Quant的笑话

1. Q) Why was the FX quant so unlucky with the ladies?
   A) Because he always kept his dates short.
2. Q) Why do quants always have the best gardens?
   A) Because they spend time so much time working on their trees and hedging!
3. Q) Why are quants so lucky?
   A) Because they get to work with models all day.
4. Q) Why do quants never get ripped off in Bangkok?
   A) Because they are experts in pricing exotics.
5. Q) Why did one quant say hush to the other?
   A) Because he was working on the library!
6. Q) Why are quants always happy?
   A) Because they are always working on their smiles.
7. Q) Who is a quant's favourite actor?
   A) Heston
8. Q) Why was the quant willing to sell his own mother?
   A) Because he figured out relative value!
9. 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?"
10. Q) What's the difference between quants and F1 racers ?
    A) Quants run Monte Carlo, F1 racers run through Monte Carlo.
11. Q) How did the quant wreck his yacht
    A) He ran aground on Black-Scholes.
12. Q) What are the evolutionary ancestors of quants?
    A) Apes living in binomial trees.
13. Q) Why do quants avoid ocean waves at the beach?
    A) Because they don't like oscillating boundary conditions.
14. Q) What's cruel and unusual punishment for a quant?
    A) Disintegration by parts.
15. Q) What do credit derivatives and the great Dirac have in common?
    A) The Delta.
16. Q) Why did the black swan painted his feathers white?
    A) So people stop talking about her fat-tails
17. 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