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This paper investigates the relevance of the No-Ponzi game condition for public debt (i.e. the public debt growth rate has to be lower than the real interest rate, a necessary assumption for Ricardian equivalence) and of the transversality…

General Finance · Quantitative Finance 2013-04-30 Karim Azizi , Nicolas Canry , Jean-Bernard Chatelain , Bruno Tinel

In this work we will develop a new approach to solve the non repayment problem in microfinance due to the problem of asymmetric information. This approach is based on modeling and simulation of ordinary differential systems where time…

Risk Management · Quantitative Finance 2019-07-12 Mohammed Kaicer , Abdelilah Kaddar

Technical debt happens when teams take shortcuts on software development to gain short-term benefits at the cost of making future changes more expensive. Previous results show that there is a misalignment between the prioritization done by…

Software Engineering · Computer Science 2021-07-13 Rodrigo Rebouças de Almeida

A general methodology to study public opinion inspired from information and complexity theories is outlined. It is based on probabilistic data extracted from opinion polls. It gives a quantitative information-theoretic explanation of high…

Applications · Statistics 2007-11-07 C. P. Panos , K. Ch. Chatzisavvas

Public infrastructure procurement is crucial as a prerequisite for public and private investments and for economic and social capital growth. However, low performance in execution severely hinders infrastructure provision and benefits…

General Economics · Economics 2023-04-24 Massimo Finocchiaro Castroa , Calogero Guccio , Ilde Rizzo

This article describes and explores taxes and debt in finance. Here a situation is thought about, where tax payments would qualify to be considered as debt. Using this principle we can infer that it is possible to create and price a type of…

Pricing of Securities · Quantitative Finance 2015-09-04 Suren Harutyunyan

In this note we consider the approximation of the Greeks Delta and Gamma of American-style options through the numerical solution of time-dependent partial differential complementarity problems (PDCPs). This approach is very attractive as…

Numerical Analysis · Mathematics 2024-01-25 Karel J. in 't Hout

During the Great Recession, Democrats in the United States argued that government spending could be utilized to "grease the wheels" of the economy in order to create wealth and to increase employment; Republicans, on the other hand,…

General Economics · Economics 2021-04-06 Philip A. Ernst , Michael B. Imerman , Larry Shepp , Quan Zhou

Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate…

General Finance · Quantitative Finance 2012-07-27 Stefano Olgiati , Alessandro Danovi

Architectural debt is a form of technical debt that derives from the gap between the architectural design of the system as it "should be" compared to "as it is". We measured architecture debt in two ways: 1) in terms of system-wide coupling…

Software Engineering · Computer Science 2018-12-03 Maleknaz Nayebi , Yuanfang Cai , Rick Kazman , Guenther Ruhe , Qiong Feng , Chris Carlson , Francis Chew

Since beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded bail-outs. These crisis resolutions are often accompanied by austerity programs causing…

General Finance · Quantitative Finance 2016-10-03 Peter Klimek , Sebastian Poledna , J. Doyne Farmer , Stefan Thurner

Since the latest financial crisis, the idea of systemic risk has received considerable interest. In particular, contagion effects arising from cross-holdings between interconnected financial firms have been studied extensively. Drawing…

Risk Management · Quantitative Finance 2018-10-30 Nils Bertschinger , Julian Stobbe

We introduce a highly stylized, yet non trivial model of the economy, with a public and private sector coupled through a wealth tax and a redistribution policy. The model can be fully solved analytically, and allows one to address the…

Economics · Quantitative Finance 2015-12-09 Jean-Philippe Bouchaud

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

Theoretical Economics · Economics 2022-03-22 Pascal Michaillat , Emmanuel Saez

There is, among the economist ecosystem, the idea of virtuous public spending as a form of promotion of economic growth. If we think on the way GDP is measured, it is not possible to get that conclusion because it becomes circular:…

General Finance · Quantitative Finance 2015-02-06 João P. da Cruz

We introduce simple cost and risk proxy metrics that can be attached to Treasury issuance strategy to complement analysis of the resulting portfolio weighted-average maturity (WAM). These metrics are based on mapping issuance fractions to…

Portfolio Management · Quantitative Finance 2020-02-12 Christopher Cameron

We consider a class of participation rights, i.e. obligations issued by a company to investors who are interested in performance-based compensation. Albeit having desirable economic properties equity-based debt obligations (EbDO) pose…

Pricing of Securities · Quantitative Finance 2019-01-09 Alexander Fromm

In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets.…

Risk Management · Quantitative Finance 2018-10-09 Aditya Maheshwari , Andrey Sarantsev

There is one, and only one way, consistent with fundamental physics, that the efficiency of general digital computation can continue increasing indefinitely, and that is to apply the principles of reversible computing. We need to begin…

Emerging Technologies · Computer Science 2018-03-09 Michael P. Frank

The major perspective of this paper is to provide more evidence into the empirical determinants of capital structure adjustment in different macroeconomics states by focusing and discussing the relative importance of firm-specific and…

Economics · Quantitative Finance 2018-01-23 Andreas Kaloudis , Dimitrios Tsolis
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