Index
- abuse, system
- Hedge Fund Manager
- Newbie Trader
- Risk Manager
- Accenture
- Adams, Douglas
- AIG
- Akerlof, George
- algorithmic trading
- American Options
- Apple
- Argenson, M. d' (Chief of Police)
- Aristotle
- Arrow, Kenneth
- Asian option
- Asimov, Isaac
- Asperger's syndrome
- asset-backed securities (ABSs)
- Austin, Steve
- Autism Research Initiative
- Automated Trading Desk
- automation of markets
- Ax, James
- AXA
- Bachelier, Louis
- bandwagons, role in high finance
- Bank for International Settlements (BIS)
- Bank of Amsterdam
- Bank of England
- Bank of Sweden
- banks
- see also under names
- Banque Générale
- Banque Royale
- Barclays
- barrier option
- Baum, Lenny
- Baum–Welch algorithm
- Bébéar, Claude
- behavioral economics
- bell curve
- Bernanke, Ben
- Bernouilli, Daniel
- Better Markets
- Big Bang
- Black, Fisher
- black box trading
- Black Monday (October
- Black–Scholes equation
- Black–Scholes model
- Black–Scholes–Merton (BSM) model see Black-Scholes model
- Blackberry
- Bollinger bands
- bonds
- Bono, Edward de
- bonuses
- bots
- Brandeis, Louis
- broken heart syndrome
- Brown, Peter
- Brownian motion
- bubbles
- Buchan, James: Frozen Desire
- Buffett, Warren
- Butler, Jared
- butterfly effect
- calibration
- call option
- candlestick charts
- capital market line
- Carney, Mark
- Carroll, Sean
- casino gambling
- central limit theorem
- Cervantes, Miguel de
- Don Quixote
- Chern–Simons theorem
- Chicago Board Options Exchange (CBOE)
- Chicago Mercantile Exchange
- Chicago School of Economics
- Citigroup
- Clarke, Arthur C.
- Coca Cola
- Cochrane, John
- collateralized debt obligations (CDOs)
- complexity theory
- conservation laws
- conservation of momentum
- convergence
- Cootner, Paul
- copula model
- correlation
- correlation coefficient
- Countrywide Financial
- Cowles, Alfred, III
- Cramer, Jim
- CrashMetrics
- credit
- credit crunch see financial crisis (2007)
- credit default swaps (CDSs)
- credit-risk models
- Crosby, Sir James
- Cruz, Ted
- Cryan, John
- currency options
- D.E. Shaw Research
- Dahl, Gary
- Debreu, Gérard
- debt, global
- decision cost
- delay models
- delta
- delta hedging
- DeMartino, George
- denial
- Denniss, Richard
- derivatives
- Derman, Emanuel
- Models Behaving Badly
- desk quant
- Deutsche Bank
- Dodd–Frank Act
- Dow Jones Industrial Index
- Draghi, Mario
- dynamic hedging
- earnings before interest, taxes, depreciation, and amortization (EBITDA)
- East India Companies
- economists
- edge of chaos
- Edgeworth, Francis
- educators
- efficient frontier
- efficient market hypothesis (EMH)
- efficient market theory
- efficient markets
- Eichengreen, Barry
- Einstein, Albert
- theory of general relativity
- electronification of markets
- Eliot, T.S.: Wasteland, The
- Elliott waves
- employment
- energy derivatives
- Enron
- enterprise value (EV)
- Environmental Protection Agency
- equilibrium
- ethical codes
- European option
- EV/EBITDA ratio
- exercise price
- exotics
- expected return
- expected standard deviation
- expected value
- Fama, Eugene
- Farmer, J. Doyne
- Federal Aviation Administration (FAA)
- Federal Reserve
- feedback
- fiat currency
- Financial Conduct Authority (FCA)
- financial crisis (2007/8)
- Fisher, Irving
- Flash Boys
- Flash Crash (2010)
- Flowers, Paul
- Flynn, John
- Forbes List
- Ford
- free boundary
- Freedom Partners Action Fund
- Friedman, Milton
- front office
- fundamental analysis
- futures
- Galbraith, John Kenneth
- Galileo
- Galton, Francis
- gamma
