only a bit more elaborate blogroll
Thomson Reuters / High Frequency Trading
documents
Rebuilding financial supervision and regulation
views of the U.K. Treasury
U.K. house prices, consumption and GDP, in a global context
by Andrew Farlow, University of Oxford, 2005
The Turner Review (FSA)
A regulatory response to the global banking crisis
report "de Larosiere" for financial supervision in EU
by the high-level group on financial supervision in the EU
The Credit Crunch of 2007: What Went Wrong? Why?
(slightly technical) by John C. Hull
Innovations in Credit Risk Transfer: Implications for Financial Stability
by Darrell Duffie
An Application of Finite Field
SIMD-oriented Fast Mersenne Twister
Le New York Times lit mon blog !
la tromperie des statistiques du chomage par Laurent Guerby
barrier options and Levy processes
generalised hyper-exponential model and Wiener-Hopf factorization
friend met colleague neighbor
Sector identification
Sector identification in a set of stock return time series traded at the LSE
blogs
trading with matlab
Exotic Derivatives Trading
by Nikit Kothari
comprendre l'actualité économique
par Serenis Cornelius
E-FI, le blog de l’économie et de la finance internationale
par Sébastien Duchêne & Thibault Henocque
Stern on Finance
by the department of Finance of the Leonard R. Stern school of business (NYU)
Zero Hedge
by Tyler Durden
Derivative Dribble
by Charles Davì
Démystifier la finance
par Georges Ugeux
DéCHIFFRAGES
par Jean-François Couvrat
articles
"Denis Wallez, un trader français à Londres"
portrait de l'auteur dans le journal La Croix (par Pierre Cochez)