MoneyScience News |
- Belief in "raw brilliance" may decrease academic diversity | National Science Foundation
- IBM To Cut More Than 110,000 Jobs, Report Says
- Blog Post: TheFinancialServicesClub: Man vs Machine: can the City be run by one man and his dog?
- Blog Post: WealthandCapitalMarketsBlog: On the cusp: regional integration in Asia
- Published / Preprint: Interbank markets and multiplex networks: centrality measures and statistical null models. (arXiv:1501.05751v1 [q-fin.GN])
- Published / Preprint: Positively-homogeneous Konus-Divisia indices and their applications to demand analysis and forecasting. (arXiv:1501.05771v1 [math.OC])
- Published / Preprint: Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples. (arXiv:1501.05893v1 [q-fin.PR])
Belief in "raw brilliance" may decrease academic diversity | National Science Foundation Posted: 26 Jan 2015 04:25 AM PST |
IBM To Cut More Than 110,000 Jobs, Report Says Posted: 26 Jan 2015 04:25 AM PST |
Blog Post: TheFinancialServicesClub: Man vs Machine: can the City be run by one man and his dog? Posted: 26 Jan 2015 01:47 AM PST |
Blog Post: WealthandCapitalMarketsBlog: On the cusp: regional integration in Asia Posted: 26 Jan 2015 01:46 AM PST |
Posted: 25 Jan 2015 05:38 PM PST The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theoretical and empirical literature, for assessing systemic risk and identifying systematically important financial institutions. Different types of... Visit MoneyScience for the Complete Article. |
Posted: 25 Jan 2015 05:38 PM PST This paper is devoted to revealed preference theory and its applications to testing economic data for consistency with utility maximization hypothesis, construction of index numbers, and forecasting. The quantitative measures of inconsistency of economic data with utility maximization behavior are also discussed. The structure of the paper is based on comparison between the two tests of revealed... Visit MoneyScience for the Complete Article. |
Posted: 25 Jan 2015 05:38 PM PST We develop a novel framework for computing the total valuation adjustment (XVA) of a European claim accounting for funding costs, counterparty credit risk, and collateralization. Based on no-arbitrage arguments, we derive the nonlinear backward stochastic differential equations (BSDEs) associated with the replicating portfolios of long and short positions in the claim. This leads to the... Visit MoneyScience for the Complete Article. |
You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
Google Inc., 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States |