MoneyScience News |
- What Differentiates Banking and Fintech?
- Backreaction: Dear Dr. B: Can you make up anything in theoretical physics?
- Editorial: Utilities love the free market, until they don’t
- What has experimental economics taught us?
- Machine Learning And Human Bias: An Uneasy Pair
- China’s botched stockmarket rescue
- Vendor News: Fidessa group announces interim results
- Published / Preprint: Variable Annuity with GMWB: surrender or not, that is the question. (arXiv:1507.08738v1 [q-fin.PR])
- Published / Preprint: Interest-Rate Modeling in Collateralized Markets: Multiple curves and credit-liquidity effects. (arXiv:1507.08779v1 [q-fin.PR])
- Published / Preprint: Keeping up with the e-Joneses: Do online social networks raise social comparisons?. (arXiv:1507.08863v1 [cs.CY])
- Published / Preprint: Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm. (arXiv:1507.08937v1 [cs.NE])
| What Differentiates Banking and Fintech? Posted: 03 Aug 2015 03:54 AM PDT What Differentiates Banking and #Fintech? http://t.co/VeOMpepqUE — Ricardo Henzler (@ricardo_henzler) August 3, 2015 Visit MoneyScience for the Complete Article.      |
| Backreaction: Dear Dr. B: Can you make up anything in theoretical physics? Posted: 03 Aug 2015 03:54 AM PDT Backreaction: Dear Dr. B: Can you make up anything in theoretical physics? http://t.co/KgvY5rbtFw — Sabine Hossenfelder (@skdh) August 3, 2015 Visit MoneyScience for the Complete Article.    |
| Editorial: Utilities love the free market, until they don’t Posted: 03 Aug 2015 03:54 AM PDT "Utilities love the free market, until they don't" http://t.co/bPzDVwj70w — Arthur Charpentier (@freakonometrics) August 3, 2015 Visit MoneyScience for the Complete Article.    |
| What has experimental economics taught us? Posted: 03 Aug 2015 03:54 AM PDT "What has experimental economics taught us?" https://t.co/B0KmEUIFzc ht @GeorgeShiber — Arthur Charpentier (@freakonometrics) August 2, 2015 Visit MoneyScience for the Complete Article.    |
| Machine Learning And Human Bias: An Uneasy Pair Posted: 03 Aug 2015 03:54 AM PDT "Machine Learning And Human Bias: An Uneasy Pair" http://t.co/R9KMovVn6U by @jasonbaldridge — Arthur Charpentier (@freakonometrics) August 2, 2015 Visit MoneyScience for the Complete Article.    |
| China’s botched stockmarket rescue Posted: 03 Aug 2015 03:54 AM PDT It's been a wild few months for China's stockmarket. Why? The Economist takes a closer look http://t.co/DnIjPUoeQ2 http://pic.twitter.com/n31h25Wskk — The… Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa group announces interim results Posted: 03 Aug 2015 12:06 AM PDT    |
| Posted: 02 Aug 2015 05:37 PM PDT Under the optimal withdrawal strategy of a policyholder, the pricing of variable annuities with Guaranteed Minimum Withdrawal Benefit (GMWB) is an optimal stochastic control problem. The surrender feature available in marketed products allows termination of the contract before maturity, making it also an optimal stopping problem. Although the surrender feature is quite common in variable annuity... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Aug 2015 05:37 PM PDT We present a detailed analysis of interest rate derivatives valuation under credit risk and collateral modeling. We show how the credit and collateral extended valuation framework in Pallavicini et al (2011), and the related collateralized valuation measure, can be helpful in defining the key market rates underlying the multiple interest rate curves that characterize current interest rate... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Aug 2015 05:37 PM PDT Online social networks such as Facebook disclose an unprecedented volume of personal information amplifying the occasions for social comparisons. We test the hypothesis that the use of social networking sites (SNS) increases people's dissatisfaction with their income. After addressing endogeneity issues, our results suggest that SNS users have a higher probability to compare their achievements... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Aug 2015 05:37 PM PDT In this paper an improved Cuckoo Search Algorithm is developed to allow for an efficient and robust calibration of the Heston option pricing model for American options. Calibration of stochastic volatility models like the Heston is significantly harder than classical option pricing models as more parameters have to be estimated. The difficult task of calibrating one of these models to American... Visit MoneyScience for the Complete Article.    |
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