The Physics of Wall Street: a brief History of Predicting the Unpredictable

Before 1900. cambridge, MA: Harvard University Press.
Stiglitz, Joseph e. 2010. Freefall. new York: W. W. norton.
Strasburg, Jenny, and Katherine Burton. 2008. “renaissance clients Pull $4 Billion 
from Biggest Hedge fund.” Bloomberg, January 10.
Strogatz, Steven H. 1994. Nonlinear Dynamics and Chaos. cambridge, MA: Perseus 
Books.
Sullivan, edward J., and timothy M. Weithers. 1991. “Louis Bachelier: the father of 
Modern option Pricing theory.” The Journal of Economic Education 22 (2): 
165–71.
Swan, edward J. 2000. Building the Global Market: A 4000 Year History of Derivatives. 
London: Kluwer Law International.
taleb, nassim nicholas. 2004. Fooled by Randomness. new York: random House.
— — — . 2007a. The Black Swan. new York: random House.
— — — . 2007b. “Black Swans and the domains of Statistics.” The American 
Statistician 61 (3, August): 198–200.
taqqu, Murad S. 2001. “Bachelier and His times: A conversation With Bernard Bru.” 
Finance and Stochastics 5 (1): 3–32.
thaler, richard H., ed. 1993. Advances in Behavioral Finance, vol. 1. new York: russell 
Sage foundation.
— — — , ed. 2005. Advances in Behavioral Finance, vol. 2. Princeton, nJ: Princeton 
University Press.
thompson, earl. 2007. “the tulipmania: fact or Artifact?” Public Choice 130 (1): 
99–114.
thorp, edward o. 1961. “A favorable Strategy for twenty-one.” Proceedings of the 
National Academy of Sciences 47 (1): 110–12.

---

266 
•
t h e p h y s i c s o f wa l l s t r e e t
— — — . 1966. Beat the Dealer: A Winning Strategy for the Game of Twenty One. new 
York: vintage Books.
— — — . 1984. The Mathematics of Gambling. Secaucus, nJ: Lyle Stuart.
— — — . 1998. “the Invention of the first Wearable computer.” Digest of Papers. 
Second International Symposium on Wearable Computers, 1998, 4–8.
— — — . 2004. “A Perspective on Quantitative finance: Models for Beating the 
Market.” In The Best of Wilmott 1: Incorporating the Quantitative Finance Review, 
ed. Paul Wilmott, 33–38. Hoboken, nJ: John Wiley and Sons. 
— — — . 2006. “the Kelly criteria in Blackjack, Sports Betting, and the Stock Market.” 
In Theory and Methodology, vol. 1 of The Handbook of Asset and Liability 
Management, ed. S. A. Zenios and W. t. Ziemba. Amsterdam: north Holland.
thorp, edward o., and Sheen t. Kassouf. 1967. Beat the Market. new York: random 
House.
treynor, Jack. 1961. “towards a theory of Market value of risky Assets.” Unpublished 
manuscript.
triplett, Jack e. 2006. “the Boskin commission report After a decade.” International 
Productivity Monitor (12): 42–60.
turvey, ralph. 2004. Consumer Price Index Manual: Theory and Practice. Geneva: 
International Labour organization.
U.S. Securities and exchange commission. 1998. “trading Analysis of october 27 and 
28, 1997.” Study available at http://www.sec.gov/news/studies/tradrep.htm.
— — — . 2010a. “Goldman Sachs to Pay record $550 Million to Settle Sec charges 
related to Subprime Mortgage cdo.” Press release available at http://www.sec.
gov/news/press/2010/2010-123.htm.
— — — . 2010b. “Sec charges Goldman Sachs with fraud in Structuring and 
Marketing of cdo tied to Subprime Mortgages.” Press release available at 
http://www.sec.gov/news/press/2010/2010-59.htm.
van fraassen, Bas. 2009. “the Perils of Perrin, in the Hands of Philosophers.” 
Philosophical Studies 143: 5–24.
vanneste, c., and didier Sornette. 1992. “dynamics of rupture in thermal fuse 
Models.” Journal de Physique I 2: 1621–44.
vere-Jones, d. 1977. “Statistical theories of crack Propagation.” Mathematical Geology 
9: 455–81.
voight, B. 1988. “A Method for the Prediction of volcanic eruptions.” Nature 332: 
125–30.
Wald, robert M. 1984. General Relativity. chicago: University of chicago Press.
Walker, donald. 2001. “A factual Account of the functioning of the nineteenth-
century Paris Bourse.” European Journal of the History of Economic Thought 8 
(2): 186–207.
Wallis, Michael. 2007. Billy the Kid: The Endless Ride. new York: W. W. norton & 
company.
Wang, Zuoyue. 2008. In Sputnik’s Shadow: The President’s Science Advisory Committee