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:
- 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 = {Mon Oct 30 00:00:00 EST 2006},
month = {Mon Oct 30 00:00:00 EST 2006}
}