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Bridge over ocean
1 January 2005 Financial Analysts Journal Volume 61, Issue 1

My Life as a Quant: Reflections on Physics and Finance (a review)

  1. Martin S. Fridson, CFA
  2. Martin S. Fridson, CFA

This invaluable first-hand account of the quantitative revolution in finance since the 1980s recaps the main intellectual challenges successively tackled by the quants — exotic options and the option volatility “smile.”

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content