{"product_id":"how-i-became-a-quant-9780470452578","title":"How I Became a Quant","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003ePraise for How I Became a Quant  \"Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eAcknowledgments.  \u003cp\u003e\u003cb\u003eIntroduction.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1. \u003cb\u003eDavid Leinweber\u003c\/b\u003e: \u003ci\u003ePresident, Leinweber \u0026amp; Co.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eA Series of Accidents.\u003c\/p\u003e \u003cp\u003eGrey Silver Shadow.\u003c\/p\u003e \u003cp\u003eDestroy before Reading.\u003c\/p\u003e \u003cp\u003eA Little Artificial Intelligence Goes a Long Way.\u003c\/p\u003e \u003cp\u003eHow Do You Keep the Rats from Eating the Wires.\u003c\/p\u003e \u003cp\u003eStocks Are Stories, Bonds Are Mathematics.\u003c\/p\u003e \u003cp\u003eHAL’s Broker.\u003c\/p\u003e \u003cp\u003eChapter 2. \u003cb\u003eRonald N. Kahn\u003c\/b\u003e: \u003ci\u003eGlobal Head of Advanced Equity Strategies, Barclays Global Investors.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003ePhysics to Finance.\u003c\/p\u003e \u003cp\u003eBARRA’s First Rocket Scientist.\u003c\/p\u003e \u003cp\u003eActive Portfolio Management.\u003c\/p\u003e \u003cp\u003eBarclays Global Investors.\u003c\/p\u003e \u003cp\u003eThe Future.\u003c\/p\u003e \u003cp\u003eChapter 3. \u003cb\u003eGregg E. Berman\u003c\/b\u003e: \u003ci\u003eStrategic Business Development, RiskMetrics Group\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eA Quantitative Beginning.\u003c\/p\u003e \u003cp\u003ePutting It to the Test.\u003c\/p\u003e \u003cp\u003eA Martian Summer.\u003c\/p\u003e \u003cp\u003ePhysics on Trial.\u003c\/p\u003e \u003cp\u003eA Twist of Fate.\u003c\/p\u003e \u003cp\u003eA Point of Inflection.\u003c\/p\u003e \u003cp\u003eA Circuitous Route to Wall Street.\u003c\/p\u003e \u003cp\u003eThe Last Mile.\u003c\/p\u003e \u003cp\u003eChapter 4. \u003cb\u003eEvan Schulman\u003c\/b\u003e: \u003ci\u003eChairman, Upstream Technologies, LLC\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eMeasurement.\u003c\/p\u003e \u003cp\u003eMarket Cycles.\u003c\/p\u003e \u003cp\u003eProcess.\u003c\/p\u003e \u003cp\u003eRisk.\u003c\/p\u003e \u003cp\u003eAnd Return.\u003c\/p\u003e \u003cp\u003eTrading Costs.\u003c\/p\u003e \u003cp\u003eInformationless Trades.\u003c\/p\u003e \u003cp\u003eApplying it All.\u003c\/p\u003e \u003cp\u003eElectronic Trading.\u003c\/p\u003e \u003cp\u003eLattice Trading.\u003c\/p\u003e \u003cp\u003eNet Exchange.\u003c\/p\u003e \u003cp\u003eUpstream.\u003c\/p\u003e \u003cp\u003eArticles.\u003c\/p\u003e \u003cp\u003eChapter 5\u003cb\u003e. Leslie Rahl\u003c\/b\u003e: \u003ci\u003ePresident, Capital Market Risk Advisors\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eGrowing Up in Manhattan.\u003c\/p\u003e \u003cp\u003eCollege and Graduate School.\u003c\/p\u003e \u003cp\u003eNineteen Years at Citibank.\u003c\/p\u003e \u003cp\u003eFifteen Years (So Far!) Running Capital Market.\u003c\/p\u003e \u003cp\u003eRisk Advisors.\u003c\/p\u003e \u003cp\u003eGoing Plural.\u003c\/p\u003e \u003cp\u003eThe Personal Side.\u003c\/p\u003e \u003cp\u003eSo How Did I Become a Quant?