- Gauguin, Paul
- Gaussian copula
- Geanakoplos, John
- General Motors
- Getco
- Global Brain
- gold standard
- Goldman Sachs
- Quantitative Strategies Group
- Grantham, Jeremy
- Great Depression
- Greenspan, Alan
- Greenwich Roundtable
- Harding, David
- Hayes, Tom
- HBOS
- Heath, Jarrow, and Morton interest-rate model
- hedge funds
- hedging
- Heisenberg's uncertainty principle
- herd behavior
- Hewlett Packard
- hidden Markov process
- high-frequency-trading (HFT) firms
- high-speed trading
- Hippocrates
- Hitchcock, Alfred
- Ho–Lee model for interest rates
- homo economicus
- Hooke, Robert
- Hooke's law
- house/rent ratio
- HSBC
- Hua, Philip
- IBM
- illusory corrections
- IMF
- Imitation Game (film)
- immediacy effect
- incentives
- index fund
- indices
- inflation
- innovation
- Inside Job (documentary film)
- interest-rate models
- International Monetary Fund (IMF)
- intrinsic value
- invisible hand
- irrational markets
- James, Marlon
- Jenkin, Fleeming
- Jevons, William Stanley
- Johnson & Johnson
- Johnson, Kelly
- Jonas, Stan
- journalists
- J.P. Morgan
- junior quant
- Kahneman, Daniel
- Kantorovich, Leonid
- Keepin, Will
- Kelleher, Dennis
- Kelly, John, Jr.
- Kelly criterion
- Kendall, Maurice
- Keynes, John Maynard
- General Theory of Employment Interest and Money
- Kipling, Rudyard: If
- Knight, Frank
- Knutson, Brian
- Koch brothers
- Krugman, Paul
- Law, John
- Adam Smith on
- description of
- gambling and
- Money and Trade Consider'd with a Proposal for Supplying the Nation with Money
- Law of Large Numbers
- law of one price
- law of supply and demand
- Lehman Brothers
- Leland, Hayne
- Leland, O'Brien, and Rubinstein (LOR)
- Lévy, Paul
- Lewis, Michael
- linear programming
- logarithmic charts
- lognormal random walk
- London Stock Exchange
- Long-Term Capital Management (LTCM)
- lookback option
- loss aversion
- lottery
- Louis XIV, King of France
- Lucas, Robert
- Luyendijk, Joris
- Lynch, Peter
- machine learning algorithms
- MacKenzie, Donald
- macro
- Magnetar Capital
- Maldacena, Juan
- Mandelbrot, Benoit
- market efficiency
- market equilibrium
- market portfolio
- market price of risk
- Markov process
- Markowitz, Harry
- Marx, Karl
- Math for America
- mathematical biology
- mathematical exactness, reasons for
- Maxwell, James Clerk
- May, Robert
- McCain, Senator John
- McKinsey
- McLuhan, Marshall
- mean
- mean reversion
- measure theory
- Medallion
- Medallion fund
- Mercer, Robert
- Merton, Robert C.
- Metallgesellschaft
- Miliband, Ed
- minimum holding period
- Mississippi Company
- Mississippi scheme
- model risk
- model validation
- modern portfolio theory (MPT)
- Moivre, Abraham de
- Monemetrics
- Monte Carlo method
- Moody's
- Moody's Analytics
- moral hazard
- mortgages
- subprime
- multi-asset options
- multiples
- Murray, Jim: Mathematical Biology
- NASDAQ
- national/international cooperation
- neoclassical economists
- Netscape Inc.
- network theory
- New York Stock Exchange (NYSE)
- Newton, Sir Isaac
- Adam Smith on
- Asperger's Syndrome of
- description of
- law of gravity
- Principia
- Newtonian mechanistic model
- Nixon, Richard
- Nixon Shock
- no-arbitrage principle
- Nobel Prize in Economics
- Nobel, Alfred
- Nobel, Peter
- normal distribution
- nuclear non-proliferation
- optimization
- options
- American
- Asian
- barrier
- call
- currency
- European
- exercising
- lookback
- multi-asset
- put
- vs. stock prices
- vanilla
- Organisation for Economic Cooperation and Development (OECD)
- Osborne, M.F.M.
