Archive for December, 2008

The Financial Meltdown

Monday, December 22nd, 2008

Nice little article by Philip Protter on the financial meltdown.

Direct Link

A Tail of Two Worlds

Sunday, December 21st, 2008

Cross-section Regression with common shocks

Saturday, December 20th, 2008

Too big to fail?

Thursday, December 18th, 2008

Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach.

Wednesday, December 17th, 2008

The End by Michael Lewis

Tuesday, December 16th, 2008

A Quantitative Approach to Tactical Asset Allocation

Tuesday, December 16th, 2008

Pricing European average rate currency options

Saturday, December 13th, 2008

New Brownian bridge construction in quasi-Monte Carlo methods for computational finance

Tuesday, December 2nd, 2008

A million dollar mean reversion

Monday, December 1st, 2008