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30 avril 2013
- doi: 10.58079/ouq7
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Arthur Charpentier, « Financial model complexity », Freakonometrics, ID : 10.58079/ouq7
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Today, Olivier Scaillet gave a great talk on fast recursive projections. The idea was great, and the talk was amazing. A great plenary session talk actually. And after lunch, while we were having a coffee, we started to discuss about financial model complexity, mentioning that sometimes, traders and quants are lost, and it might be good to spend more time on basics than on very advanced stuff (which was, in fact, the general idea of my own talk, yesterday). And Olivier recalled that story, o...