- Q) Why was the FX quant so unlucky with the ladies?
A) Because he always kept his dates short. - Q) Why do quants always have the best gardens?
A) Because they spend time so much time working on their trees and hedging! - Q) Why are quants so lucky?
A) Because they get to work with models all day. - Q) Why do quants never get ripped off in Bangkok?
A) Because they are experts in pricing exotics. - Q) Why did one quant say hush to the other?
A) Because he was working on the library! - Q) Why are quants always happy?
A) Because they are always working on their smiles. - Q) Who is a quant‘s favourite actor?
A) Heston - Q) Why was the quant willing to sell his own mother?
A) Because he figured out relative value! - 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?" - Q) What‘s the difference between quants and F1 racers ?
A) Quants run Monte Carlo, F1 racers run through Monte Carlo. - Q) How did the quant wreck his yacht
A) He ran aground on Black-Scholes. - Q) What are the evolutionary ancestors of quants?
A) Apes living in binomial trees. - Q) Why do quants avoid ocean waves at the beach?
A) Because they don‘t like oscillating boundary conditions. - Q) What‘s cruel and unusual punishment for a quant?
A) Disintegration by parts. - Q) What do credit derivatives and the great Dirac have in common?
A) The Delta. - Q) Why did the black swan painted his feathers white?
A) So people stop talking about her fat-tails - Quants love duration, convexity and jumps.
解：
1.dates short（约会时间短）
2.trees（二叉树，三叉树）；hedging（修围栏）
3.models（美女模特哦，好羡慕！！！）
4.exotics（外来植物，曼谷可是东南亚城市）
5.library（C++里的library，比如Quantlib）这个不太把握
6.smiles（波动率微笑）
7.Heston（Heston波动率模型，这里指著名演员Charlton Heston）
8.relative value（亲戚，亲属的价值）
9.Quant和Cunt，好XE的谐音
10.Monte Carlo，摩洛哥城市，著名赌城
11.Scholes，英国地名
12.不解释
13.oscillating boundary conditions会使得衍生品定价问题难于处理（这个不太把握）
14.（不明白，求解释）
15.Delta有两个意思，delta对冲和Dirac提出的delta函数
16.金融市场里的“黑天鹅事件”和统计学中的“肥尾”
17.太邪恶，不解释，自行YY
时间： 2024-10-11 01:23:51