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Hi everyone,
Over the past six months, I've been deeply studying quantitative mathematics. However, I haven't spent much time considering the limitations or critiques of the models I've been using. Recently, I've come across some critical viewpoints on popular models such as the Efficient Market Hypothesis and the Black-Scholes model (to quote the famous ones). This has sparked my interest in exploring these perspectives further.
Could anyone recommend books, articles, or any resources that provide a critical analysis of these quantitative models? I'm particularly interested in materials that discuss the theoretical and practical limitations of such models in real-world scenarios.
Thank you in advance for your suggestions!
Over the past six months, I've been deeply studying quantitative mathematics. However, I haven't spent much time considering the limitations or critiques of the models I've been using. Recently, I've come across some critical viewpoints on popular models such as the Efficient Market Hypothesis and the Black-Scholes model (to quote the famous ones). This has sparked my interest in exploring these perspectives further.
Could anyone recommend books, articles, or any resources that provide a critical analysis of these quantitative models? I'm particularly interested in materials that discuss the theoretical and practical limitations of such models in real-world scenarios.
Thank you in advance for your suggestions!