Monday, December 6, 2010

Nobel week in Stockholm

I'm visiting Tomas Bjork in Stockholm for a few days this week, where I gave a talk about chaos models for interest rates at KTH (paper is available here).

It has been a truly remarkable visit for many reasons: having a traditional Swedish Christmas dinner, meeting the mathematician Lars Svensson (the other Lars Svensson is an economist who also works on interest rate theory - and I thought Martino and I had a problem with common names), see the famous Vaza warship, etc.

But it is hard to top the excitement of being in Stockholm during a week full of Nobel lectures, leading up to the prize ceremony on Nobel day, December 10th.

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