Paul's Blog

Science in Finance: Introduction

27th November 2007 admin 0

Having for most of my quant career attacked the majority of mathematical modelling in finance for being ‘unscientific’ (in the sense that the theories are rarely tested before being used, and when tested usually fail […]

Paul's Blog

It is and it isn’t

8th November 2007 admin 0

I couldn’t resist this rather trivial blog, just a comment really on happenings at a recent quantie dinner. In attendance, going clockwise around the table at Union Square Cafe, PW, Bruno Dupire, Salih Neftci, Peter […]