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financial engineering profs don't understand math/stat
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David Bernier
Nov 12, 2012, 3:46:31 AM11/12/12
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The work of these finance profs gets published
without being peer-reviewed
by real mathematicians and/or statisticians.
A priori, I don't believe in the applicability and
validity of their wooly models over 5, 10 years.
Plus, their lackeys make fun of me:
Cf.:
discussion of Value at Risk, by brilliant Pablo Triana.
4 lackeys diss David Bernier in comments:
[ David Bernier, Ph.D. (Mathematics) , I commented : 5 comments in totum]
http://www.futuresmag.com/2010/12/01/var-the-number-that-killed-us
David Bernier
without being peer-reviewed
by real mathematicians and/or statisticians.
A priori, I don't believe in the applicability and
validity of their wooly models over 5, 10 years.
Plus, their lackeys make fun of me:
Cf.:
discussion of Value at Risk, by brilliant Pablo Triana.
4 lackeys diss David Bernier in comments:
[ David Bernier, Ph.D. (Mathematics) , I commented : 5 comments in totum]
http://www.futuresmag.com/2010/12/01/var-the-number-that-killed-us
David Bernier
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