Tuesday, October 16, 2007

The quant blow up behind subprime fiasco

Was subprime fiasco the canary in the mine?

It is looking more and more like the answer is – well, yes. Many signs have suggested so, from job losses to a continuing credit drought to a weakening dollar, but that history has not yet been written.

And how the quants contributed to the blow up? MIT Review Part I and II, here and here.

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