Kerckhove K. et al., ‘The Impact of Illness on Social Networks: Implications for Transmission and Control of Influenza’, American Journal of Epidemiology, 2013.
65
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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Chambers S., ‘At last, a degree of honour for 900 Cambridge women’, The Independent, 30 May 1998.
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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.
72
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.
75
‘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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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.
79
Tavakoli J., ‘Comments on SEC Proposed Rules and Oversight of NRSROs’, Letter to Securities and Exchange Commission, 13 February 2007.
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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.
89
Воспроизведено с разрешения авторов. Источник: Frehen R.G.P. et al., ‘New Evidence on the First Financial Bubble’, Journal of Financial Economics, 2013.
90
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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John Oliver on cryptocurrency: ‘You’re not investing, you’re gambling’, The Guardian, 12 March 2018.
