ModelRisk-Sachs.PDFVIP

Goldman Sachs Quantitative Strategies Research Notes April 1996 Model Risk Emanuel Derman Goldman Sachs QUANTITATIVE STRATEGIES RESEARCH NOTES Copyright 1996 Goldman, Sachs Co. All rights reserved. This material is for your private information, and we are not soliciting any action based upon it. This report is not to be construed as an offer to sell or the solicitation of an offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. Certain t