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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: