Note this is an archived version of this page. The current blog is now here
June 14, 2004
Derivative Pricing
Nice little piece someone pointed me to at work: Sherlock Holmes and the Case of the Missing Ten Pounds. Also seems like as good a time as any to recall An Equation and Its Worlds which is an interesting sociological analysis of the Black Scholes equation from D-squared's site before he joined the Crooked Timber borg.
Posted by MFreestone at
04:30 PM
|
Comments (0)
November 11, 2003
Old Links - Securities Industry
A few old links I have on the securities / financial industry:
via D-squared Digest [pdf] - interesting sociological paper on the Black-Scholes equation. There are a few more essays in a similar vein on this site, but they are a bit samey when you've read one or two. Don't let me put you off though - they are good.
Securities Operations Forum - Middleware survey including usage of my former employer's systems.
Information Week - Article on the shutdown of GSTPA and the implications
Posted by MFreestone at
08:47 PM