2005년 3월 8일 화요일

Quant - the scientifically trained practitioners of quantitative finance who build thes models

수학, 물리에서 경제학으로 넘어온 사람들
예) 블랙 숄츠 이론의 black, Derman, PhD Jamshidian, Rebonato,
      Domingo Tavella,

http://www.mayin.org/ajayshah/MEDIA/1995/black.html
http://www.ederman.com
http://www.ge.infm.it/~ecph/bibliography/stix98.html
http://www.nature.com/cgi-taf/DynaPage.taf?file=/nature/journal/v393/n6684/full/393496a0_r.html
http://www.cgoakley.demon.co.uk/index.html

http://www.rebonato.com/
-> term-structure models a review

http://www.finasto.uni-bonn.de/~schonbuc/
http://wilmott.com/310/messageview.cfm?catid=16&threadid=4734&STARTPAGE=1
http://www.starcominc.com/resources/dswst.htm
http://monod.biomath.nyu.edu/index/people/dragonslayer.pdf


My Life as a Quant: Reflections on Physics and Finance
http://book.naver.com/bookdb/book_detail.php?bid=1492835

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