The Bayesian algorithm at Amazon recommended David Graeber’s book, Debt: The First 5,000 Years with the product description Economic...
Why don't more mathematicians see the potential of economics
The question is, how did economics change its attitude to mathematics in the forty years between Håvelmo’s The Probability Approach in Econ...
Why don't more economists see the potential of mathematics
A research student, working in econometrics has e-mailed me with the comment I am a little confused why many economists do no...
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...
... 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...
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...
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...
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...
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...
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