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Bayes, prior to reading

August 16, 2011

I may have to go pick up this book, which was reviewed in the NYT last week, if only because it opens with a favorite quote from Keynes. Titled The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy (Wow, titles are getting […]

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He clearly didn't give it 110%

November 17, 2009

Silicon Alley Insider is running a series of posts called "15 _______ questions that will make you feel stupid." The blank has been filled twice with "Google interview" and most recently with "management consultant interview."  I particularly enjoyed one of the Google questions: If the probability of observing a car in 30 minutes on a […]

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An interview with Mandelbrot

October 1, 2009

The FT has posted a lengthy video interview with the brilliant mathematician Benoit Mandelbrot, whose book The (Mis)behavior of Markets first inspired me to enter finance and risk management in particular. I do find  that some of John Auther's questions mar an otherwise interesting (but extremely high-level) overview of Mandelbrot's thoughts on finance. Right from […]

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Interviewing Myron Scholes

May 16, 2009

Speaking of LTCM (and of this Sunday's Times Magazine, for that matter), here's an interview that's going to run with Myron Scholes, who comes off like a bad comedian. The questions are poor and the answers arguably worse. Let's take a look, shall we? The second question: "You're known as the intellectual father of the […]

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