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Tail Risk Killers: How Math, Indeterminacy, and Hubris Distort Markets
book

Tail Risk Killers: How Math, Indeterminacy, and Hubris Distort Markets

by Jeffrey McGinn
January 2012
Intermediate to advanced
384 pages
8h 36m
English
McGraw-Hill
Content preview from Tail Risk Killers: How Math, Indeterminacy, and Hubris Distort Markets

Acknowledgments

For knowing the world held more for me than where I came from: thanks Mom. Thank you Professor Stephen Montgomery-Smith, who helped me write a cubic spline interpolation algorithm in Mathematica in my formative years: you got me interested, and look where it led. To Larry “the Liquidator” Groves: thanks for letting me interrogate you about the old days. Thank you, Sandy Latham, for nursing my beat-up ego. Linda Hongling Xu deserves a big thank you for reading about probability, gambling, and invertible systems when she didn’t always want to. Thanks to my kids, Faith, Isaac, and Ben for cautioning me to not be too serious in my writing.

Thanks to all the colleagues, bosses, and competitors that made me smarter. Thanks to the bloggers ...

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Publisher Resources

ISBN: 9780071784900