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katastrofa
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Re: Why quants have no songs?

October 29th, 2017, 9:56 am

 
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Cuchulainn
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Re: Why quants have no songs?

November 7th, 2022, 8:02 pm

2023 is 50th anniversary Black Scholes! We need a song!
They sought it with thimbles, they sought it with care; They pursued it with forks and hope; They threatened its life with a railway-share; They charmed it with smiles and soap.
 
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bearish
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Joined: February 3rd, 2011, 2:19 pm

Re: Why quants have no songs?

November 7th, 2022, 9:58 pm

I attended the 20th anniversary conference at Duke, with BS&M in front row seats. A very young (and very alive) Peter Carr started his talk with a reenactment of parts of the scene from the Alice Cooper backstage party in the movie Wayne’s World: https://youtu.be/jjaqrPpdQYc
 
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Paul
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Joined: July 20th, 2001, 3:28 pm

Re: Why quants have no songs?

November 7th, 2022, 10:21 pm

2023 is 50th anniversary Black Scholes! We need a song!
There are plenty of songs on the subject of money but I can only think of “Half a Sixpence” with lyrics that are vaguely quantitative.
 
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Cuchulainn
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Re: Why quants have no songs?

November 29th, 2022, 6:22 pm

How about this?


BTW I wonder how Phelim Boyle got the brainwave to price options using MC?
They sought it with thimbles, they sought it with care; They pursued it with forks and hope; They threatened its life with a railway-share; They charmed it with smiles and soap.