Законы эпидемий. Как развиваются и почему прекращаются эпидемии болезней, финансовые кризисы, вспышки насилия и модные тренды - Адам Кучарски

Kerckhove K. et al., ‘The Impact of Illness on Social Networks: Implications for Transmission and Control of Influenza’, American Journal of Epidemiology, 2013.

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Сведения о биографии Хадсон взяты из: O’Connor J.J. et al., ‘Hilda Phoebe Hudson’, JOC/EFR, 2002; Warwick A., Masters of Theory: Cambridge and the Rise of Mathematical Physics (University of Chicago Press, 2003).

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Hudson H., ‘Simple Proof of Euclid II. 9 and 10’, Nature, 1891.

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Chambers S., ‘At last, a degree of honour for 900 Cambridge women’, The Independent, 30 May 1998.

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Ross R. and Hudson H., ‘An Application of the Theory of Probabilities to the Study of a priori Pathometry. Part II and Part III’, Proceedings of the Royal Society A, 1917.

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Письмо GB 0809 Ross/161/11/01. Courtesy, Library & Archives Service, London School of Hygiene & Tropical Medicine. © Ross Family; Aubin D. et al., ‘The War of Guns and Mathematics: Mathematical Practices and Communities in France and Its Western Allies around World War I’, American Mathematical Society, 2014.

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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.

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Математик Эндрю Одлыжко указывает, что общая сумма потерь могла превышать 20 000 фунтов. Более того, он предполагает, что при сравнении ценности денег в 1720 году и в наше время следует применять коэффициент 1000. Жалованье Ньютона в Кембридже составляло 100 фунтов в год. Odlyzko A., ‘Newton’s financial misadventures in the South Sea Bubble’, Notes and Records, The Royal Society, 2018.

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О Торпе и Саймонсе: Patterson S., The Quants (Crown Business New York, 2010). Информация о LTCM: Lowenstein R., When Genius Failed: The Rise and Fall of Long Term Capital Management (Random House, 2000).

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Allen F. et al., ‘The Asian Crisis and the Process of Financial Contagion’, Journal of Financial Regulation and Compliance, 1999. Данные о популярности термина «финансовое заражение»: Google Ngram.

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Подробнее о CDO: MacKenzie D. et al., ‘“The Formula That Killed Wall Street”? The Gaussian Copula and the Cultures of Modelling’, 2012.

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‘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.

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Derman E., ‘Model Risk’ Goldman Sachs Quantitative Strategies Research Notes, April 1996.

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Интервью CNBC, 1 июля 2005 года.

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MacKenzie et al. (2012): «Кризис был создан не “жертвами моделей”, а творческими, изобретательными и рефлексирующими людьми, сознательно использовавшими возможности моделей в корпоративном управлении». Авторы называют нескольких человек, которые манипулировали вычислениями так, чтобы CDO выглядели одновременно прибыльными и низкорисковыми.

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Tavakoli J., ‘Comments on SEC Proposed Rules and Oversight of NRSROs’, Letter to Securities and Exchange Commission, 13 February 2007.

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MacKenzie D. et al., ‘“The Formula That Killed Wall Street”? The Gaussian Copula and the Cultures of Modelling’, 2012.

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New Directions for Understanding Systemic Risk (National Academies Press, Washington DC, 2007).

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Chapple S., ‘Math expert finds order in disorder, including stock market’, San Diego Union-Tribune, 28 August 2011.

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May R., ‘Epidemiology of financial networks. Presentation at LSHTM John Snow bicentenary event, April 2013. Available on YouTube.

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May R., ‘Epidemiology of financial networks. Presentation at LSHTM John Snow bicentenary event, April 2013. Available on YouTube.

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‘Was tulipmania irrational?’ The Economist, 4 October 2013.

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Goldgar A., ‘Tulip mania: the classic story of a Dutch financial bubble is mostly wrong’, The Conversation, 12 February 2018.

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Online Etymology Dictionary. Origin and meaning of bubble. https://www.etymonline.com/word/bubble.

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Frehen R.G.P. et al., ‘New Evidence on the First Financial Bubble’, Journal of Financial Economics, 2013.

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Воспроизведено с разрешения авторов. Источник: Frehen R.G.P. et al., ‘New Evidence on the First Financial Bubble’, Journal of Financial Economics, 2013.

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Odlyzko A., ‘Newton’s financial misadventures in the South Sea Bubble’, Notes and Records, The Royal Society, 2018.

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Odlyzko A., ‘Collective hallucinations and inefficient markets: The British Railway Mania of the 1840s’, 2010.

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Kindleberger C.P. et al., Manias, Panics and Crashes: A History of Financial Crises (Palgrave Macmillan, New York, 1978).

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Chow E.K., ‘Why China Keeps Falling for Pyramid Schemes’, The Diplomat, 5 March 2018; ‘Pyramid schemes cause huge social harm in China’, The Economist, 3 February 2018.

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Rodrigue J.-P., ‘Stages of a bubble’, extract from The Geography of Transport Systems (Routledge, New York, 2017). https://transportgeography.org/?page_id=9035.

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Sornette D. et al., ‘Financial bubbles: mechanisms and diagnostics’, Review of Behavioral Economics, 2015.

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Coffman K.G. et al., ‘The size and growth rate of the internet’, First Monday, October 1998.

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Odlyzko A., ‘Internet traffic growth: Sources and implications’, 2000.

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John Oliver on cryptocurrency: ‘You’re not investing, you’re gambling’, The Guardian, 12 March 2018.