Podcast
Questions and Answers
Who is considered to have written the first scholarly work on mathematical finance?
Who is considered to have written the first scholarly work on mathematical finance?
- Edward Thorp
- Fischer Black
- Louis Bachelier (correct)
- Myron Scholes
Which field heavily overlaps with mathematical finance and focuses on applications and modeling?
Which field heavily overlaps with mathematical finance and focuses on applications and modeling?
- Risk management
- Financial engineering (correct)
- Derivatives pricing
- Portfolio management
What did Edward Thorp initially invent using statistical methods before applying its principles to modern systematic investing?
What did Edward Thorp initially invent using statistical methods before applying its principles to modern systematic investing?
- Derivatives pricing
- Card counting in blackjack (correct)
- Stochastic asset models
- Quantitative investing
Which work is considered to have led to the emergence of mathematical finance as a discipline in the 1970s?
Which work is considered to have led to the emergence of mathematical finance as a discipline in the 1970s?
Which branch of finance requires advanced quantitative techniques and focuses on building tools of implementation for models?
Which branch of finance requires advanced quantitative techniques and focuses on building tools of implementation for models?