This week on Dialectica: Producer/Host James Tanner presents the second in a two-part series on the history and relevance of quantitative finance. Part II explores how attempts by quantitative experts to address key financial problems – random price movement and risk correlation – eventually led to the widespread adoption of the Gaussian Copula Formula in finance, which in turn contributed to the current economic crisis.
Download the show by right-clicking here (and select Save Link/Target As...) or use the player below:
Monday, September 7, 2009
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