In his Perimeter Institute Public Lecture on Feb. 1, 2017 ([ Ссылка ]), James Weatherall will tell the story of how, in the aftermath of World War II, some innovative physicists and mathematicians saw surprising connections between physics, gambling, and finance, and put those connections to use to become the first quants. He will introduce some of the ideas behind modern quantitative trading and show how the history of mathematical reasoning in finance reveals that these models can be extremely useful — but only if we understand their limitations.
