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Jim Gatheral
Jim Gatheral is a researcher in the field of mathematical finance, who has contributed to the study of volatility as applied to the pricing and risk management of derivatives. A recurrent subject in his books and papers is the volatility smile, and he published in 2006 a book ''The Volatility Surface'' based on a course he taught for six years at New York University, along with Nassim Taleb. More recently his work has moved in the direction of market microstructure, especially as applied to algorithmic trading. He is the author of ''The Volatility Surface: A Practitioner's Guide.'' (2006, New Jersey: Wiley. ) In March 2010, Jim Gatheral left his position at Merrill Lynch to assume a tenured full professor position at the Financial Engineering Masters Program at Baruch College, where he is teaching volatility surface modeling and market microstructure. Prior to this, he worked at Bank of America and Bankers Trust before heading the Equity Quantitative Analytics group at Merril ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on mathematical fina ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Master Of Mathematical Finance
Master or masters may refer to: Ranks or titles * Ascended master, a term used in the Theosophical religious tradition to refer to spiritually enlightened beings who in past incarnations were ordinary humans * Grandmaster (chess), National Master, International Master, FIDE Master, Candidate Master, all ranks of chess player *Grandmaster (martial arts) or Master, an honorary title * Grand master (order), a title denoting the head of an order or knighthood *Grand Master (Freemasonry), the head of a Grand Lodge and the highest rank of a Masonic organization *Maestro, an orchestral conductor, or the master within some other musical discipline *Master, a title of Jesus in the New Testament *Master or shipmaster, the sea captain of a merchant vessel * Master (college), head of a college * Master (form of address), an English honorific for boys and young men *Master (judiciary), a judicial official in the courts of common law jurisdictions *Master mariner, a licensed mariner who is qu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Merrill (company) People
Merrill may refer to: Places in the United States *Merrill Field, Anchorage, Alaska *Merrill, Iowa * Merrill, Maine *Merrill, Michigan * Merrill, Mississippi, an unincorporated community near Lucedale in George County *Merrill, Oregon *Merrill, Wisconsin * Merrill (town), Wisconsin *Merrill Township, Michigan * Merrill Township, North Dakota *Merrill College at the University of California, Santa Cruz People * Merrill Moses (born 1977), Olympic water polo player *Merrill (surname) *Merrill Cook, Utah politician *Merrill Garbus, musician behind the experimental indie project Tune-yards *Merrill Ashley (born 1950), American ballet dancer and ''répétiteur'' Other uses *Merrill (company), a division of Bank of America *Skidmore, Owings and Merrill, architectural firm * USS ''Merrill'' (DD-976) *Nine men's morris, a strategy board game also called ''Merrills'' * Merrill (crater) Merrill is a lunar impact crater. It is located in the high northern latitudes, on the far side. Less th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Year Of Birth Missing (living People)
A year or annus is the orbital period of a planetary body, for example, the Earth, moving in its orbit around the Sun. Due to the Earth's axial tilt, the course of a year sees the passing of the seasons, marked by change in weather, the hours of daylight, and, consequently, vegetation and soil fertility. In temperate and subpolar regions around the planet, four seasons are generally recognized: spring, summer, autumn and winter. In tropical and subtropical regions, several geographical sectors do not present defined seasons; but in the seasonal tropics, the annual wet and dry seasons are recognized and tracked. A calendar year is an approximation of the number of days of the Earth's orbital period, as counted in a given calendar. The Gregorian calendar, or modern calendar, presents its calendar year to be either a common year of 365 days or a leap year of 366 days, as do the Julian calendars. For the Gregorian calendar, the average length of the calendar year (the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Courant Institute Of Mathematical Sciences Faculty
Courant may refer to: * ''Hexham Courant'', a weekly newspaper in Northumberland, England * ''The New-England Courant'', an American newspaper, founded in Boston in 1721 * ''Hartford Courant'', a newspaper in the United States, founded in 1764 *Courant (surname) *Courant, Charente-Maritime, a commune in France *Courant, in heraldry, signifying a running animal with all four paws raised - see Attitude (heraldry)#Courant * The Courant Institute of Mathematical Sciences at New York University * Courant, an alternative spelling for the Baroque dance form, courante * The Courant–Friedrichs–Lewy condition (CFL condition) in mathematics * Richard Courant, German mathematician See also * Corante ''Corante: or, Newes from Italy, Germany, Hungarie, Spaine and France'' was the first newspaper printed in England. The earliest of the seven known surviving copies is dated 24 September 1621 (although John Chamberlain is on record as having c ... {{disambiguation ru:Курант ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Scottish Businesspeople