\u003c\/p\u003e \u003cp\u003eChapter 6. \u003cb\u003eThomas C. Wilson\u003c\/b\u003e: \u003ci\u003eChief Insurance Risk Officer, ING Group\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eQuantitative Finance: The Means to and End?\u003c\/p\u003e \u003cp\u003eThe Questions.\u003c\/p\u003e \u003cp\u003eThe Early 1990s: The Market Risk Era.\u003c\/p\u003e \u003cp\u003eThe Late 1990s: The Credit Risk Era.\u003c\/p\u003e \u003cp\u003eThe Great Strategy Debate: From the 1990s to Today.\u003c\/p\u003e \u003cp\u003eLessons Learned.\u003c\/p\u003e \u003cp\u003eChapter 7. \u003cb\u003eNeil Chriss\u003c\/b\u003e: \u003ci\u003eFormer Managing Director of Quantitative Strategies, SAC Capital Management, LLC.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eThe Glass Bead Game.\u003c\/p\u003e \u003cp\u003eOf Explorers and Mountain Climbers.\u003c\/p\u003e \u003cp\u003eComputers.\u003c\/p\u003e \u003cp\u003eCollege Years.\u003c\/p\u003e \u003cp\u003eThe University of Chicago PhD Program.\u003c\/p\u003e \u003cp\u003eAcademia.\u003c\/p\u003e \u003cp\u003eThe Harvard Mathematics Department.\u003c\/p\u003e \u003cp\u003eMoving to Wall Street.\u003c\/p\u003e \u003cp\u003eQuant Research.\u003c\/p\u003e \u003cp\u003eQuant Research and the Mathematics of Portfolio Trading.\u003c\/p\u003e \u003cp\u003eQuantitative Portfolio Management.\u003c\/p\u003e \u003cp\u003eMathematical Finance Education.\u003c\/p\u003e \u003cp\u003eFinal Thoughts.\u003c\/p\u003e \u003cp\u003eChapter 8\u003cb\u003e. Peter Carr\u003c\/b\u003e\u003ci\u003e: Head of Quantitative Financial Research, Bloomberg\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eMy First Eureka Moment.\u003c\/p\u003e \u003cp\u003eAccounting for the Future Instead of the Past.\u003c\/p\u003e \u003cp\u003ePostdoctoral Studies.\u003c\/p\u003e \u003cp\u003eAnd in the End…\u003c\/p\u003e \u003cp\u003eChapter 9. \u003cb\u003eMark Anson\u003c\/b\u003e: \u003ci\u003eCEO, Hermes Pensions Management Ltd. CEO, British Telecommunications Pension Scheme\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003ePhD, Why Not?\u003c\/p\u003e \u003cp\u003eLegal Arbitrage.\u003c\/p\u003e \u003cp\u003eManaging the Outcome.\u003c\/p\u003e \u003cp\u003eCertain Uncertainty.\u003c\/p\u003e \u003cp\u003eChapter 10\u003cb\u003e. Bjorn Flesaker\u003c\/b\u003e: \u003ci\u003eSenior Quant, Bloomberg L.P.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eGrowing Up.\u003c\/p\u003e \u003cp\u003eChoosing Academics.\u003c\/p\u003e \u003cp\u003eHeeding the Call of the Street.\u003c\/p\u003e \u003cp\u003eBecoming a Real Quant Again.\u003c\/p\u003e \u003cp\u003eChapter 11. \u003cb\u003ePeter Jäckel\u003c\/b\u003e.\u003c\/p\u003e \u003cp\u003eThe English Connection.\u003c\/p\u003e \u003cp\u003eLondon Calling.\u003c\/p\u003e \u003cp\u003eCutting One’s Teeth.\u003c\/p\u003e \u003cp\u003eAll the Models in the World.\u003c\/p\u003e \u003cp\u003eFor Future Reference.\u003c\/p\u003e \u003cp\u003eTo the Front.\u003c\/p\u003e \u003cp\u003eChapter 12. \u003cb\u003eAndrew Davidson\u003c\/b\u003e: \u003ci\u003ePresident, Andrew Davidson \u0026amp; Co., Inc.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eConjecture 1: If It Quacks Like a Quant…\u003c\/p\u003e \u003cp\u003eLemma 1: If You Don’t Know Where You Are Going, Any Road Will Get You There.