物理学家、数学家与哲学家。加州大学欧文分校助理教授。
拥有哈佛大学物理硕士学位、斯蒂文斯理工学院物理及数学博士学位以及加州大学欧文分校哲学博士学位。
著名科技杂志《科学美国人》、美国知名网络杂志slate撰稿人。
发表于2024-12-22
The Physics of Wall Street 2024 pdf epub mobi 电子书
//2015-11-22 22:13 <对冲之王 - 华尔街量化投资传奇> 读后感 首先我要吐槽一下这个名字,完全和我想的故事不一样,我还以为会介绍某些牛逼的对冲基金的思想算法和故事,结果讲的是数学和物理学关于经济预测的起源发展和经过。 后来仔细把书倒过来一看封皮印的字: The Physic...
评分//2015-11-22 22:13 <对冲之王 - 华尔街量化投资传奇> 读后感 首先我要吐槽一下这个名字,完全和我想的故事不一样,我还以为会介绍某些牛逼的对冲基金的思想算法和故事,结果讲的是数学和物理学关于经济预测的起源发展和经过。 后来仔细把书倒过来一看封皮印的字: The Physic...
评分p53 从这一刻到下一刻,市场往反向运行的概率要高于它继续按原方向前行的概率。但如果某一股票价格向原方向连续变化了两次,那么它继续按原方向变动的概率要大大高于它往同一方向只变化一次时继续前行的概率。 p80 市场的肥尾度要比想象的高很多。 p115 德尔塔对冲。 p143 极端...
评分p53 从这一刻到下一刻,市场往反向运行的概率要高于它继续按原方向前行的概率。但如果某一股票价格向原方向连续变化了两次,那么它继续按原方向变动的概率要大大高于它往同一方向只变化一次时继续前行的概率。 p80 市场的肥尾度要比想象的高很多。 p115 德尔塔对冲。 p143 极端...
图书标签: 金融 金融工程 华尔街 经济学 Finance 传记 finance 美国
After the economic meltdown of 2008, Warren Buffett famously warned, “beware of geeks bearing formulas.” But as James Weatherall demonstrates, not all geeks are created equal. While many of the mathematicians and software engineers on Wall Street failed when their abstractions turned ugly in practice, a special breed of physicists has a much deeper history of revolutionizing finance. Taking us from fin-de-siècle Paris to Rat Pack-era Las Vegas, from wartime government labs to Yippie communes on the Pacific coast, Weatherall shows how physicists successfully brought their science to bear on some of the thorniest problems in economics, from options pricing to bubbles.
The crisis was partly a failure of mathematical modeling. But even more, it was a failure of some very sophisticated financial institutions to think like physicists. Models—whether in science or finance—have limitations; they break down under certain conditions. And in 2008, sophisticated models fell into the hands of people who didn’t understand their purpose, and didn’t care. It was a catastrophic misuse of science.
The solution, however, is not to give up on models; it's to make them better. Weatherall reveals the people and ideas on the cusp of a new era in finance. We see a geophysicist use a model designed for earthquakes to predict a massive stock market crash. We discover a physicist-run hedge fund that earned 2,478.6% over the course of the 1990s. And we see how an obscure idea from quantum theory might soon be used to create a far more accurate Consumer Price Index.
Both persuasive and accessible, The Physics of Wall Street is riveting history that will change how we think about our economic future.
The author himself has no experience in the finance industry so really there is nothing new in the book.
评分The author himself has no experience in the finance industry so really there is nothing new in the book.
评分用物理的方法看金融,非常值得一看
评分作者对Jim Simons真是五体投地崇拜
评分2013 summer reading class
The Physics of Wall Street 2024 pdf epub mobi 电子书