Lessons learned from the Financial Crisis of 2008: A quant perspective

 

Abstract: The financial crisis has put the spotlight on quantitative models for managing risk. In this roundtable we will discuss the strengths and weaknesses of current quantitative approaches to managing risk, how they fared during the crisis, and what are the lessons we learned from their performance in 2008.

 

Organizers: S.Ceria (Axioma inc. sceria@axiomainc.com) and Oliver Frankel (ofrankel@mac.com)