Normal view MARC view

How I became a quant: insights from 25 of Wall Street's elite

Author: Schachter, Barry Publisher: Wiley, 2007.Language: EnglishDescription: 386 p. ; 24 cm.ISBN: 9780470050620Type of document: BookBibliography/Index: Includes index
Tags: No tags from this library for this title. Log in to add tags.
Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Main Collection
Print HG6024 .A3 L56 2007
(Browse shelf)
Available 900193603
Total holds: 0

Includes index


How I Became a Quant Insights from 25 Wall Street's Elite Contents Acknowledgments Introduction Chapter 1 David Leinweber xiii 1 President, Leinweber and Co. A Series of Accidents Grey Silver Shadow Destroy before Reading A Little Artificial Intelligence Goes a Long Way How Do You Keep the Rats from Eating the Wires Stocks Are Stories, Bonds Are Mathematics HAL's Broker Chapter 2 Ronald N. Kahn 9 10 13 16 18 20 23 26 Global Head of Advanced Equity Strategies, Barclays Global Investors Physics to Finance BARRA's First Rocket Scientist 29 30 34 Active Portfolio Management Barclays Global Investors The Future Chapter 3 Gregg E. Berman 42 44 46 Strategic Business Development, RiskMetrics Group A Quantitative Beginning Putting It to the Test A Martian Summer Physics on Trial A Twist of Fate A Point of Inflection A Circuitous Route to Wall Street The Last Mile Chapter 4 Evan Schulman 49 50 53 57 57 59 60 61 65 Chairman, Upstream Technologies, LLC Measurement Market Cycles Process Risk And Return Trading Costs Informationless Trades Applying it All Electronic Trading Lattice Trading Net Exchange Upstream Articles Chapter 5 Leslie Rahl 67 68 69 69 70 71 72 73 73 75 75 76 79 81 President, Capital Market Risk Advisors Growing Up in Manhattan College and Graduate School Nineteen Years at Citibank Fifteen Years (So Far!) Running Capital Market Risk Advisors 83 83 85 88 90 Going Plural The Personal Side So How Did I Become a Quant? Chapter 6 Thomas C. Wilson 92 92 92 Chief Insurance Risk Officer, ING Group Quantitative Finance: The Means to an End? The Questions The Early 1990s: The Market Risk Era The Late 1990s: The Credit Risk Era The Great Strategy Debate: From the 1990s to Today Lessons Learned Chapter 7 Neil Chriss 95 96 98 99 101 102 104 Fortner Managing Director of Quantitative Strategies, SAC Capital Management, LLC The Glass Bead Game Of Explorers and Mountain Climbers Computers College Years The University of Chicago PhD Program Academia The Harvard Mathematics Department Moving to Wall Street Quant Research Quant Research and the Mathematics of Portfolio Trading Quantitative Portfolio Management Mathematical Finance Education Final Thoughts Chapter 8 Peter Carr 107 108 111 113 117 118 120 124 125 127 128 130 131 133 Head of Quantitative Financial Research, Bloomberg 137 My First Eureka Moment Accounting for the Future Instead of the Past 138 139 Postdoctoral Studies And in the End ... 140 141 Chapter 9 Mark Anson CEO, Hermes Pensions Management Ltd. CEO, British Telecommunications Pension Scheme PhD, Why Not? Legal Arbitrage Managing the Outcome Certain Uncertainty 143 144 146 148 149 Chapter 10 Bjorn Flesaker Senior Quant, Bloomberg L.P. Growing Up Choosing Academics Heeding the Call of the Street Becoming a Real Quant Again 151 152 155 160 162 Chapter 11 Peter Jackel The English Connection London Calling Cutting One's Teeth All the Models in the World For Future Reference To the Front 163 164 165 167 168 170 173 Chapter 12 Andrew Davidson President, Andrew Davidson and Co., Inc. Conjecture 1: If It Quacks Like a Quant Lemma 1: If You Don't Know Where You Are Going, Any Road Will Get You There Lemma 2: Pay No Attention to the Man behind the Curtain 177 177 179 181 Theorem 1: If It May Be True in Theory but It Won't Work in Practice, Get a Better Theory Theorem 2: To Thine Own Self Be True Chapter 13 Andrew B. Weisman 182 185 Managing Director, Merrill Lynch Econometric Voodoo Trading for Fun and Profit Tools of the Trade Lessons Learned Chapter 14 Clifford S. Asness 187 188 189 190 194 Managing and Founding Principal, AQR Capital Management, LLC Chicago A Big Decision On Our Own Moonlighting Geeks of the World Unite Chapter 15 Stephen Kealhofer 197 198 199 202 206 207 Managing Partner, Diversified Credit Investments A Startup Practical Defaults The Entrepreneur Inventing a Business Portfolio Management of Credit Risk A Room with a View Chapter 16 Julian Shaw 211 213 214 217 219 220 223 Head Risk Management and Quantitative Research, Permal Group Gordon Capital CIBC Barclays Capital 227 229 231 232 Fat Tails and Thin Peaks Adventures in CDO Land The Strange Evolution of Value at Risk A Paradox Permal What Makes a Good Quant? The Art of Leaving Things Out The Art of Choosing the Right Tools Do Quants Lack Business Sense? Tips Chapter 17 Steve Allen 233 234 235 236 236 237 238 238 240 241 Deputy Director, Masters Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University In Which the Author Is Seriously Misled In Which a Fortuitous Opportunity Appears In Which Reason Prevails and All Rejoice Chapter 18 Mark Kritzman 243 243 246 248 President and CEO, Windham Capital Management, LLC A Brief Chronology How I Developed My Quant Skills How I Applied My Quantitative Training The Future for Quants Chapter 19 Bruce I. Jacobs and Kenneth N. Levy 251 252 254 255 261 Principals, Jacobs Levy Equity Management Portraits of Two Investors New Concepts, Foggy Ideas The Jacobs Levy Investment Approach Benefits of Disentangling Integrating the Investment Process Relaxing Portfolio Constraints 263 264 265 268 269 273 275 Integrated Long-Short Optimization Books and an Ethical Debate Portfolio Optimization and Market Simulation withShorting Chapter 20 Tanya Styblo Beder 277 278 281 Chairman, SBCC Yale First Boston Graduate School Swaps Giving Back Chapter 21 Allan Malz 285 286 289 290 292 293 Head of Risk Management, Clinton Group How Not to Get a PhD How Not to Get a PhD, Continued RiskMetrics' Salad Days No More Mr. Nice Guy Chapter 22 Peter Muller 295 296 297 300 302 Senior Advisor, Morgan Stanley What's that Smell? Life at BARRA You Gotta Know When to Fold 'em The Call that Changed Everything Chapter 23 Andrew J. Sterge 305 305 308 310 312 President, AJ Sterge (a division of Magnetar Financial, LLC) On to the Real World Cooper Neff Early Days at Cooper Neff Active Portfolio Strategies How I Became a Quant 317 320 321 322 324 327 Chapter 24 John F. (Jack) Marshall Senior Principal of Marshall, Tucker and Associates, LLC and Vice Chairman of the International Securities Exchange From Premed to Derivatives Frustration with Academia and the Birth of a Profession The IAFE and the Road to MSFE Degrees Notes Bibliography About the Contributors About the Authors Index 329 330 331 334 339 359 363 379 381

There are no comments for this item.

Log in to your account to post a comment.
Koha 18.11 - INSEAD Catalogue
Home | Contact Us | What's Koha?