Just came across this documentary on The Big Picture:
http://www.ritholtz.com/blog/2010/04/quants-the-a…
It's a Dutch documentary about quants and the financial models used to price securities. Quite a few interviews with Paul Wilmott and Emanuel Derman.
Seen it before. Really interesting stuff.
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hahaha they definitely play up the types of models that are used with the funky 3-d displays
ya the animations were pretty hilarious. i enjoyed it though, thanks for sharing :)
I particularly appreciated the commentary on how people shouldn't be paid for risking other people's money. It's still shocking to me that so many investors in hedge funds accept the traditional 2/20 (or some similar variant) compensation scheme. It's totally ridiculous.
Isn't the HF manager usually forced to hold a certain percentage of his total wealth invested in the fund at all times?
Cool video, thanks for the post!
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