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April 16, 2006
Finance Links
Composing Contracts: An Adventure in Financial Engineering - Simon Peyton Jones
- MSR paper on a combinator library for valuing financial derivatives. Looks very interesting.
LexiFi
- company set up to capitalize on the research in the MSR paper above.
Review of Thomas Friedman's
The World is Flat
- Edward Leamer
- more than just a review. It's a jumping off point for looking at economic geography, and what globalization means for the US economy.
The Volatility Smile by Don Chance
- helped me to understand this concept.
Posted by MFreestone at April 16, 2006 10:42 PM