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发帖数: 554 | 1 http://www.nytimes.com/2008/11/05/business/05risk.html?em
In Modeling Risk, the Human Factor Was Left Out
By STEVE LOHR
Today’s economic turmoil, it seems, is an implicit indictment of the arcane
field of financial engineering — a blend of mathematics, statistics and
computing. Its practitioners devised not only the exotic, mortgage-backed
securities that proved so troublesome, but also the mathematical models of
risk that suggested these securities were safe.
What happened?
The models, accordin |
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