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POWs: Physicists on Wall Street


Formale Metadaten

Titel POWs: Physicists on Wall Street
Autor Professor Emanuel Derman
Herausgeber SLAC National Accelerator Laboratory (SLAC)
Erscheinungsjahr 2006
Sprache Englisch

Inhaltliche Metadaten

Fachgebiet Physik
Abstract Quantitative financial modeling seems to employ both the language and techniques of physics, but how similar are the two disciplines in theory and practice? This talk discusses the move from physics to finance, the nature of financial modeling and its deceptive similarity with theoretical physics, what it's like to work in the financial arena, and some of the open problems of interest.

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