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宽客人生:从物理学家到数量金融大师的传奇
德曼(Derman E.)
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宽客从事的主要工作是“金融工程”——一个拗口的新名词,更好的表述方法是数量金融(quantitative finance)。这个学科是跨学科的混合体,包括物理学模型、数据技巧和计算机科学等,目的是为了对金融证券进行估值。最佳的数量金融学实践洞察了证券价值与不确定性之间的关系,并接近真正的科学;糟糕的实践则是缺乏有效论证的复杂数学模型的伪科学大杂烩。
303 pages, Kindle Edition
Published January 1, 2016
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德曼(Derman E.)
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