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Old 02-14-2007, 02:13 PM   #9 (permalink)
Prometheus_Econ
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Quote:
Originally Posted by abababba View Post
They are most likely quants, they probably just some stupid regression and attempt to make money.
It can actually be quite complex. Quants mostly deal with asset pricing, and the design of new derivatives. It's much more involved than just running some "stupid regression." I wouldn't think that quants are hired from economics PhD programs in general. They like to hire Physics PhDs since the math you learn in a physics PhD tends to be nearer to what you would use in quantitative finance (lots of numerical methods, high-dimensional integration, etc.). And there's a growing number of Master level programs for quantitative finance (best ones probably at NYU, Columbia, Carnegie Mellon, Stanford, Michigan, and Berkeley) that cater to that market. If you look at their curriculum, it only distantly looks like an Econ Phd's curriculum.
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