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On A Tangent
It’s All inside a Monte Carlo Simulation!
“Who wants to be in the U.K.?”Adam Smith for sure, but what about Nassim Taleb
True or False: Over the past thirty years “Even Warren Buffet got lucky.”
Paul Volcker talks about financial engineers and the “Nuremberg” excuse
“Manhattan project” again - who created the Credit Default Swaps bomb?
Is this bailout then "History's Most Expensive Orgy"?
Small Probabilities and Rare Events - What the Lehman Bozos didn't Understand
"Random Walk" or the "Lehman Walk"?
Bankers Also Cry
Pied Piper of Morgan Stanley
Is Corporate America run by Morons?
Playing with Probabilities - the "probable" and the "impossible"
Laws of Thermodynamics and the Financial Markets
Does Brainard's Principle matter anymore to the U.S. Central Bankers?
Keynes, Minsky and the state of global markets today
Marked to market "Wealth Accounts" - the future of Consumer Banking
Berle-Means Hypothesis and the Rise of the Super Corporation
"Price to Pork" Ratio and Investment Rules
The "Forgotten Models" of Warrant Pricing
Debt or Equity Funding - Shall we ask M & M?
Scientist and a Derivatives Structurer - Emile du Chatelet
CBOEs Cap Calls
Are there any "Widow and Orphan" Stocks these days?
Dollar-Yen "Knock-out" Crisis of 1995
Sudden Birth or Death Options and Market Downturns
Reverse Convertibles and GOALs
Two Decades of CPPI
BJN Approach to Option Pricing
You have math in your Portfolio!
Living with the Gaussian Copula-Devil in the Derivatives
Volatility and the Irrational Man
1995-1996: Vanna, Vomma and the Dollar Mark Trades-Part II
1995-1996: Vanna, Vomma and the Dollar Mark Trades-Part I
1997-A Turning Point in the History of Credit Risk
Broken Hearts and CDOs
Mark Twains Cat and Portfolio Insurance
History of Volatility Swap
A Decade of VaR
Golden Ratios in the FX Markets
The Binomial Option Pricing Formula
The Start of the Venture Era
Joe Granville A Page from the Past
Shall We Throw the Beta Out?
A Model Mystery
Swapping In-House Profits for Hedge Fund Returns: UBS and Aman Capital
SYCURVE, MOTTO and ISO
A Prayer for Mutual Funds
Death of Equities
A Long Duration
Losing PERLs and Getting Rid of CINs
The Beta Cult!
A Decade of Shocks!
Why Are Equity Analysts Still Around?
Los Alamos in Banks?
Tourists in Monte Carlo
Footnotes in Black-Scholes
Who Squared the LIBOR?
ICONs: How they Fell
Origins of Stock Index Options
Was 1994 a LEAN Year?
Who Broke the Barrier?
Balance Sheets & Credit Derivatives
Blame it on FX
Central Bank of Volatility
Do you Want PERCS or PRIDES?
A BISTRO for CDO?
Do You Want to SURF?
Monkeys on a Typewriter
Installment Warrants
Losses at UBS - Failed Risk Reversal Bets
The Superbowl Indicator and Stock Market Forecast
