Articles
Rootless Vol
Even if you started out clueless about the volatility σ , given a good enough measuring stick and fast enough hands you ought to be able to measure it quickly and accurately. In practice you […]
Osband
Articles
Finformatics: How to Measure Really Small Things
Traders in financial assets implicitly compare the trading price to the stream of dividends the assets stand to generate. Clearly, a key determinant of value—usually the key determinant— will be the long-term drift or rate […]
Wilmott Inner Circle
Unstable Credit Correlations
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