As a New Year promise, I decided to start translating my lecture notes on Probability and Statistics to English and will post them here, together with exercises and solutions.
Hopefully this will widen the blog's audience.
Comments are more than welcome.
Cheers,
M.Barros
Forecasting, Data Analysis and Statistics. Lecture Notes on Probability and Statistics.
Tuesday, January 3, 2012
Friday, December 23, 2011
New links
I have update the "interesting links" section today. They are mostly economics blogs, and well worth taking a look at.
If you don´t have much time, just randomly go through the list and I´m sure you´ll find something interesting.
I also posted two links from some of these blogs (actually, one of them is from Wired) which I thought were very interesting.
Last, but not least, HAPPY HOLIDAYS!
If you don´t have much time, just randomly go through the list and I´m sure you´ll find something interesting.
I also posted two links from some of these blogs (actually, one of them is from Wired) which I thought were very interesting.
Last, but not least, HAPPY HOLIDAYS!
More on the euro carry trade
From FT, via Marginal revolution
Labels:
ECB,
Euro,
euro crisis,
Europe,
liquidity,
Regulation,
sovereign risk
Recipe for Disaster: The Formula That Killed Wall Street
Recipe for Disaster: The Formula That Killed Wall Street
A wonderful, yet old article on Wired. Really worth reading.
Labels:
CDS,
correlations,
crisis,
mortgages,
Statistics,
Wall Street. CDOs
Tuesday, November 15, 2011
Monday, October 10, 2011
How Markets Fail: The Logic of Economic Calamities. By John Cassidy
A wonderful book, one of the best I read in a long time (at least in this past year).
Don´t be fooled by the title, the author goes a long way before explaining the 2008 subprime crisis. The book is a very complete (but accessible) introduction to the history of economics.
Definitely, a "must read".
It was released in 2009, so you might think it is outdated. Not at all, just look around and see the aftermath of the 2008 crisis all over the world.
Links to two good reviews follow.
Thursday, September 8, 2011
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