MARC Record from harvard_bibliographic_metadata

LEADER: 04198cam a2200373 a 4500
001 011142161-6
005 20071030131853.0
008 070119s2007 njua b 001 0ceng
010 $a 2007002383
020 $a9780470050620 (cloth)
035 0 $aocm81860362
040 $aDLC$cDLC$dDLC
043 $an-us---$an-us-ny
050 00 $aHG172.A2$bH69 2007
082 00 $a332.63/2042$222
245 00 $aHow I became a quant :$binsights from 25 of Wall Street's elite /$c[compiled and edited by] Richard R. Lindsey, Barry Schachter.
246 30 $aWall Street's elite
260 $aHoboken, NJ :$bJ. Wiley & Sons,$cc2007.
300 $axiii, 386 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. 339-361) and index.
520 1 $a""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."--BOOK JACKET.
505 1 $aTable of Contents -- Acknowledgments -- Introduction -- Chapter 1: David Leinweber, Leinweber & Co. -- Capter 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 L.P. -- Chapter 11: Peter Jackel -- Chapter 12: Andrew Davidson, President, Andrew Davidson & Co., Inc. -- Chapter 13: Andrew B. Weisman, Managing Director, Merrill Lynch --
505 1 $aChapter 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) --
505 1 $aChapter 24: John F. (Jack) Marshall, Ph.D Senior Principal of Marshall, Tucker & Associates, LLC and Vice Chairman of the International Securities Exchange -- Index
650 0 $aQuantitative analysts$zUnited States$vBiography.
651 0 $aWall Street (New York, N.Y.)$vBiography.
650 0 $aFinance$xMathematical models.
650 0 $aFinance$xComputer programs.
650 0 $aFinancial engineering.
655 7 $aBiography.$2fast
700 1 $aLindsey, Richard R.,$d1954-
700 1 $aSchachter, Barry.
988 $a20070920
906 $0DLC