MoneyScience News |
- http://t.co/2RUAjr2qry
- Bitcoins really are useful. But not in the way you think | John Naughton
- Blog Post: TheAlephBlog: There's a Reason for Risk Premiums
- Simulation Techniques in Financial Risk Management, 2nd Edition - MoneyScience
- In World's Best-Run Economy, House Prices Keep Falling -- Because That's What House Prices Are Supposed To Do
- The Theory of a Heliospheric Economy. (arXiv:1506.00146v1 [q-fin.EC]) - Quantitative Finance at arXiv's blog - MoneyScience
- John Bogle on Investing: The First 50 Years - MoneyScience
- Book Review: The Great Minds of Investing - The Aleph Blog's blog - MoneyScience
- What's fair?: New theory on income inequality
- Published / Preprint: Invariance, existence and uniqueness of solutions of nonlinear valuation PDEs and FBSDEs inclusive of credit risk, collateral and funding costs. (arXiv:1506.00686v1 [q-fin.PR])
- Published / Preprint: Approximations of Bond and Swaption Prices in a Black-Karasi\'{n}ski Model. (arXiv:1506.00697v1 [q-fin.CP])
- Published / Preprint: A Practical Approach to Financial Crisis Indicators Based on Random Matrices. (arXiv:1506.00806v1 [q-fin.MF])
- Published / Preprint: Financial Contagion and Asset Liquidation Strategies. (arXiv:1506.00937v1 [q-fin.RM])
- Blog Post: iMFdirect: When Is Repaying Public Debt Not Of The Essence?
| Posted: 03 Jun 2015 02:12 AM PDT "The Field Guide to Data Science" http://t.co/2RUAjr2qry — Arthur Charpentier (@freakonometrics) June 3, 2015 Visit MoneyScience for the Complete Article.      |
| Bitcoins really are useful. But not in the way you think | John Naughton Posted: 03 Jun 2015 02:12 AM PDT #Bitcoin really is useful. But not in the way you think | John Naughton http://t.co/wARb68g7Ri via @Bitcoin — D. Geromichalos ScD (@dg_risk) June 2, 2015 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: There's a Reason for Risk Premiums Posted: 03 Jun 2015 02:08 AM PDT Photo Credit: Jason Devaunread more... Visit MoneyScience for the Complete Article.    |
| Simulation Techniques in Financial Risk Management, 2nd Edition - MoneyScience Posted: 03 Jun 2015 01:56 AM PDT New book! Simulation Techniques in Financial Risk Management, 2nd Edition http://t.co/cUgWxFFcdD via @wiley_finance — moneyscience (@moneyscience) June 2,… Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2015 01:56 AM PDT In World's Best-Run Economy, House Prices Keep Falling -- Because That's What House Prices Are Supposed To Do http://t.co/adBkY2XKtA — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2015 01:56 AM PDT Research: The Theory of a Heliospheric Economy. (arXiv:1506.00146v1 [q-fin.EC]) http://t.co/98w407qGoD — moneyscience (@moneyscience) June 2, 2015 Visit MoneyScience for the Complete Article.    |
| John Bogle on Investing: The First 50 Years - MoneyScience Posted: 03 Jun 2015 01:56 AM PDT New book! John Bogle on Investing: The First 50 Years http://t.co/e4btQjeCJg via @wiley_finance — moneyscience (@moneyscience) May 30, 2015 Visit MoneyScience for the Complete Article.    |
| Book Review: The Great Minds of Investing - The Aleph Blog's blog - MoneyScience Posted: 03 Jun 2015 01:56 AM PDT .@AlephBlog - Book Review: The Great Minds of Investing http://t.co/KNuJzgwQP3 — moneyscience (@moneyscience) May 29, 2015 Visit MoneyScience for the Complete Article.    |
| What's fair?: New theory on income inequality Posted: 03 Jun 2015 01:56 AM PDT "How much inequality in income is fair? A microeconomic game theoretic perspective" http://t.co/frGxMPfuBq — moneyscience (@moneyscience) May 28, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jun 2015 05:37 PM PDT We study conditions for existence, uniqueness and invariance of the comprehensive nonlinear valuation equations first introduced in Pallavicini et al (2011). These equations take the form of semilinear PDEs and Forward-Backward Stochastic Differential Equations (FBSDEs). After summarizing the cash flows definitions allowing us to extend valuation to credit risk and default closeout, including... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jun 2015 05:36 PM PDT We derive semi-analytic approximation formulae for bond and swaption prices in a Black-Karasi\'{n}ski interest rate model. Approximations are obtained using a novel technique based on the Karhunen-Lo\`{e}ve expansion. Formulas are easily computable and prove to be very accurate in numerical tests. This makes them useful for numerically efficient calibration of the model. Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jun 2015 05:36 PM PDT The aim of this work is to build financial crisis indicators based on market data time series. After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained. Our indicators deal with the spectral properties of these covariance and correlation matrices. Our basic financial intuition is... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jun 2015 05:36 PM PDT This paper provides a framework for modeling the financial system with multiple illiquid assets during a crisis. This extends the network model of Cifuentes, Shin & Ferrucci (2005) that incorporates a single asset with fire sales. We prove sufficient conditions for the existence and uniqueness of equilibrium clearing payments and liquidation prices. We prove sufficient conditions for the... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: When Is Repaying Public Debt Not Of The Essence? Posted: 02 Jun 2015 07:37 AM PDT By Jonathan D. Ostry and Atish R. Ghoshread more... Visit MoneyScience for the Complete Article.    |
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