mijan - Todays guest Mijan Huq Executive Director JPMorgan...

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Today’s guest: Mijan Huq, Executive Director, JPMorgan, New York At JPM since 2000, before that postdoc at PennState 98-2000, Ph.D. and Postdoc at UT Austin.
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Physics and a Career on Wall Street Evan Donoghue November 8, 2005 PHYS 43411 www.nd.edu/~newman/senior_seminar/Wall%20Street.ppt
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November 8, 2005 E. Donoghue – Senior Seminar History 1900 – Louis Bachelier models price variations as a random walk (Brownian Motion) 1953 – Harry Markowitz publishes work on mean- variance analysis (wins a Nobel Prize) Introduces use of quantitative analysis of stocks 1960s-1970s – Benoit Mandelbrot (IBM) proposes new model of price variations based on fractal Brownian motion in multifractal time 1973 – Economists (F. Black and M. Scholes) develop equation to calculate the value of options to buy a stock in the future at a specific price
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November 8, 2005 E. Donoghue – Senior Seminar What a Physics Career in Finance Entails Two Areas of Work 1) Attempting to predict the stock market to achieve superior returns
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This note was uploaded on 11/23/2011 for the course PHYSICS 7857 taught by Professor Pullin during the Spring '11 term at LSU.

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mijan - Todays guest Mijan Huq Executive Director JPMorgan...

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