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How maths killed Lehman Brothers
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probability
finance
risk
banks
v63.0233.2009Su
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Sam V
on 14 Jul 09
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Sam V
on 14 Jul 09
Plus Maths Magazine: Feature Article. A look at what might have happened to a certain large bank -the probabilities of default turned out to be a lot higher than expected!
Plus Maths Magazine: Feature Article. A look at what might have happened to a certain large bank -the probabilities of default turned out to be a lot higher than expected!
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