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    October 30

    Option

    Opening :        Black Scholes option pricing model

          昨天晚上坐在阁楼上看我的Benefit Cost Analysis,下面两个弟兄Ming和Brian在交谈,本来我还没注意他们谈话的内容,但是越听就越不对劲了——在讲Goldman Sachs、JP Morgan,然后有没有去过华尔街,然后Ming就开始谈论自己最近的思考。最主要的是,Ming是MIT化工的PhD,但是他讲出来的金融的东西我几乎听不懂,再怎么样我也是个学经济的,于是立刻感觉到自己真是一出悲剧。
          于是我下楼,开始加入他们的话题(其实是加入不了的,我根本不知道他们在说什么,只不过这样可以增加我的羞辱感,哦耶)。开始谈到option期权,然后Brian就问了: 

          "Do you know Black Scholes model?"(你们可以点opening进去看一看)
          "Yeah, actually I can derive it."!!

          于是我当场就就觉得有点发晕,当然继续坐在沙发上,看着Ming开始一边用笔在白板上书写,一边全身发出光芒。Ming算是弟兄之家里最忙的,而且level最高的,高到我几乎没办法和他交流,所以也搞不清他到底有多厉害,之前只能隐隐约约的感觉到。然而当他开始在白板上书写公式,一步步推导(不是推倒!),用简练清晰的语言像我和Brian讲解这个过程,英语干净流利。然后短短10分钟的时间,把1997年诺贝尔奖的成果,就解释的一清二楚。一边Brian不断的提出问题与他互动,另一边我当然很多部奏是听不懂的,基本插不上嘴,我所能做的,就只是迅速掏出手机拍下这一刻。

          看到这一刻,我深深的感觉到,自己的智商怎么会那么低,自己的学术水平和数学能力怎么会这么烂,自己的经济学基本还是白学。然后我还怎么会不相信说,读工科的人其实学起金融来有无可比拟的优势,工科里的数学应用和实践,和金融里的东西,本质上都是一样的方法,金融就该是像搞个工程那样。咱们这些学经济的,还是靠边站吧。

          Ming的强大毋庸置疑,然而Brian再次让我倾倒。之前参与了Brian和fan讨论药品制造的问题,Brian本来是PWC学accounting的,由于最近做了些关于医药的项目,就算是和fan聊起来了。Fan开始解释他今天实验中的一个很神奇的accident,他用尽办法尝试解释得很简单,已经都用了搞化学就像炒菜做饭的模型,结果我自然还是一头雾水状,Brian却听得明白得很。这个家伙还懂得西班牙语和葡萄牙语,而且还学过三年中文(不肯reveal他中文到底有多好,可恶),没得说,真的是叫well-educated,而且越接触,越觉得Brian真的很帅,也是光的原因。

          之前P也说过,Rendall身上的光很足,我觉得David祷告的祷告的时候也是充满着光,总之就是除了我这个叫阳光的身上没光之外,其他住在这的几乎都是发光体。哦,主啊...

    Ending :       You are all illuminators.

    Comments (3)

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    Barett Linwrote:
    当年我是一知半解的学的.....惭愧吖.....
    Oct. 31
    Sunny Sunnywrote:
    行,我下次就用这句话提你
    Oct. 30
    PENG PENGwrote:
    主耶稣,我们必将成为你的荣耀,而非使你蒙羞。尽一切的力量,彰显非凡的生命。
    Oct. 30

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