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MoneyScience's Blog

Call for Papers - Agent-based modelling and complexity economics

March 3, 2017 Comments (0)

Editor: Mauro Gallegati, Università Politecnica delle Marche, Ancona, Italy, Alberto Russo, Università Politecnica delle Marche, Ancona, Italy

The recent crisis has brought out the weakness of mainstream (NK-DSGE) models that were not able to anticipate it nor to understand its underlying causes. Admittedly, this is not a fair assessment in that even the possibility of an extended crisis has been expelled from dominant models, perhaps based on the idea that the...

Video - Conquering Wall Street with Mathematics: Q&A with Billionaire James Simons

February 20, 2017 Comments (0)

A speech and Q&A with billionaire and the second richest hedge fund manager in the world, James Simons. In this speech James talks about his life, career and the events that lead him to starting Renaissance Technologies. James also goes on to speak about why Renaissance technologies is so successful and his guiding principles for life.

Interview Date: 30th October, 2014Event: The American Mathematical Society and the Mathematical Sciences Research Institute

Renminbi Rising - William Overholt on RMB internationalization and the coming global currency shift

January 11, 2017 Comments (0)

Professor William Overholt is co-author with Guonan Ma and Cheung Kwok Law of Renminbi Rising: A New Global Monetary System Emerges out now from Wiley. You can read a sample chapter here or buy the book here.
This interview is an edited version of an interiew we conducted before Trump was elected but has been updated to reflect this. You can listen to the full conversation in our MoneyScience Talks Podcast below.

Follow @WilliamHOverhol

Jacob Bettany: For those readers who don’t...

Movie Trailer: Banking on Bitcoin

January 11, 2017 Comments (0)

Bitcoin is the most disruptive invention since the Internet, and now an ideological battle is underway between fringe utopists and mainstream capitalism. The film shows the players who are defining how this technology will shape our lives.
Director: Christopher Cannucciari
Starring: Charlie Shrem, Gavin Andresen, Erik Voorhees, Barry Silbert, Cameron Winklevoss

Oliver Hart and Bengt Holmström awarded Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2016

October 10, 2016 Comments (0)

The Royal Swedish Academy of Sciences has decided to award the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2016 to
Oliver Hart Harvard University, Cambridge, MA, USA
Bengt Holmström Massachusetts Institute of Technology, Cambridge, MA, USA
“for their contributions to contract theory”
The long and the short of contracts
Modern economies are held together by innumerable contracts. The new theoretical tools created by Hart and...

Derivatives Analytics and Python with Yves Hilpisch

July 4, 2016 Comments (0)

Yves Hilpisch is the author of Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging out now from Wiley. Read a free sample chapter in our free e-Minibook here. To receive 30% off your own copy of this title enter our promo code MON30 when ordering direct from
Jacob Bettany: Could you tell me a little bit about your background and how you came to be involved with Python?
 Yves Hilpisch: Yes, well the most important things are:...

Here at MoneyScience we are very sad to hear about the death of Professor Carl Chiarella yesterday

June 22, 2016 Comments (0)

RIP Carl Chiarella, who died yesterday and whose enormous contribution to the fields of finance and quantitative finance will be saddly missed.

Professor Chiarella's Bibliography - sourced from Google Scholar:

The dynamics of speculative behaviour
C Chiarella
Annals of operations research 37 (1), 101-123


Heterogeneous beliefs, risk and learning in a simple asset pricing model
C Chiarella, XZ He
Computational Economics 19 (1), 95-132


The dynamics of...

Professor Michael Dougan on the EU Referendum

June 21, 2016 Comments (0)

Professor of European Law at the University of Liverpool, Professor Dougan provides his viewpoint on the EU referendum, and discussed the facts and figures circulated by both the ‘Leave’ and ‘Remain’ campaigns.

New Dates: Introduction to QuantLib Development with Luigi Ballabio - Sept 19 - 21st, 2016

May 17, 2016

Read our interview with Luigi Ballabio about the origins of QuantLib, the plans for the future and a run-down on what to expect from this course.

"Luigi is a great instructor, very helpful and the most authoritative voice on the subject"
"The exercises were very good!"
"Thank you Luigi, it was a great course!"
"Contact with the instructor was excellent!"

The goal of this three-day intensive hands-on course is to take a birds-eye look at the design of the QuantLib library as well as...

Joel Bessis on Risk Management in Banking

March 31, 2016 Comments (0)

Joel Bessis is the author of Risk Management in Banking, 4th Edition out now published by Wiley. To receive 30% off your own copy enter our promo code MON30 at the checkout when purchasing direct from
Jacob Bettany: Could you tell us about your background?
Joel Bessis: I became interested in banking while working as an academic at HEC Paris, a major business school in France. I had plenty of contacts with banks and got a research budget to investigate risk in banking with...