Red-Blooded Risk: The Secret History of Wall Street

Index

Accuracy ratio, 221

Adams, Brandon, 395

Aggregation process, 297

Ainsley, Craig, 258–259, 261

Algorithmic Trading and DMA (Johnson), 396

Algren, Nelson, 395

All the Devils Are Here (McLean and Nocera), 399

Allen, Franklin, 396

Anderson, Chris, 399

Anomalies, 159–160

Anthropology of Economy, The (Gudeman), 394

Arbitrage, 164–167, 171, 258, 260, 262, 330

Ariely, Dan, 398

Ars Conjectandi (Bernoulli), 325, 327

Augar, Philip, 395

Autocorrelation, 260

Bacharach, Michael, 398

Back office, 225–227

Backward-looking risk management, 228–230

Bad-boy publicity, 347–348

Bad Bet (O'Brien), 395

Bankers Trust, 225, 266

Bank for International Settlements, 352

Bank One, 291

Barter, Exchange and Value (Humphrey and Hugh-Jones), 394

Basel capital rules, 225, 228, 352–353, 354, 356–357, 358–359

Bayes, Thomas, 327

Bayesians/Bayesian concepts. See also Probability

betting/probability and, 10, 18, 328

foundation of, 59–60, 65

frequentism and, 12, 327

in history/law, 58

“prior beliefs” and, 261, 262

risk defining capital, 350

technology startups and, 367–368

Beat the Dealer (Thorp), 67

Beat the Market (Thorp and Kassouf), 67

Behavioral Game Theory (Camerer), 398

Bennet, Rick, 395

Bernoulli, Jakob, 325–327, 336, 343

Berns, Gregory, 398

Bernstein, Peter, 395

Betting:

Kelly bets, 262, 342

probability and, 10, 15–18, 328

public, 337

sports, 63–66, 349, 367

Beyond Counting (Grosjean), 395

Beyond Individual Choice (Bacharach), 398

Big Short, The (Lewis), 399

Black, Alethea, 396

Black, Fischer, 51, 60