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Wednesday, April 19, 2006

more on Shiller & "risk in the 21st century"

My post from a couple weeks about Robert Shiller and his book about risk management generated a comment from another student of mathematical finance.  He was cool and included a link to a WSJ article with some related news--some of his ideas are going from theory into practice!

After that, I came across another another article these new S&P/Case-Shiller home price indexes in the NYT last Saturday.  Very interesting stuff.

It motivated me to order a copy of The New Financial Order from Amazon just now.  I bundled it with two additional finance books I'll have to read sooner or later: Fooled by Randomness and When Genius Failed.

Saturday, April 15, 2006

Two from last Oct's NYT Book Review

The last two weeks passed quickly. The workload and amount of material is quickly ramping up for us. In fact, here it is late on a Friday night and I'm doing some bond duration calculations.

But in between Tex-ing up this problem set (which might be more trouble than it's worth--but it's actually fun to be using it again), I've been trying to clear out a few old e-mails. I've got a lot of the NYT Books Update e-mails piled up. I usually skim it when it arrives, and if there's a review in there that looks interesting, the e-mail doesn't get deleted.

So here are two from last September(!): a review of Jeff Chang's book, and an interesting essay about Bloom's "Closing of the American Mind."

I still haven't picked up Chang's "Can't Stop Won't Stop"--and sad as it is to say, now that I'm getting into the MFE, I'm realizing such readings might have to be put on hold. (Just have to be mindful that they don't get put on hold forever).

I read most of "Closing" about 6 years ago, and more recently read Bellow's "Ravelstein." As the essay notes, Bellow prodded Bloom into writing "Closing." What I remember most about "Closing" is the wonderful overview of Western philosophy Bloom provides.

OK, I can delete that e-mail...more soon, hopefully. One event of interest I wanted to blog was a visit to the Commonwealth Club last week, to see Amartya Sen speak. And another one coming up this weekend is the SFJazz Collective, which we're going to check out Sunday evening, as a birthday present from my in-laws.

I got some links saved about both those.