Is this a good isNaN method?
You said : 


  I never use the variable but only the constructor to see if it doesn't throw an exception


I would ask you, then why did you declare a variable at all ? You could have done : 

public boolean isNaN(final String string) {
    try {
       new BigDecimal(string);
    } catch (final Exception e) {
        return true;
    }
    return false;
}


When you don't need a variable, don't declare it.

You should not catch Exception because it's too generic. What do you really want ? The constructor throw NumberFormatException if the argument is not valid, the better option would be to catch that one instead.