Monday Links

Posted on April 27, 2009 by jck

Of couples and copulas. Sam Jones on the formula that allegedly killed the world

MacKenzie on the Single-Factor Gaussian Copula Model

How the Gaussian copula got adopted

‘Race to Bottom’ at Moody’s, S&P Secured Subprime’s Boom, Bust

Facts belie the diagnosis on credit derivatives

ISDA Margin Survey 2009

Alternative compounding methods for over-the-counter derivative transactions

Fed: Ideal Taylor-rule interest rate is -5%

Geithner’s Calendar at the New York Fed, meeting with Dr Doom, Sarkozy (twice) and at the height of the crisis, a difficult decision: 12th floor terrace ? for a “Time Magazine” photograph.

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