MoneyScience News |
- Blog Post: TheAlephBlog: What is Liquidity? (Part VIII)
- Vendor News: Fidessa named Best Sell-Side OMS Provider
- Published / Preprint: Governance practices and firm performance: Does shareholdersâ proximity to management matter?
- Published / Preprint: The comply-or-explain principle: Stakeholdersâ views on how to improve the âexplainâ approach
- Published / Preprint: Influence of board of directors on firm performance: Analysis of family and non-family firms
- Published / Preprint: One bank problem in the federal funds market. (arXiv:1507.04387v1 [q-fin.PR])
- Published / Preprint: Rational insurance with linear utility and perfect information. (arXiv:1507.04655v1 [q-fin.RM])
- Blog Post: ThePracticalQuant: 6 reasons why I like KeystoneML
- Blog Post: iMFdirect: The Global Impact of Lower Oil Prices
- Published / Preprint: 16Jul/Revised guide to account opening for consultation issued by the Basel Committee
Blog Post: TheAlephBlog: What is Liquidity? (Part VIII) Posted: 17 Jul 2015 12:56 AM PDT |
Vendor News: Fidessa named Best Sell-Side OMS Provider Posted: 16 Jul 2015 11:36 PM PDT |
Posted: 16 Jul 2015 11:25 PM PDT |
Posted: 16 Jul 2015 11:25 PM PDT |
Posted: 16 Jul 2015 11:25 PM PDT |
Published / Preprint: One bank problem in the federal funds market. (arXiv:1507.04387v1 [q-fin.PR]) Posted: 16 Jul 2015 05:40 PM PDT The model of this paper gives a convenient strategy that a bank in the federal funds market can use in order to maximize its profit in a contemporaneous reserve requirement (CRR) regime. The reserve requirements are determined by the demand deposit process, modelled as a Brownian motion with drift. We propose a new model in which the cumulative funds purchases and sales are discounted at possible... Visit MoneyScience for the Complete Article. |
Posted: 16 Jul 2015 05:40 PM PDT We present a mathematical solution to the insurance puzzle. Our solution only uses time-average growth rates and makes no reference to risk preferences. The insurance puzzle is this: according to the expectation value of wealth, buying insurance is only rational at a price that makes it irrational to sell insurance. There is no price that is beneficial to both the buyer and the seller of an... Visit MoneyScience for the Complete Article. |
Blog Post: ThePracticalQuant: 6 reasons why I like KeystoneML Posted: 16 Jul 2015 07:57 AM PDT |
Blog Post: iMFdirect: The Global Impact of Lower Oil Prices Posted: 16 Jul 2015 07:38 AM PDT |
Posted: 16 Jul 2015 06:18 AM PDT |
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 |