Mathematical Practices and Communities in France and Its
Western Allies around World War I’, American Mathematical
Society, 2014.
- Ross R., ‘An Application of the Theory of Probabilities to the
Study of a priori Pathometry. Part I’, Proceedings of the Royal
Society A,, 1916.
2. Panics and pandemics
- Mathematician Andrew Odlyzko points out that the final loss
could plausibly have been even higher than £20,000. What’s
more, he suggests a multiple of 1,000 is reasonable for
converting monetary value in 1720 to a present day amount;
Newton’s Professorial salary at Cambridge during this time was
around £100 per year. Source: Odlyzko A., ‘Newton’s financial
misadventures in the South Sea Bubble’, Notes and Records,
The Royal Society, 2018.
- Background on Thorp and Simons from: Patterson S., The
Quants (Crown Business New York, 2010). Background on LTCM
from: Lowenstein R., When Genius Failed: The Rise and Fall of
Long Term Capital Management (Random House, 2000).
- Allen F. et al., ‘The Asian Crisis and the Process of Financial
Contagion’, Journal of Financial Regulation and Compliance,
1999. Data on rise in popularity of the term ‘financial contagion’
from Google Ngram.
- Background on CDOs from: MacKenzie D. et al., ‘“The Formula
That Killed Wall Street”? The Gaussian Copula and the Cultures
of Modelling’, 2012.
- ‘Deutsche Bank appoints Sajid Javid Head of Global Credit
Trading, Asia’, Deutsche Bank Media Release, 11 October 2006;
Roy S., ‘Credit derivatives: Squeeze is over for EM CDOs’,
Euromoney, 27 July 2006; Herrmann J., ‘What Thatcherite union
buster Sajid Javid learned on Wall Street’, The Guardian, 15 July
2015.
