- How did shared beliefs, practices, ways of calculating, and technical systems impact evaluation of asset-backed securities and CDOs before and during the credit crises?
- Was that Lucky or Good? Creating a framework for skill attribution in finance, business management and other risky endeavors.
- The “backing out” phenomena observed in options markets: how traders use models to imply independent variables consistent with market observed pricing, and where enough traders can be wrong about the expected results and the backed-out positions can send the wrong message.
Sabtu, 27 Februari 2010
Conference on the sociology of quantitative finance
A new conference called Psi-Q will be held in London this June, featuring luminaries in the academic quantitative finance world, as well as risk and fund managers from various banks and hedge funds. Example topics:
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