Thursday, February 16, 2012 financial maths in the news using mathematics The mathematical equation that caused the banks to crash (?!?) Claiming that the Black-Scholes equation had anything to do with the Credit Crisis of 2007-2009 is a bit like claiming Daimler-Maybach were ...
Thursday, February 9, 2012 financial maths in the news history of financial engineering philosophy of financial mathematics The intellectual void at the heart of the Occupy movement The Bayesian algorithm at Amazon recommended David Graeber’s book, Debt: The First 5,000 Years with the product description Economic...
Tuesday, January 17, 2012 philosophy of financial mathematics using mathematics 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 HÃ¥velmo’s The Probability Approach in Econ...
Friday, January 6, 2012 history of financial engineering using mathematics 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...
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...