My Life as a Quant (44 page)

Commodity inflation (1990s)

Compton scattering, Klein-Nishina formula

Computer languages, grammar

Computer programs, writing

Continuous Time Finance
(Merton)

Continuous-time financial modeling

Cooper, Graham

Coppola, Francis Ford

Corey, E.J.

Cosmic Code, The
(Pagels)

Cosmic rays

Cosmology

Courant Institute

Cox, John C.

Cox-Ingersoll-Ross (CIR) model

Cox-Ross-Rubinstein model.
See
Binomial options

Cranks

Cronin, Jim

Currency, natural

Cvitanovic, Predrag

D

Dattatreya, Ravi

D.E. Shaw & Co.
See
Shaw & Co.

Delta

Dembo, Ron

Demeterfi, Kresimir

Dengler, Ted

Denmark.
See
Kingdom of Denmark

Department of Defense, research funding

Department of Energy

Derivative security

Derivatives.
See
Interest-rate derivatives

Derivatives Analysis group, See Goldman, Sachs & Co.

Derivatives: The State of the Art
(conference)

Derivatives
(Wilmott)

Derman, Eva

Derman, Joshua

Derman, Sonya

Deutsche Bank

Dexter Earle on Derivatives

Dharmadhattu

Differential equations

Diffusion.
See also
Stock prices

Digital (Digital Equipment Corporation)

Dilbert
(Adams)

Diller, Stan

Diller's Dillies

Dillon Reed

Dimuons

Dirac, Paul

Dissident Row

Distraction, during meditation

DLJ (company)

Doctoral research

Doctoral thesis

Doers, contrast.
See
Thinkers

DOS

Dot-com bubble, termination

Dove, Arthur

Downs, Jim

Dress for Success
(Molloy)

Dumas, Alexandre

Dumas, William (Roscoe)

Dupire, Bruno

Duration hedging techniques

Dyson, Freeman

E

Earle, Dexter.
See also Dexter Earle on Derivatives

École Normale Supérieure

Economics, excessively formal mathematics

Education, Steiner (theories)

E.F. Hutton

Eightfold Way (Gell-Mann)

Einstein, Albert

Elective affinities

Electricity/magnetism, relationship

Electromagnetic force

Electro-Magnetic Pulse (EMP), study

Electromagnetic theory

Electromagnetism theory (Maxwell)

Electron-proton collision.
See
Inelastic electron-proton collision

Electron-proton scattering.
See
Inelastic electron-proton scattering experiment

Electrons

Elementary particle physics

Elementary particles, discovery

Elements of Programming Style, The
(Kernighan/Plauger)

Elements of Style, The
(Strunk/White)

EMP.
See
Electro-Magnetic Pulse

ENIAC computer

Equilibrium Exchanges
(Black)

Equity indexes, options (product)

Equity kicker

Equity options

Equity volatility reports.
See
Goldman, Sachs and Co., Quantitative Strategies Group

Ergener, Deniz

Ervine, Jeremy

Essays and Aphorisms
(Schopenhauer)

Ethical Culture Society

Ettore Majorana (particle physics summer school)

Euclid

European Center for Nuclear Research (CERN)

Excel (Microsoft)

Exotic options

Exxon Labs

F

Fair value.
See
Security

FAST (fixed income research group, Bear Stearns)

Feder, Mike

Fehlleistung (Freud)72

Feigenbaum, Mitchell

Feinberg, Gerald (Gary)

Fermi, Enrico

Fermilab

Feynman, Richard.
See also
Quantum electrodynamics

Feynman-Kaç method.
See
Differential equations

Feynman-Kaç theorem

FHLMC

Field theory

Filofaxes

Finance.
See
Quantitative finance

Financial Analysts Journal

Financial economics, foundation

Financial engineering

Financial modeling, philosophical naivete

Financial products, increase (1980s)

Financial Strategies Group (FSG)
See also
Goldman, Sachs and Co.

