Posts Tagged ‘Aaron Brown’
Five ways to improve quantitative finance curricula
Friday, October 7th, 2011
In his new book, author and risk manager Aaron Brown suggests the most important improvements apply to all quantitative finance degrees
Do Quants Destroy?
Monday, May 3rd, 2010
In his new book, Scott Patterson argues that quantitative risk managers nearly destroyed Wall Street in a series of disasters going back to 1987. But that is far from the whole truth.
Naked CDS and Buying Fire Insurance on Your Neighbor’s House
Tuesday, April 13th, 2010
Author and risk manager Aaron Brown sets out to destroy the moronic comparison that “buying naked CDS is like buying fire insurance on your neighbors house” and people’s indifference toward insurance and hedging
Risk versus Portfolio Management
Monday, March 8th, 2010
From baseball to poker, from VaR to Sharpe ratio, author and risk manager Aaron Brown explains the history and misconception between risk management and portfolio management
