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 N° 98 - Avril 2020 - Actualité de la catastrophe
Financial catastrophes are sometimes more endogenous Nuclear Swans than exogenous Black Swans
By Alexis BONNET
and Marko LEHTIMAKI
Methodology Asset Management
Financial catastrophes are more endogenous Nuclear Swans than exogenous Black Swans: How models, when implemented via financial derivatives, can create self-fulfilling/self-destructing market patterns.
 Retour au sommaire
 N° 98 - April 2020 - The actuality of catastrophes
Financial catastrophes are sometimes more endogenous Nuclear Swans than exogenous Black Swans
By Alexis BONNET
and Marko LEHTIMAKI
Methodology Asset Management
Financial catastrophes are more endogenous Nuclear Swans than exogenous Black Swans: How models, when implemented via financial derivatives, can create self-fulfilling/self-destructing market patterns.
Retour au sommaire
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