-8.2 C
New York
Sunday, December 22, 2024

Taleb on VaR

Taleb on VaR

Courtesy of George of Washington’s Blog

Nassim Nicholas Taleb gave a presentation yesterday to the House Subcommittee on Investigations & Oversight on The Risks of Financial Modeling: VaR and the Economic Meltdown.

His presentation is good, and well worth reading in its entirety.

If you’re too busy to read it, Taleb’s Figure 1 gives a good executive summary:

Value at Risk

Subscribe
Notify of
0 Comments
Inline Feedbacks
View all comments

Stay Connected

156,328FansLike
396,312FollowersFollow
2,330SubscribersSubscribe

Latest Articles

0
Would love your thoughts, please comment.x
()
x