1.A quant goes to a bookstore to buy a book. The service person says, "Can I help you?"
The quant says "My Life As a Quant".
The service person, misunderstanding him, says, "My wife is a cunt too! I know exactly how you feel! Can I help you find a book?"
2.Q. What's the difference between quants and F1 racers ?
A. Quants run Monte Carlo, F1 racers run through Monte Carlo.
3.Q. How did the quant wreck his yacht
A. He ran aground on Black-Scholes
4.Q. What are the evolutionary ancestors of quants?
A. Apes living in binomial trees
5.Q. Why do quants avoid ocean waves at the beach?
A. Because they don't like oscillating boundary conditions.
6.Q. What's cruel and unusual punishment for a quant?
A. Disintegration by parts.
7.Q. What do credit derivatives and the great Dirac have in common?
A. The Delta
8.Q. Why did the black swan painted his feathers white?
A. So people stop talking about her fat-tails
9.Quants love duration, convexity and jumps
回复可见笑点解释
****************************************************************
1.Quant和Cunt，好XE的谐音
2.Monte Carlo，摩洛哥城市，著名赌城
3.Scholes，英国地名
4.不解释
5.oscillating boundary conditions会使得衍生品定价问题难于处理（这个不太把握）
6.（不明白，求解释）
7.Delta有两个意思，delta对冲和Dirac提出的delta函数
8.金融市场里的“黑天鹅事件”和统计学中的“肥尾”
9.太邪恶，不解释，自行YY
扫码加好友，拉您进群
全部版块
我的主页
收藏
