Current events
From Quantitative Finance
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Future
- 31 March 2008: More Effective C#: Specific Ways to Improve Your C# 2.0 comes out.
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Present
- 28 May 2008: The second edition of Effective Java has come out. This is probably one of the best books ever written on Java. The new edition covers Java 6. It has also been substantially expanded.
- Synopsis: Effective Java is an explicit (and acknowledged) homage to Scott Meyer's Effective C++. Josh Bloch shares the programming practices of the most expert Java programmers with the rest of the programming community. Distilling the habits of experienced programmers into 50 short stand-alone essays, Bloch has laid out the most essential and effective Java rules, providing comprehensive descriptions of techniques. The essays address practical problems that all Java programmers encounter, presents specific ways to improve programs and designs, and also shows how to avoid traps in Java programming. An enormously useful book, each essay contains top notch code examples and insightful "war stories" that help capture the students' attention.
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Past
- 31 October 2007: The third edition of Numerical Recipes comes out.
- Synopsis: Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.
- 21 June 2007: Lies, Damned Lies, and Statistics? The inaugural lecture of Prof. Karim Maher Abadir, Tanaka Business School, Imperial College.
- Synopsis: Reliable data analysis is one of the hardest tasks in sciences and social sciences. Often misleading and sometimes puzzling results arise when the analysis is done without regard for the special features of the data. In this lecture, I will focus on designing new statistical tools to deal with some prominent questions in Finance and Economics. In particular, I will talk about the following. (1) How to characterize the randomness of variables, motivated by a problem in the pricing of financial options. (2) Uncovering the relation between interest rates on different maturities, now and in the future; the "term structure of interest rates". (3) Modelling the unconventional nonlinear long-memory dynamics that arise from a general-equilibrium economic model, and their implications for exchange rates, stock market indexes, and all macroeconomic variables; with recommendations for trading in financial markets, but also for the design of macroeconomic stabilization policies by governments.
