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Sunday, October 04, 2009

Nash Meets Feynman

Those of you who haven't seen "A Beautiful Mind" might not get it. Butif you have (or if you know Nash's work), it's funny.

In case you didn't know, in addition to Richard Feynman being a Nobel-prize winning physicist, also found the Feynman-Kac solution to the third-order partial differential solution that Black and Scholes used in their option-pricing formula. So, he's actually about a Nobel-Prize winner and maybe a quarter (once on his own, and once for being useful to B&S.

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