Includes bibliographical references (pages 313-321) and index.
Contents
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.
Summary
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.