appears to follow an approximate power-law size distribution as measured by the size of gifts received by individual institutions. We explore the ecology of gifting by analysing data sets of individual gifts for a diverse group of institutions dedicated to education, medicine, art, public support, and religion. We find that the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Strict Local Martingales with Jumps. (arXiv:1307.2436v1 [math.PR]) Posted: 09 Jul 2013 05:38 PM PDT A strict local martingale is a local martingale which is not a martingale. There are few explicit examples of "naturally occurring" strict local martingales with jumps available in the literature. The purpose of this paper is to provide such examples, and to illustrate how they might arise via filtration shrinkage, a phenomenon we would contend is common in applications such as filtering,... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jul 2013 05:38 PM PDT Credit risk management in Italy is characterized, in the period June 2008 to June 2012, by frequent (frequency=0.5 cycles per year) and intense (peak amplitude: mean=39.2 billion Euros, s.e.=2.83 billion Euros) quarterly contractions and expansions around the mean (915.4 billion Euros, s.e.=3.59 billion Euros) of the nominal total credit used by non-financial corporations. Such frequent and... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jul 2013 05:38 PM PDT We consider the pricing and hedging of exotic options in a model-independent set-up using \emph{shortfall risk and quantiles}. We assume that the marginal distributions at certain times are given. This is tantamount to calibrating the model to call options with discrete set of maturities but a continuum of strikes. In the case of pricing with shortfall risk, we prove that the minimum initial... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Global Outlook'Still Three Speeds, But Slower Posted: 09 Jul 2013 05:07 PM PDT By Olivier Blanchardread more... Visit MoneyScience for the Complete Article.    |
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