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Now this gets interesting...

Do you suggest that there are places where the computing power is much greater than the average bank (that I know, my previous job had more computing power than meteo france and the french dod combined, my new place is a lot more frugal), or that your fund developed some non-gaussian models of risk that can be valued as efficiently as the gaussian with "reasonable" computing power ?

Pierre

by Pierre on Fri Jun 22nd, 2007 at 10:01:56 AM EST
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