Video of Lecture on Models Behaving Badly at The Institute of Physics, London, 2013
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The evolution of a quantitative approach to finance has proceeded through many small but significant steps and occasional large epiphanies. A Stylized History This was…
Comments closedderman intrinsic time The perception of time, risk and return during periods of speculation The second hypothesis concerns the perception of time. I conjecture that…
Comments closedPublished in Futures and Options World 1998 Special Supplement on the 25th Annivesary of the Publication of the Black-Scholes Model In the beginning was the bond,…
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