Talk by Dr. Emanuel Derman, Professor at Columbia University, and author of "My Life As A Quant" and "Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disasters, On Wall Street and in Life." From QuantCon NYC 2016.
Neoclassical finance has been with us for over half a century, and its methods have become somewhat uncritically ingrained in the minds of quants. From mean-variance optimization to options theory to behavioral finance, Dr. Derman will discuss which of these ideas work better, and which don’t.
The slides for this presentation can be viewed at www.slideshare.net/Quantopian....
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23 июл 2024
