Thetaris

02/04/2024

Did you know that your favorite Powerball number might be everyone else's favorite too? Discover how the numbers you choose could mean sharing your jackpot with strangers. In German Lotto, this is even more crucial, because the payout of German Lotto depends on the number of winners in each cathegory....

Did you know that your favorite Powerball number might be everyone else’s favorite too? Discover how the numbers you choose could mean sharing your jackpot with strangers. In German Lotto, th…

20/02/2020

The Green Thunderstorm The Federal Republic of Germany wants to set a good example in climate policy, but is not making any significant contribution to cooling the earth with its economic self-sacrifice. An essay on right and wrong climate policy. I find that many arguments from Hans-Werner Sinn have not been discussed properly, yet. Therefore, I translated his article: Frankfurter Allgemeine Zeitung, 10 January 2020, p. [ 2,519 more words ]

The Green Thunderstorm The Federal Republic of Germany wants to set a good example in climate policy, but is not making any significant contribution to cooling the earth with its economic self-sacr…

17/02/2020

The most dominating factor in the long run for the economy is climate change. If we do not take radical action, in 30 years, the world will lose about half a trillion US$ per year due to climate change ($479 billion). By then 150 million people have to leave their home due to sea level rise. In the year 2100, it will be 340 million, This will change economy. Think about the consequences of this change. And think about who can do what and leave a comment.

The most dominating factor in the long run for the economy is climate change. If we do not take radical action, in 30 years, the world will lose about half a trillion US$ per year due to climate ch…

16/12/2014

How can I get data from a website in my Excel/Matlab/R etc? Try Magic

Since I am always looking for new handy tools, I found a cool way scraping data from websites: "Magic" from import.io Ltd. [ 188 more words. ]

17/09/2014

Speed-up of MATLAB: Just-in-time compiler JIT http://wp.me/p1Z6JG-jr

Often, MATLAB seems to be slow and inefficient. MATLAB is great for prototyping and interactive analysis, but sometimes ex*****on speed is crucial. The MathWorks proposes to vectorized your code. Recently, I found that this is not always the best solution for higher speed. A better solution comes from the sparsely documented JIT Compiler which was already introduced in 2002. [ 440 more words. ]

19/06/2013

http://anreize.com/2013/06/17/gold-als-geldanlage-was-sagt-uns-die-geschichte-dazu/

Ist Gold eine gute Geldanlage? In den letzten Tagen ist der Goldpreis recht weit zurückgekommen. Sollte man trotzdem in Gold anlegen? Wenn ja, wieviel und in welcher Form? In den letzten Wochen hat...

13/05/2013

http://wp.me/p1Z6JG-iH

Often you find studies how well a specific fund or trading strategy has performed. You must be aware of the fact that basically all studies based on historical data lie - or at least do not tell th...

03/01/2013

A cool collection of free market data:

For data analysts like myself, one of the most useful pages on any blog resides on this website. The comprehensive list of data sites Andreas put together is indispensable because finding numerical...

11/12/2012

http://wp.me/p1Z6JG-hq

Many financial contracts come with the right of exercising a right prematurely. Such early exercise rights are a clear advantage for the option holder. But, these rights create optimal stopping pro...

31/10/2012

http://computeraidedfinance.com/2012/10/30/post-crisis-financial-modelling-what-changes/

I recently stumbled upon an interesting book about post-crisis interest-rate modelling. Besides future changes in the LIBOR and possible EURIBOR fixing after the manipulations of the past few years...

23/10/2012

The world of mathematical finance changes more than expected...

http://blog.thetaris.com/2012/10/prmia-event-on-discounting-after.html

09/10/2012

new blog entry!

Looking at financial instruments, one often finds the term implied volatility. In this post, we want to describe what it is and what you can do with it. We start refreshing the term historical vola...