Nine 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

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

Emanuel Derman (Contact Author)

Columbia University ( email )

3022 Broadway
New York, NY 10027
United States
212 854 9883 (Phone)

HOME PAGE: http://www.emanuelderman.com

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