Daily Archives: February 11, 2009

Because risk assessment and risk analysis have taken such a beating in the press for their supposed role in the financial failures of the last few months, I want to call your attention to another good-news item about risk analysis.  February 3 I reported on on the Gates Foundation and its use of Monte Carlo […]

This is a first in a series of postings about correlation modelling. Amongst other topics covered we will address the uses of correlation modelling, the measurement and stability of correlation coefficients, some frequent misconceptions and consequences of correlations and some alternative modelling techniques within a risk analysis. This first posting in the series covers the […]