Christmas shocker: Derman on models!
Monday, 27 December, 2010 Leave a comment
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NO…not those kind of models! No saucy snaps here. But there is a link to a great article from Gillian Tett (Financial Times) – highlighted by THE website for people seeking knowledge and informed opinion on important issues – for those “too blinkered” to see event the most obvious flaws in financial (and risk) modelling: