HowIBecameaQuant:Insightsfrom25ofWallStreet’sElite如何成为理性专家:华尔街30位大师这样告诉你

分類: 图书,进口原版书,经管与理财 Business & Investing ,
作者: Barry Schachter等著
出 版 社:
出版时间: 2007-7-1字数:版次: 1页数: 386印刷时间: 2007/07/01开本: 16开印次: 1纸张: 胶版纸I S B N : 9780470050620包装: 精装内容简介
“Led by two top-notch quants,Richard R.Lindsey and Barry Schachter,How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today’s most successful quants。For anyone who might have thought otherwise,there are engaging personalities behind all that number crunching!”
——Ira Kawaller,Kawaller & Co.and the Kawaller Fund
“A fun and fascinating read。This book tells the story of how academics,physicists,mathematicians,and other scientists became professional investors managing billions。”
——David A.Krell,President and CEO,International Securities Exchange
“How I Became a Quant should be must reading for all students with a quantitative aptitude。It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis。”
——Roy D.Henriksson,Chief Investment Officer,Advanced Portfolio Management
“Quants”——those who design and implement mathematical models for the pricing of derivatives,assessment of risk,or prediction of market movements——are the backbone of today’s investment industry。As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty,the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away,or more specifically,paying someone else to take on the unwanted risk。
How I Became a Quant reveals the faces behind the quant revolution,offering you?the?chance to learn firsthand what it’s like to be a?quant today。In this fascinating collection of Wall Street war stories,more than two dozen quants detail their roots,roles,and contributions,explaining what they do and how they do it,as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution。
作者简介
Barry Schachter,PhD,is Director of Quantitative Resources at Moore Capital Management。He is on the advisory board of the International Association of Financial Engineers and is cochair of its Education Committee。Schachter spent the early part of his career in academia,most of that time on the faculties at Simon Fraser University and Tulane University。He also founded and maintains GloriaMundi.org,a Web site for risk managers,and BelRanto.typepad.com,a Web log on risk and hedge funds。
目录
Acknowledgments
Introduction
Chapter 1:David Leinweber,Leinweber & Co
Chapter 2:Ronald N.Kahn,Global Head of Advanced Equity Strategies,Barclays Global Investors
Chapter 3:Gregg E.Berman,Vice Chairman,RiskMetrics Group
Chapter 4:Evan Schulman,Chairman,Upstream Technologies,LLC
Chapter 5:Leslie Rahl,President,Capital Market Risk Advisors
Chapter 6:Thomas C.Wilson,Chief Insurance Risk Officer,ING Group
Chapter 7:Neil Chriss,Managing Director of Quantitative Strategies,SAC Capital Management,LLC
Chapter 8:Peter Carr,Head of Quantitative Financial research,Bloomberg
Chapter 9:Mark Anson,CEO,Hermes Pensions Management Ltd; CEO,British Telecommunications Pension Scheme
Chapter 10:Bjorn Flesaker,Senior Quant,Bloomberg LP
Chapter 11:Peter Jäckel
Chapter 12:Andrew Davidson,President,Andrew Davidson & Co,Inc.
Chapter 13:Andrew B.Weisman,Managing Director,Merrill Lynch
Chapter 14:Clifford S.Asness,Managing and Founding Principal,AQR Capital Management,LLC
Chapter 15:Stephen Kealhofer,Managing Partner,Diversified Credit Investments
Chapter 16:Julian Shaw,Head Risk Management & Quantitative Research,Permal Group
Chapter 17:Steve Allen,Deputy Director,Masters Program in Mathematics in Finance,Courant Institute of Mathematical Sciences,New York University
Chapter 18:Mark Kritzman,President and CEO,Windham Capital Management,LLC
Chapter 19:Bruce I.Jacobs and Kenneth N Levy,Principals,Jacobs Levy Equity Management
Chapter 20:Tanya Styblo Beder,Chairman,SBCC
Chapter 21:Allan Malz,Head of Risk Management,Clinton Group
Chapter 22:Peter Muller,Senior Advisor,Morgan Stanley
Chapter 23:Andrew J.Sterge,President,AJ Sterge (a division of Magnetar Financial,LLC)
Chapter 24:John F(Jack)Marshall,PhD,Senior Principal of Marshall,Tucker & Associates,LLC and Vice Chairman of the International Securities Exchange
Notes
Bibliography
About the Contributors
About the Authors
Index