StalkingtheBlackSwan_ResearchandDecision.epub

Table of Contents Title Page Acknowledgements Introduction Part I - Uncertainty Chapter 1 - Forecasting in Extreme Environments Fannie Mae: The Gathering Storm Sources of Extreme Volatility: Nonlinear Fundamentals Sources of Extreme Volatility: Collective Behavior Sources of Extreme Volatility: Interaction Between Markets and Fundamentals Forecasting in Extreme Environments The Fall of Fannie Mae Chapter 2 - Thinking in Probabilities Providian’s First Black Swan A Probability Tree for Providian More Applications of Probability Trees Conclusion to the Providian Story Chapter 3 - The Balance Between Overconfidence and Underconfidence, and the ... Underconfident but Accurate: The Trials of CIT Confidence in the Markets Emotional Confidence: An Imperfect Signal Confidence and Competition Blinded by the Light: The Risk of Complex Modeling Model-Related Overconfidence and an Ill-Fated Call on Countrywide Overconfident Modeling and the Subprime Mortgage Collapse Part II - Information Chapter 4 - Fighting Information Overload with Strategy Winning and Losing Billions in the U.S. Subprime Crisis Information Overload in the Markets T......