Thursday, December 22, 2011 financial maths in the news philosophy of financial mathematics science policy The Girl with the Dragon Tattoo, and why we can't solve the Euro crisis I, like a lot of technically minded-people it seems, like a good crime thriller. Having spent a year mesmerised by Sara Lund's sweaters...
Thursday, December 8, 2011 history of financial engineering philosophy of financial mathematics ... but what about the South Sea Bubble... David K Waltz has made a comment on my last post, I realised my response was going to be a bit longer than a "comment". David ra...
Tuesday, December 6, 2011 philosophy of financial mathematics science policy Does finance need a scientific revolution or science need a revolution inspired by finance Nature , the British version of Science , rarely makes forays into exploring issues in finance. They invited me to talk at a meeting i...
Friday, November 4, 2011 history of financial engineering using mathematics De Coding Da Vinci It is well known that Leonardo Da Vinci became interested in the "golden ratio" or "divine proportion". It is somewhat ...
Tuesday, October 4, 2011 St Thomas Aquinas comes to the defence of the vampire squid? On April 16 2010, the SEC filed fraud charges against Goldman Sachs, the “great vampire squid wrapped around the face of humanit...
Wednesday, September 21, 2011 history of financial engineering philosophy of financial mathematics Who was the first Quant? Scott Patterson, in his book The Quants , describes Ed Thorp as the 'godfather' of Quants. Without doubt, Thorp heralded the moder...
Friday, September 2, 2011 philosophy of financial mathematics using mathematics Maths and the markets Dr Jack Stilgoe, a science policy wonk, has been thinking about Responsible innovation in financial services and asks the question, in re...
Friday, August 19, 2011 financial maths in the news history of financial engineering philosophy of financial mathematics An Engine, Not a Camera: How Financial Models Shape Markets This the text of a book review recently published in the Annals of Actuarial Science, Vol. 5, part 2, pp. 297–298 Robert Peston, the BBC’s...
Friday, August 12, 2011 history of financial engineering Isaac Newton: Financial Regulator Alongside the stock market boom of the 1690s was rampant inflation, caused by the fact that much of the coin circulating in England had be...
Thursday, July 28, 2011 history of financial engineering using mathematics History repeating itself? The macro-economics of August 2011 looks much the same as August 1971, but have we learnt anything about the markets over the past forty yea...