List of Posts on this Blog
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Category = ‘Risk Management’:
‘Stressed VAR’: The attached presentation discusses Stressed VAR, a practical market risk measure that merges stress testing with VAR, using a familiar and theoretically consistent framework. The presentation also briefly discusses a relatively unknown topic: Volatility of Component VAR.
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Category = ‘Quant Finance’:
‘New Paper: Multivariate Integral Perturbation Techniques - I (Theory)’: This paper introduces a perturbation method for evaluating an N-dimensional multivariate Gaussian integral, breaking it down into a sum of one-dimensional integrals.
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Category = ‘Book’:
‘3rd printing of my book’: This has the pdf file for typo corrections and some additions for the 3rd printing.
‘Book: Quantitative Finance and Risk Management, A Physicist’s Approach’: This has the pdf file for typos corrected in the 2nd printing, and also contains the URLs discussing the book on Wilmott, e.g. http://www.wilmott.com/messageview.cfm?catid=11&threadid=19336
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Category = ‘Music’:
‘The opera Doctor Atomic’: This powerful opera forces attention to be refocused on nuclear weapons, which still constitute a clear and present danger to humanity.
‘New York Grand Opera Update 2: Aida performance’: Picture from the performance of Aida.
‘New York Grand Opera Update: Traviata and Aida for Summer 2008’: Curtain call photo for Traviata and information for the upcoming performance of Aida on Aug. 13.
‘New York Grand Opera Update: Tosca, Pagliacci performances in 2006-07’: Pictures on NYGO website with some background
‘Efficient Music Practice Techniques and the V.R. - Think Method’: This is a ‘how-to-do-it’ guide for efficient practicing on musical instruments.
‘And Now For Something Completely Different’: Here’s a quiz: What is a guzla? This post has the answer.
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Category = ‘Physics’:
‘The Large Hadron Rap: Watch Me!’: Watch the music-rap video “The Large Hadron Rap” to learn about the big new high-energy particle accelerator at CERN in Switzerland, and the physics behind it. See http://www.youtube.com/watch?v=f6aU-wFSqt0
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