Posts tagged as:

pricing

Deconstructing the Gaussian copula, part II

July 9, 2009

A math-free introduction to CDO pricing.

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Deconstructing the Gaussian copula, part I

June 5, 2009

A number of misconceptions about the Gaussian copula are addressed.

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The iTunes experiment

April 20, 2009

The first week of results on iTunes' tiered pricing are in and they are positive.  According to a Billboard report, songs which experienced price hikes of 30% sold only 12.5% fewer units (only 6.9% fewer if you ignore "the expected second-week drop of Black Eyed Peas' Boom Pow Pow" - a wholly un-justified remark which […]

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