Scottish usually refers to something of, from, or related to Scotland, including: *Scottish Gaelic, a Celtic Goidelic language of the Indo-European language family native to Scotland *Scottish English *Scottish national identity, the Scottish identity and common culture *Scottish people, a nation and ethnic group native to Scotland *Scots language, a West Germanic language spoken in lowland Scotland *Symphony No. 3 (Mendelssohn), a symphony by Felix Mendelssohn known as ''the Scottish'' See also *Scotch (other) *Scotland (other) *Scots (other) *Scottian (other) *Schottische The schottische is a partnered country dance that apparently originated in Bohemia. It was popular in Victorian era ballrooms as a part of the Bohemian folk-dance craze and left its traces in folk music of countries such as Argentina ("chotis"Span ... * {{disambiguation Language and nationality disambiguation pages ca:Escocès ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Scottish Scholars And Academics
Scottish usually refers to something of, from, or related to Scotland, including: *Scottish Gaelic, a Celtic Goidelic language of the Indo-European language family native to Scotland *Scottish English *Scottish national identity, the Scottish identity and common culture *Scottish people, a nation and ethnic group native to Scotland *Scots language, a West Germanic language spoken in lowland Scotland *Symphony No. 3 (Mendelssohn), a symphony by Felix Mendelssohn known as ''the Scottish'' See also *Scotch (other) *Scotland (other) *Scots (other) *Scottian (other) *Schottische The schottische is a partnered country dance that apparently originated in Bohemia. It was popular in Victorian era ballrooms as a part of the Bohemian folk-dance craze and left its traces in folk music of countries such as Argentina ("chotis"Span ... * {{disambiguation Language and nationality disambiguation pages ca:Escocès ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Social Science Research Network
The Social Science Research Network (SSRN) is a repository for preprints devoted to the rapid dissemination of scholarly research in the social sciences, humanities, life sciences, and health sciences, among others. Elsevier bought SSRN from Social Science Electronic Publishing Inc. in May 2016. History SSRN was founded in 1994 by Michael C. Jensen and Wayne Marr, both financial economists. In January 2013, SSRN was ranked the biggest open-access repository in the world by Ranking Web of Repositories (an initiative of the Cybermetrics Lab, a research group belonging to the Spanish National Research Council), measured by number of PDF files, backlinks and Google Scholar results. In May 2016, SSRN was bought from Social Science Electronic Publishing Inc. by Elsevier. On 17 May 2016, the SSRN founder and chairman Michael C. Jensen wrote a letter to the SSRN community in which he cited SSRN CEO Gregg Gordon's post on the Elsevier Connect and the "new opportunities" coming from ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Glasgow
, image = UofG Coat of Arms.png , image_size = 150px , caption = Coat of arms Flag , latin_name = Universitas Glasguensis , motto = la, Via, Veritas, Vita , mottoeng = The Way, The Truth, The Life , established = , type = Public research universityAncient university , endowment = £225.2 million , budget = £809.4 million , rector = Rita Rae, Lady Rae , chancellor = Dame Katherine Grainger , principal = Sir Anton Muscatelli , academic_staff = 4,680 (2020) , administrative_staff = 4,003 , students = () , undergrad = () , postgrad = () , city = Glasgow , country = Scotland, UK , colours = , website = , logo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cambridge University
, mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Scholars of the University of Cambridge , type = Public research university , endowment = £7.121 billion (including colleges) , budget = £2.308 billion (excluding colleges) , chancellor = The Lord Sainsbury of Turville , vice_chancellor = Anthony Freeling , students = 24,450 (2020) , undergrad = 12,850 (2020) , postgrad = 11,600 (2020) , city = Cambridge , country = England , campus_type = , sporting_affiliations = The Sporting Blue , colours = Cambridge Blue , website = , logo = University of Cambridge logo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theoretical Physics
Theoretical physics is a branch of physics that employs mathematical models and abstractions of physical objects and systems to rationalize, explain and predict natural phenomena. This is in contrast to experimental physics, which uses experimental tools to probe these phenomena. The advancement of science generally depends on the interplay between experimental studies and theory. In some cases, theoretical physics adheres to standards of mathematical rigour while giving little weight to experiments and observations.There is some debate as to whether or not theoretical physics uses mathematics to build intuition and illustrativeness to extract physical insight (especially when normal experience fails), rather than as a tool in formalizing theories. This links to the question of it using mathematics in a less formally rigorous, and more intuitive or heuristic way than, say, mathematical physics. For example, while developing special relativity, Albert Einstein was concerned wit ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
