I could suggest a correction to this in public, but then I'd have to kill you ;-) Can the last politician to go out the revolving door please turn the lights off?
Do you suggest that there are places where the computing power is much greater than the average bank (that I know, my previous job had more computing power than meteo france and the french dod combined, my new place is a lot more frugal), or that your fund developed some non-gaussian models of risk that can be valued as efficiently as the gaussian with "reasonable" computing power ? Pierre
