Timeline for What are some classical papers to read for a mathematician looking to get into quant finance?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 22, 2018 at 21:49 | comment | added | Dave Harris | @Permian not really, although, yes for a very long time. | |
| Jun 22, 2018 at 21:47 | comment | added | Trajan | hasnt quant finance always been in flux then? | |
| Jun 22, 2018 at 21:27 | comment | added | Dave Harris | I could, in finance, data science, or economics write you five different and non-overlapping curricula about how you are to do your job in quantitative finance. Further, I could walk into five different broker-dealers and find very different views of what the "correct" methodology is. In fact, I can find diversity often inside a house. Some things, like Fama-French, clearly don't work, but they are heavily used because the people who use them don't have a logical alternative within their existing training. This leads to intrinsic instability and fashion based solutions. | |
| Jun 22, 2018 at 11:43 | comment | added | Trajan | What you mean by the field is in flux right now??? | |
| May 31, 2017 at 22:52 | history | answered | Dave Harris | CC BY-SA 3.0 |