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...
Monday, July 25, 2011 history of financial engineering philosophy of financial mathematics Why magic? ⇔ Why gold? Someone has asked me why this blog is Magic , maths and money. In 1902 two sociologists, Marcel Mauss and Henri Hubert wrote ‘Outl...
Tuesday, July 19, 2011 credit default swaps history of financial engineering Structured finance in the twelfth century From about the twelfth century the Catholic Church began to examine closely the concept of usury , elevating it, without scriptural justific...
Wednesday, July 13, 2011 What is financial mathematics My article " What is Financial Mathematics " was included in the anthology " The Best Writing on Mathematics: 2010 ". Fo...
4:22 AM Martin Creed Simon Singh passed my details on to the Fruitmarket Gallery when they contacted him about talking about the work of the artist Martin Cree...
3:55 AM Back from a blog sabbatical This blog has been dormant for over a year, a year where I have done more research into the links between science and finance, and I now pla...