skip to main content
OSTI.GOV title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: POWs: Physicists on Wall Street

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.

Authors:
 [1]
  1. Columbia University, New York, New York, United States
Publication Date:
Research Org.:
SLAC (SLAC National Accelerator Laboratory (SLAC), Menlo Park, CA (United States))
Sponsoring Org.:
USDOE Office of Science (SC)
OSTI Identifier:
987382
DOE Contract Number:
AC02-76SF00515
Resource Type:
Multimedia
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
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; 97 MATHEMATICS AND COMPUTING; FINANCIAL MODELING; THEORETICAL PHYSICS; QUANTITATIVE; WALL STREET

Citation Formats

Derman, Emanuel. POWs: Physicists on Wall Street. United States: N. p., 2006. Web.
Derman, Emanuel. POWs: Physicists on Wall Street. United States.
Derman, Emanuel. Mon . "POWs: Physicists on Wall Street". United States. https://www.osti.gov/servlets/purl/987382.
@article{osti_987382,
title = {POWs: Physicists on Wall Street},
author = {Derman, Emanuel},
abstractNote = {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.},
doi = {},
journal = {},
number = ,
volume = ,
place = {United States},
year = {2006},
month = {10}
}

Multimedia: