Quant of the year: Pierre Henry-Labordère, Société Générale
Mathematical models have always had their detractors, who view them as black boxes and their creators as blinkered eggheads, but this suspicion is now shaping new bank capital rules – with regulators talking openly about their attempts to reduce the industry’s reliance on models – and is even infecting the quant profession’s view of itself. Abstract maths has isolated the discipline from the real world, the argument goes, and the subject should take a more humble approach (Risk25 July 2012
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