MoneyScience News |
- Blog Post: TheFinancialServicesClub: Who is the biggest threat to banking as we know it?
- Revealed: how the wealth gap holds back economic growth
- Blog Post: Luigi.Ballabio: Report from the QuantLib user meeting in Düsseldorf
- Published / Preprint: Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate. (arXiv:1412.2152v1 [q-fin.TR])
- Published / Preprint: Modellierungskonzepte der Synergetik und der Theorie der Selbstorganisation. (arXiv:1412.2399v1 [physics.hist-ph])
- Published / Preprint: A BSDE approach to fair bilateral pricing under endogenous collateralization. (arXiv:1412.2453v1 [q-fin.MF])
- Blog Post: iMFdirect: The First Wealth
| Blog Post: TheFinancialServicesClub: Who is the biggest threat to banking as we know it? Posted: 09 Dec 2014 12:55 AM PST There’s a headline in yesterday’s Financial Times: PayPal poses bigger threat to UK lenders than ‘challenger’ banks.read more... Visit MoneyScience for the Complete Article.      |
| Revealed: how the wealth gap holds back economic growth Posted: 08 Dec 2014 11:07 PM PST OECD: "income inequality has a sizeable and statistically negative impact on GROWTH..." http://t.co/CQbzqvNBYe — moneyscience (@moneyscience) December 9,… Visit MoneyScience for the Complete Article.    |
| Blog Post: Luigi.Ballabio: Report from the QuantLib user meeting in Düsseldorf Posted: 08 Dec 2014 10:07 PM PST    |
| Posted: 08 Dec 2014 05:47 PM PST We make an extensive empirical study of the market impact of large orders (metaorders) executed in the U.S. equity market between 2007 and 2009. We show that the square root market impact formula, which is widely used in the industry and supported by previous published research, provides a good fit only across about two orders of magnitude in order size. A logarithmic functional form fits the... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Dec 2014 05:47 PM PST Mnay models situated in the current research landscape of modelling and simulating social processes have roots in physics. This is visible in the name of specialties as Econophysics or Sociophysics. This chapter describes the history of knowledge transfer from physics, in particular physics of self-organization and evolution, to the social sciences. We discuss why physicists felt called to... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Dec 2014 05:47 PM PST Our previous results are extended to the case of the margin account, which may depend on the contract's value for the hedger and/or the counterparty. The present work generalizes also the papers by Bergman (1995), Mercurio (2013) and Piterbarg (2010). Using the comparison theorems for BSDEs, we derive inequalities for the unilateral prices and we give the range for its fair bilateral prices. We... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The First Wealth Posted: 08 Dec 2014 07:16 AM PST By Jeff Haydenread more... Visit MoneyScience for the Complete Article.    |
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