\u003c\/p\u003e \u003cp\u003eLemma 2: Pay No Attention to the Man behind the Curtain.\u003c\/p\u003e \u003cp\u003eTheorem 1: If It May Be True in Theory but It Won’t Work in Practice, Get a Better Theory.\u003c\/p\u003e \u003cp\u003eTheorem 2: To Thine Own Self Be True.\u003c\/p\u003e \u003cp\u003eChapter 13. \u003cb\u003eAndrew B. Weisman\u003c\/b\u003e: \u003ci\u003eManaging Director, Merrill Lynch\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eEconometric Voodoo.\u003c\/p\u003e \u003cp\u003eTrading for Fun and Profit.\u003c\/p\u003e \u003cp\u003eTools of the Trade.\u003c\/p\u003e \u003cp\u003eLessons Learned.\u003c\/p\u003e \u003cp\u003eChapter 14. \u003cb\u003eClifford S. Asness\u003c\/b\u003e: \u003ci\u003eManaging and Founding Principal, AQR Capital Management, LLC\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eChicago.\u003c\/p\u003e \u003cp\u003eA Big Decision.\u003c\/p\u003e \u003cp\u003eOn Our Own.\u003c\/p\u003e \u003cp\u003eMoonlighting.\u003c\/p\u003e \u003cp\u003eGeeks of the World Unite.\u003c\/p\u003e \u003cp\u003eChapter 15\u003cb\u003e. Stephen Kealhofer\u003c\/b\u003e: \u003ci\u003eManaging Partner, Diversified Credit Investments\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eA Startup.\u003c\/p\u003e \u003cp\u003ePractical Defaults.\u003c\/p\u003e \u003cp\u003eThe Entrepreneur.\u003c\/p\u003e \u003cp\u003eInventing a Business.\u003c\/p\u003e \u003cp\u003ePortfolio Management of Credit Risk.\u003c\/p\u003e \u003cp\u003eA Room with a View.\u003c\/p\u003e \u003cp\u003eChapter 16. \u003cb\u003eJulian Shaw\u003c\/b\u003e\u003ci\u003e: Head Risk Management \u0026amp; Quantitative Research, Permal Group\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eGordon  Capital.\u003c\/p\u003e \u003cp\u003eCIBC.\u003c\/p\u003e \u003cp\u003eBarclays Capital.\u003c\/p\u003e \u003cp\u003eFat Tails and Thin Peaks.\u003c\/p\u003e \u003cp\u003eAdventures in CDO Land.\u003c\/p\u003e \u003cp\u003eThe Strange Evolution of Value at Risk.\u003c\/p\u003e \u003cp\u003eA Paradox.\u003c\/p\u003e \u003cp\u003ePermal.\u003c\/p\u003e \u003cp\u003eWhat Makes a Good Quant?\u003c\/p\u003e \u003cp\u003eThe Art of Leaving Things Out.\u003c\/p\u003e \u003cp\u003eThe Art of Choosing the Right Tools.\u003c\/p\u003e \u003cp\u003eDo Quants Lack Business Sense?\u003c\/p\u003e \u003cp\u003eTips.\u003c\/p\u003e \u003cp\u003eChapter 17. \u003cb\u003eSteve Allen\u003c\/b\u003e: \u003ci\u003eDeputy Director. Masters Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eIn Which the Author Is Seriously Misled.\u003c\/p\u003e \u003cp\u003eIn Which a Fortuitous Opportunity Appears.\u003c\/p\u003e \u003cp\u003eIn Which Reason Prevails and all Rejoice.\u003c\/p\u003e \u003cp\u003eChapter 18. \u003cb\u003eMark Kritzman\u003c\/b\u003e: \u003ci\u003ePresident and CEO, Windham Capital Management, LLC.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eA Brief Chronology.\u003c\/p\u003e \u003cp\u003eHow I Developed My Quant Skills.\u003c\/p\u003e \u003cp\u003eHow I Applied My Quantitative Training.\u003c\/p\u003e \u003cp\u003eThe Future for Quants.