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  1. When Model Risk becomes Model Fraud

    Been following this story for a long while given that Barr Rosenberg was a major contributor to Quant Asset Management as an industry and a field of thought. (Capital Ideas by Peter L. Bernstein for those interested). http://www.pionline.com/article/20110922/DAILYREG/110929952 Punishment...

  2. R Finance 2011: Chicago April 29th & 30th

    Might be of interest to some in the Chicago Metro area. http://www.rinfinance.com/agenda/

  3. Univ of Washington: Computational Finance & Risk Management MS Program

    Just found out about a new program that aims to be starting up very soon for those interested in the Pacific Northwest or standalone Online courses. http://www.amath.washington.edu/studies/compfin/

  4. Accountability of a Quant?

    http://www.businessweek.com/news/2010-06-30/axa-rosenberg-s-rosenberg-mead-step-down-over-error.html Reading over this I can understand why he was forced out. But it almost seems like a pretext to oust him. Wonder what others think.
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