Financial theory

Financial time series, representation

Finsler spaces

First Boston (company)

Fixed Income Analysts Society, Hall of Fame

Fixed Income bond traders, nouveau riche

Fixed Income Division.
See
Goldman, Sachs and Co.; Salomon Brothers

Fixed-income financial modeling infrastructure, construction

Fixed-income securities, riskiness

Fixed-income trading, compared with equity trading

Flexible tree,
See
Implied binomial tree

FNMA

Foley, Henry

Formalization, excessive

FORTRAN

Fourier analysis

Fourier series

Fractional charge particle

Frankl, Victor

Freud, Sigmund

Freud and Man's Soul
(Bettelheim)

Freund, Peter

Friedberg, Richard

Friedberg numbering

Friedman, Bruce Jay

Friedman, David

Friedman, Jerome

Friedman, Milton

FSG.
See
Financial Strategies Group

FSLIC guarantee

FTSE

Fundamental physics

Fury on Earth
(Sharaf)

Future scenarios, range (description of)

Futures contracts

G

Galai, Dan

Gansner, Emden

Garbasz, David

Garman, Mark

Garwin, Richard

Gastineau, Gary

Gatarek, model.
See
Brace-Gatarek-Musiela model

Gauss, Karl Friedrich

Gedanken
experiments

Geeks, characteristics

Geller, Uri

Gell-Mann, Murray.
See also
Eightfold Way

General Motors (company)

General Theory of Relativity, proposal (Einstein)

Generative grammars

Genesis (book)

GER.
See
Guaranteed exchange rate

Ginsberg, Alan

Glashow, Sheldon

Glass-Steagall era

Gleick, James

GNMA

Gödel, Escher, Bach
(Hofstadter)

Goeppert-Mayer, Maria

Goethe, Johann Wolfgang von

GoldC, usage

Goldfield, Jacob

Goldman, Sachs and Co.

Goldman, Sachs and Co., Financial Strategies Group

Goldman, Sachs and Co., Quantitative Strategies Group

Goldman Sachs Asset Management (GSAM)

Good Earth, The

Gorky, Arshile

Graduate Record Examination (GRE)

Graduate student life

Grammar.
See
Computer languages; Generative grammars rules

Grand Unified Theories (GUTs)

Granovsky, Bob (Granny)

Grant, Toni

Gravitation

Gravitational force

Gray, Spalding

Green, Mike

Greenberg, Ace

Gregory, André

Griswold, Dave

Group games

GSAM.
See
Goldman Sachs Asset Management

GS-ONE

Guaranteed exchange rate (GER)

Gurdjieff, G.I.

Guth, Alan

GUTs.
See
Grand Unified Theories

H

Haghani, Victor

Harvard University

Haas School

Hawking, Stephen

Hawkins, Greg

Headhunters

Heath-Jarrow-Morton (HJM) model

Heaviside (indicator) functions, algebra/calculus

Heavy neutral leptons

Hedge funds

Hedge ratio, in jump-diffusion models

Hedging

Heisenberg, Werner Karl

HEQS.
See
Hierarchical EQuation Solver

Herman, Ralph

Herman, Robert

Hershey, Roy

Heuristic approximations

Hierarchical EQuation Solver (HEQS)

High-energy phenomenology

Higher worlds, knowledge

Hilbert spaces

Hilibrand, Larry

Hillel (sage)

History in English Words
(Barfield)

HJM.
See
Heath-Jarrow-Morton

Hofstadter, Douglas

Hofstadter, Robert

Hot zones, risk

Hull, John

Hull-White (HW) model

Humboldt's Gift
(Bellow)

Hutton.
See
E.F. Hutton

HW.
See
Hull-White model

I

IAFE.
See
International Association of Financial Engineers

IBM

Illinois Institute of Technology (Chicago)

Illiquid options

Illiquid security, value

Implied binomial tree

Implied Binomial Trees
(Rubinstein)

Implied volatility.
See also
Black-Scholes implied volatilities; Bonds