\u003c\/p\u003e \u003cp\u003eChapter 19\u003cb\u003e. Bruce I. Jacobs\u003c\/b\u003e \u003cb\u003eand Kenneth N. Levy\u003c\/b\u003e\u003ci\u003e: Principals, Jacobs Levy Equity Management\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003ePortraits of Two Investors.\u003c\/p\u003e \u003cp\u003eNew Concepts, Foggy Ideas.\u003c\/p\u003e \u003cp\u003eThe Jacobs Levy Investment Approach.\u003c\/p\u003e \u003cp\u003eBenefits of Disentangling.\u003c\/p\u003e \u003cp\u003eIntegrating the Investment Process.\u003c\/p\u003e \u003cp\u003eRelaxing Portfolio Constraints.\u003c\/p\u003e \u003cp\u003eIntegrated Long-Short Optimization.\u003c\/p\u003e \u003cp\u003eBooks and an Ethical Debate.\u003c\/p\u003e \u003cp\u003ePortfolio Optimization and Market Simulation with Shorting.\u003c\/p\u003e \u003cp\u003eChapter 20. \u003cb\u003eTanya Styblo Beder\u003c\/b\u003e: \u003ci\u003eChairman, SBCC\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eYale.\u003c\/p\u003e \u003cp\u003eFirst Boston.\u003c\/p\u003e \u003cp\u003eGraduate School.\u003c\/p\u003e \u003cp\u003eSwaps.\u003c\/p\u003e \u003cp\u003eGiving Back.\u003c\/p\u003e \u003cp\u003eChapter 21. \u003cb\u003eAllan Malz\u003c\/b\u003e: \u003ci\u003eHead of Risk Management, Clinton Group\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eHow Not to Get a PhD.\u003c\/p\u003e \u003cp\u003eHow Not to Get a PhD, Continued.\u003c\/p\u003e \u003cp\u003eRiskMetrics’ Salad Days.\u003c\/p\u003e \u003cp\u003eNo More Mr. Nice Guy.\u003c\/p\u003e \u003cp\u003eChapter 22. \u003cb\u003ePeter Muller\u003c\/b\u003e: \u003ci\u003eSenior Advisor, Morgan Stanley\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eWhat’s that Smell?\u003c\/p\u003e \u003cp\u003eLife at BARRA.\u003c\/p\u003e \u003cp\u003eYou Gotta Know When to Fold ’ em.\u003c\/p\u003e \u003cp\u003eThe Call that Change Everything.\u003c\/p\u003e \u003cp\u003eChapter 23\u003cb\u003e. Andrew J. Sterge\u003c\/b\u003e: \u003ci\u003ePresident, AJ Sterge (a division of Magnetar Financial, LLC).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eOn to the Real World.\u003c\/p\u003e \u003cp\u003eCooper Neff.\u003c\/p\u003e \u003cp\u003eEarly Days at Cooper Neff.\u003c\/p\u003e \u003cp\u003eActive Portfolio Strategies.\u003c\/p\u003e \u003cp\u003eHow I Became a Quant.\u003c\/p\u003e \u003cp\u003eChapter 24. \u003cb\u003eJohn F. (JacK) Marshall\u003c\/b\u003e: \u003ci\u003eSenior Principal of Marshall, Tucker \u0026amp; Associates, LLC and Vice Chairman of the International Securities Exchange\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eFrom Premed to Derivatives.\u003c\/p\u003e \u003cp\u003eFrustration with Academia and the Birth of a Profession.\u003c\/p\u003e \u003cp\u003eThe IAFE and the Road to MSFE Degrees.\u003c\/p\u003e \u003cp\u003eNotes.\u003c\/p\u003e \u003cp\u003eBibliography.\u003c\/p\u003e \u003cp\u003eAbout the Contributors.\u003c\/p\u003e \u003cp\u003eAbout the Authors.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":48864628572503,"sku":"9780470452578","price":17.85,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470452578.jpg?v=1722272802","url":"https:\/\/bookcurl.com\/products\/how-i-became-a-quant-9780470452578","provider":"Book Curl","version":"1.0","type":"link"}