July 22, 2011 §
S and I watched inside job. He doesn’t understand how rating agencies could give AAA ratings to CDOs. I told him about Gaussian copula. Applied to CDO pricing by “the world’s most influential actuary“. There is always a market for simple solutions to complex problems.
May 23, 2011 §
The chocolate farmer @ Hot Doc
The book maker @ Hot Doc: How to make a book with Steidl
The robber @ Bell Light Box