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Physics, Finance and Some Useful Mathematics

Thursday Mar 11, 15:24PM

A great spot from Miguel over at Simoleon Sense:

As part of a groundbreaking new Initiative for the Theoretical Sciences (ITS), the Graduate Center at CUNY presents a talk by Marc Potters, co-CEO of Capital Fund Management, one of France's oldest alternative investment management firms. After a Ph.D. in Physics from Princeton University and postdoctoral work at the University of Rome, Potters joined CFM, where he now serves as director of research.

He has made substantial contributions to many problems in quantitative finance, and is the coauthor, with Jean-Phillippe Bouchaud, of the major modern text on these issues, Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (Cambridge University Press, 2003). His work, and that of his colleagues, shows how theoretical ideas developed to understand one part of the world find application in unexpected places.

You might also be interested in another good spot from Miguel, Robert Merton's observations on the Science of Finance in the practice of finance.

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