Valuations under Funding Costs, Counterparty Risk and Collateralization.
http://www.christian-fries.de/finmath/discounting/Discounting.pdf
Non-Robust Bayesian Estimation of Negative Binomial Distribution
Basic paper on estimating parameters of a negative binomial distribution.
http://www.casact.org/pubs/forum/99wforum/wf99377.pdf
Sornette’s paper on Bubbles
Paper on testing data series for greater than exponential growth; since that cannot continue it is a “bubble test.”
The Financial Bubble Experiment:
Advanced Diagnostics and Forecasts of Bubble Terminations
Volume I
Slashdot- The Atlantic Business
- Calculated Risk
- Marginal Revolution
- Statistical Modeling
- A recommender system for scientific papers
- A fill-in-the-blanks contest: Attributing the persistence of the $7.25 minimum wage to “the median voter theorem” is as silly as _______________________
- In making minimal corrections and not acknowledging that he made these errors, Rajan is dealing with the symptoms but not the underlying problem, which is that he’s processing recent history via conventional wisdom.
- “Do you come from Liverpool?”
- The Money Illusion
- xkcd