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Vincent Granville's Blog – June 2009 Archive (1)

Gaussian copula function: The Formula That Killed Wall Street

From the Wired Magazine (Felix Salmon)



A year ago, it was hardly unthinkable that a math wizard like David X. Li might someday earn a Nobel Prize. After all, financial economists—even Wall Street quants—have received the Nobel in economics before, and Li's work on measuring risk has had more impact, more quickly, than previous Nobel Prize-winning contributions to the field. Today, though, as dazed bankers, politicians, regulators, and investors survey the wreckage of the biggest… Continue

Added by Vincent Granville on June 23, 2009 at 10:30am — 2 Comments

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