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 Upcoming Talks        Past Talks        Calendar View

Departmental Colloquium


Quantitative Finance –What Is It and How Can I Play?

Mark Higgins, PhD
Vice-President, Goldman-Sachs, New York

Time
 
Fri. October 15, 2004     12:30 PM     Stirling B

Abstract
 
You may have heard rumours of physicists and mathematicians being hired onto Wall St to work on derivative pricing and trading strategies - the rumours are true. Over the past two decades the field of quantitative finance has assumed a primary role in many firms as businesses expand their profitable derivative trading groups and try to get an edge on the markets. "Quants" are the people who build the models used to value derivatives, design complex trading strategies for hedge funds, and help structure customized derivative products. This talk will give an overview of the field, some information on what background you need to get into it, and a flavour of the mathematical tools we use.

Mark is a graduate of the Queen’s Department of Physics, where he did both an undergraduate degree in Engineering Physics and a PhD degree in theoretical astrophysics, studying pulsars.

All are welcome!

Refreshments will be available after the talk.

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