Welcome to European Tribune. It's gone a bit quiet around here these days, but it's still going.
Wow, sounds nice. Unfortunately, probably too unconventional for most statistics graduates recently hired in quant teams to pay any attention: considering that it will dog the front business, banks only want to look into something "incremental" to handle the fat tails (that is, some cheap ugly patch of the existing var system that you can recode with a couple of interns). Is the guy working in industry ?

by Pierre on Fri Jun 22nd, 2007 at 10:15:57 AM EST
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