A Stylized History of Quantitative Finance - Presentation by Emanuel Derman (pdf, 2018) Nov 26 2019 17:40 languageMoneyScience
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This Presentation (pdf) by Emanuel Derman was one of a series of three invited lectures in honor of the late Thys Visser given at Stellenbosch University, October 2018, and also at the African Institute of Mathematical Sciences.
The evolution of a quantitative approach to finance has proceeded through many small but significant steps and occasional large epiphanies.
This talk outlines how, over the past 70 years, financial models have quantified the notion of derivatives, diffusion, risk, volatility, the riskless rate, diversification, hedging, replication, and the principle of no riskless arbitrage.
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