The quants : how a small band of math wizards took over Wall St. and nearly destroyed it /
Scott Patterson.
- New York : Crown, 2010.
- x, 337 p. ; 25 cm.
Includes bibliographical references (p. 313-321) and index.
All in -- The Godfather: Ed Thorp -- Beat the market -- The volatility smile -- Four of a kind -- The Wolf -- The money grid -- Living the dream -- "I keep my fingers crossed for the future" -- The August factor -- The doomsday clock -- A flaw -- The devil's work -- Dark pools.
A gripping narrative of brilliance and hubris, "The Quants" follows the rise of 1950s-era math geniuses let loose on Wall Street--who then set in motion ever widening market catastrophes.
9780307453372 0307453375
2009028511
Quantitative analysts--United States. Investment advisors--United States. Stockbrokers--United States. Investments--Mathematical models--History. Finance--United States. Analistas cuantitativos--Estados Unidos. Asesores de inversiones--Estados Unidos. Los corredores de bolsa--Estados Unidos. Inversiones--Modelos matemáticos--Historia. Finanzas--Estados Unidos.