Download This PaperNine Billion Ways to Get Snowed
2 Pages Posted: 25 Oct 2002
Date Written: May 2002
Abstract
This note traces the past and guesses at the future of concepts in quantitative risk management by looking at the history of its vocabulary and seeing which newly introduced words have survived and prospered. It is adapted from a talk on Future Innovations in Risk Management, presented at the April Risk 2002 Conference in Paris.
Keywords: risk management, options, derivatives, financial modeling
JEL Classification: G000, G120, G130, G200
Suggested Citation: Suggested Citation
Derman, Emanuel, Nine Billion Ways to Get Snowed (May 2002). Available at SSRN: https://ssrn.com/abstract=322280 or http://dx.doi.org/10.2139/ssrn.322280
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