- over the counter (OTC) contracts
- Özler, Şule
- Pascal, Blaise
- Patterson, Scott: Quants, The
- Pearson, Karl
- Pearson correlation
- Philippe d'Orléans
- Piketty, Thomas
- Capital in the Twenty-First Century
- Poincaré, Henri
- politicians
- Polk, Sam
- pools
- Pope, Alexander
- population dynamics
- portfolio theory
- positive expectation
- positive feedback
- power-law distribution
- power laws
- power of suggestion
- price-to-earnings (P/E) ratio
- price vs. value
- Prince, Chuck
- private exchanges (pools)
- probabilistic wave function
- probability diffusion
- probability theory
- Procter & Gamble
- property derivatives
- Prudential Regulation Authority (PRA)
- Pugwash Conferences on Science and World Affairs
- put options
- quant analysis
- limitations of
- quant characteristics
- quant developer
- quant trader
- quantitative analysis
- quants vs. regulators
- education levels
- salaries
- quantum finance
- quantum mechanics
- quantum theory
- Quetelet, Adolphe
- random walk
- lognormal
- random walk model
- rational mechanics
- rational profit maximizers
- regulators
- Renaissance Institutional Futures Funds
- Renaissance Technology
- research quant
- reward
- risk
- model
- risk and reward
- risk aversion
- risk-free investment
- risk management
- risk neutral
- risk–return chart
- risk seeking
- RiskMetrics TM
- Rogaway, Phillip
- root mean square (RMS)
- Roth IRAs
- Rowling, J.K.
- Harry Potter
- Russell, Bertrand
- Russell–Einstein manifesto
- Russell indices
- salaries
- quants
- regulators
- visual artists
- writers
- Salmon, Felix
- Samuelson, Paul
- Economics
- Saul, John Ralston: Voltaire's Bastard
- Scholes, Myron
- science funding
- Sedláček, Tomáš
- Selby Jennings
- Seldon, Hari
- self-organized criticality
- serial autocorrelation
- Shakespeare, William: Merchant of Venice, The
- Shannon, Claude
- share price
- shares
- Sharpe, William
- Sharpe ratio
- Shaw, David E.
- ‘Sign of Transmission', money as
- silver, exchange rate
- Simons, James
- Simons Foundation
- Smith, Adam
- Asperger's Syndrome
- invisible hand
- Theory of Moral Sentiments, The
- Wealth of Nations, The
- Smolin, Lee
- Soddy, Frederick
- Soros, George
- South Sea bubble
- South Sea Company
- Spears, Taylor
- special-purpose vehicle
- speculation, theory of
- speech recognition
- Standard & Poor's (S&P)
- “CDO Evaluator” program
- 500 Index
- standard deviation
- expected
- status quo bias
- Stewart, Dugald
- stock-price model
- stock prices vs. options
- strike (exercise) price
- string theory
- structured products
- subprime mortgages
- Summers, Larry
- systemic risk
- Tabb Group
- tangency portfolio
- taxes
- Taylor, General Maxwell
- technical analysis (chartism)
- technical analysis
- Templeton, John
- Templeton Foundation
- Tesco
- Texas Instruments
- Thaler, Richard
- Thales
- Thatcher, Margaret
- Thorp, Ed
- Beat the Dealer
- Beat the Market (with Kassouf)
- Tobin, James
- Tobin tax
- toy models
- trend following
- Turing, Alan
- Turner, Adair
- Tversky, Amos
- ultimate machine
- uncertainty principle (Heisenberg)
- Unger, Roberto Mangabeira
- Union of Concerned Scientists
- US National Science Foundation
- US National Society of Professional Engineers
- utility function
- validity, illusion of
- value at risk (VaR)
- value vs. price
- Vanguard
- vanilla contracts
- vanilla options
- visual artists
- volatility
- implied
- volatility calibration
- Volkswagen
- Walras, Léon
- weather derivatives
- weather forecasting
- Weber–Fechner law
- West Texas Intermediate
- West, Jason
- West, Tony
- wilmott.com
- Winton Capital
- Witten, Edward
- Woit, Peter
- Woolf, Virginia: Between the Acts
- writers
- Wynne, Brian
- Xinhua
- Yellen, Janet
- yield curve
- yields
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