Posts tagged as:

quant

No cash for clunkers

June 28, 2010

I'm a big fan of Emanuel Derman's work, his book and, most recently, his blog. In his latest post, Derman shows his lighter side with an entry in a contest for "plithy personal ads": "FANNIE MAE with troubled assets, bored with Freddie Mac, seeks well-regulated stimulus package from counterparty too big to fail. No cash [...]

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Keeping heads out of textbooks

November 2, 2009

Wall Street & Technology briefly discusses some survey results and concludes: "Wall Street's Quants Feel Misunderstood." There's the obligatory quote from Dr. Wilmott: "These numbers are alarming," said Dr. Wilmott. "They indicate that even with the events of the past year, financial institutions are still not taking the importance of financial education seriously, especially as it [...]

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The Modeling Problem

April 16, 2009

Mike at Rortybomb has a post on the pros and cons of MBAs.  Among his cons is the following: They just wrote a post about MBA students being owned by their models. The general idea underneath this is that these models are too complicated to understand, and taught to be something that is true rather [...]

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The burger's good, too

February 20, 2008

Tonight after squash I started to cook dinner, but after setting off the smoke alarm for what I must confess was the second time since I moved here, I headed over to Harry's Steakhouse/Cafe (I'm not sure which one I go to. I think it's the cafe. Whichever one is downstairs.). After a late match, [...]

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