The quant delusion

The quant delusion

stephen-blyth

Derivatives markets have seen some major changes since the collapse of Lehman Brothers in September 2008. In the aftermath, several markets moved in ways that challenged basic and long-held assumptions on which quantitative finance had relied. There have also been other fundamental adjustments. Governments around the globe have become bolder in their policy actions since the crisis – most recently with the second bout of quantitative easing in the US. Meanwhile, a wave of regulatory reform is on

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