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by hamster
February 6th, 2009, 7:02 pm
Forum: General Forum
Topic: Taleb wanted to get CDS banned. Why??
Replies: 92
Views: 53873

Taleb wanted to get CDS banned. Why??

the tail wagging the dog (picture)hmm, what is the catalyst?
by hamster
February 6th, 2009, 6:41 pm
Forum: General Forum
Topic: Agent Based Computational Economics
Replies: 76
Views: 88288

Agent Based Computational Economics

Hello, is there someone who have some diagrams of multi-agent-system setups?
by hamster
February 6th, 2009, 3:57 pm
Forum: General Forum
Topic: Would you be willing to work in a nationalised iBank?
Replies: 14
Views: 45518

Would you be willing to work in a nationalised iBank?

i case of one single state owned bank, the threat of corruption will rise extremly, and thus, is likely to result in more inefficient resource allocation. i think it is sufficient if fed adjust reserve ratios thoughtfully, and sec start to enforce existing laws.
by hamster
February 6th, 2009, 2:41 pm
Forum: General Forum
Topic: Taleb wanted to get CDS banned. Why??
Replies: 92
Views: 53873

Taleb wanted to get CDS banned. Why??

<t>"1. It is too dangerous because of its size"the size in itself it dosn't matter rather than increase/decrease in size. If there is positive relationship between economic growth/saturation and the volume of some sort of "debt default insurance" (whether tradable or not), then it is "shifting hot p...
by hamster
January 28th, 2009, 7:01 am
Forum: Student Forum
Topic: Seeking advice from people in the field
Replies: 8
Views: 43588

Seeking advice from people in the field

What is your thesis/research about? I would ask myself whether I could start a service business with my professional knowledge?
by hamster
January 27th, 2009, 7:08 pm
Forum: Student Forum
Topic: Optimal capital structure & endogenous bankruptcy
Replies: 1
Views: 189416

Optimal capital structure & endogenous bankruptcy

Leland, 1994Fischer et al, 1989Goldstein et al, 2001Ju Ou-Yang, 2006did someone programmed above models in cpp or matlab?
by hamster
January 16th, 2009, 6:48 pm
Forum: General Forum
Topic: Deutsche Bank LT2
Replies: 24
Views: 51699

Deutsche Bank LT2

<t>huh. now, it's obvious why db didn't call: a) own operating losses, b) comitted postbank takeover (not post). The b) is more important b'coz db never wanted to make direct use of german gov't soffin. due to the exchange of stock the gov't became approx. 8% indirect indirect stockholder (gov't>kfw...
by hamster
January 13th, 2009, 12:15 am
Forum: General Forum
Topic: Will OTC market die?
Replies: 6
Views: 45227

Will OTC market die?

<t>it's not possibble to ban otc b'coz it would require banning all kinds of private business transactions (=planned economy). politicans often critizes something b'coz they don't understand their own laws and institutional frameworks, or just finger pointing. it's simple: politicans ban something s...
by hamster
January 5th, 2009, 4:22 am
Forum: General Forum
Topic: Economists and Paul's Brain Pain
Replies: 37
Views: 48176

Economists and Paul's Brain Pain

<t>QuoteOriginally posted by: Traden4AlphaAnd it's actually worse than Heisenberg's measurement problem because in physical systems, only the experimenter can disturb the system. In economic systems, even the theorist can affect the system! Imagine what physics would be like if quarks read physic jo...
by hamster
January 4th, 2009, 10:38 pm
Forum: General Forum
Topic: Can algorithmic trading increase frequencies of economical crisis ?
Replies: 6
Views: 44625

Can algorithmic trading increase frequencies of economical crisis ?

<t>economic crisis requires production overcapacities (e.g. whole industries bet on the wrong product line), demand/market saturation (i.e. consumer are happy about having everything), large resource wasting or missallocation (e.g. weak firms get subsidies, producing goods nobody wants), bad policti...
by hamster
January 2nd, 2009, 11:51 am
Forum: General Forum
Topic: Economists and Paul's Brain Pain
Replies: 37
Views: 48176

Economists and Paul's Brain Pain

<t>1. it's the classic critique regarding social and nature science. 2. in physics, chemistry, biology (medicine) exist a pretty sophisticated division of work: pure theorist are trying to establish a priori knowledge (e.g. Einstein), and on the other side very skilled/crafty experimenters try to fi...
by hamster
January 2nd, 2009, 9:11 am
Forum: Technical Forum
Topic: Theory of Risk Capital in Financial Firms (Paper)
Replies: 2
Views: 67809

Theory of Risk Capital in Financial Firms (Paper)

would be interesting. does anyone have it?
by hamster
December 25th, 2008, 2:52 am
Forum: General Forum
Topic: hedge fund ponzi scheme
Replies: 75
Views: 51979

hedge fund ponzi scheme

<t>@ Paul. you are right, it's usually sluggish box ticking, a big buzzword to justify big bills. the article no longer funny stated "TOO MUCH MONEY WILL GO INTO TOO FEW PRODUCTS". This happens over the course of every business cycle (law of dimishing returns, market saturation, wicksell process, et...
by hamster
December 24th, 2008, 9:58 pm
Forum: General Forum
Topic: Deutsche Bank LT2
Replies: 24
Views: 51699

Deutsche Bank LT2

<t>@freddimacit might be a microeconomic move to put some pressure into the game (competition), or it is just playing cards (bargaining), maybe both. if db would call in january, they have to issue a new 1bn bond. however, a) counterparty banks might badly need the money themselves, or b) will requi...
by hamster
December 24th, 2008, 1:46 pm
Forum: General Forum
Topic: Which is the best trading method?
Replies: 19
Views: 47775

Which is the best trading method?

<t>hmm, i don't like capm b'coz it's more benchmarking concept rather than a 'trading strategy' ...i like... - pairwise trading with cointegration models (short run), - sector rotation including intermarket hopping (long run; for the rough).so, nothing special...b'coz short sales might become a nigh...
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