POWs: Physicists on Wall Street

Multimedia · Mon Oct 30 00:00:00 EST 2006

OSTI ID:987382

Derman, Emanuel ^[1]

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1. Columbia University, New York, New York, United States

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.

• Research Organization: SLAC (SLAC National Accelerator Laboratory (SLAC), Menlo Park, CA (United States))
• Sponsoring Organization: USDOE Office of Science (SC)
• DOE Contract Number: AC02-76SF00515
• OSTI ID: 987382
• Resource Relation: Conference: SLAC Colloquium Series, SLAC National Accelerator Laboratory, Menlo Park, California, presented on October 30, 2006
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
97 MATHEMATICS AND COMPUTING
FINANCIAL MODELING
THEORETICAL PHYSICS
QUANTITATIVE
WALL STREET