Twofish's Blog

December 16, 2006

My reading list this weekend

Filed under: academia, austrian economics, Career, china, personal, quantitative finance — twofish @ 5:17 am

I have a few papers on utility-based pricing of incomplete markets that I’m reading this weekend.  They are your typical mathematician paper with theorems and proofs.  I’m trying to learn the genre of that field so that I can apply it to my own models.  The main difference is that I will be modelling a market with a lot of different people having different utility functions, which brings the derivative pricing model closer to Austrian economics.  I’m also going to try to read some of the works on the philosopher Dai Zhen.  There are also some papers on the Malliavin calculus I’m going to have to review.

I’m still waiting to hear about which way my life is going.

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