The quant delusion

The quant delusion


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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