- David B. Weinberger
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David B. Weinberger (born 1947) is an American mathematician and mathematical financier.
Contents
Education
Weinberger was a University Scholar at Princeton University, from which he was graduated in mathematics in 1969.[1] While there, he was a member of Princeton Tower Club. He attended Cornell University as a National Science Foundation Fellow, studying applied mathematics and operations research. His doctorate was awarded in 1973; D. R. Fulkerson served as advisor.
Work
After Cornell, he went to work at Bell Laboratories and continued to work on problems in combinatorics and optimization. From Bell Labs, he took a teaching position at the newly formed School of Organization and Management at Yale University for the academic year 1975-76.[2] (See also Yale School of Management.)
Weinberger left Yale to join investment bank Goldman Sachs, where he was a pioneer in the application of quantitative methods to financial markets. His work included the implementation of early index arbitrage strategies, as well as options pricing and trading models. In 1983, Weinberger left Goldman Sachs to join the secretive O'Connor and Associates, a proprietary trading firm in Chicago[3]
He serves on the Board of Trustees of the Santa Fe Institute.[4]
References
- ^ www.princeton.edu
- ^ "Cornell Financial Engineering". http://www.orie.cornell.edu/news/news/profile3.cfm?customel_dataPageID_3742=27165. Retrieved October 5, 2010.
- ^ "Black Box". The New Yorker. http://archives.newyorker.com/?i=1999-04-26#. Retrieved October 5, 2010.
- ^ "Santa Fe Institute Trustees". http://www.santafe.edu/about/people-trustees.php.
Bibliography
- An Engine, Not a Camera: How Financial Models Shape Markets by Donald MacKenzie (MIT Press, 2006) (ISBN 0262134608).
- "The Material Production of Virtuality: Innovation, Cultural Geography and Facticity in Derivatives Markets" by Donald MacKenzie (May 2006).
- "Negotiating a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange" by Donald MacKenzie and Yuval Millo (August 2001).
- "Operations Research at Bell Laboratories Through the 1970s: Part II" by Cree S. Dawson, Charles J. McCallum, Jr., et al. Operations Research, Vol. 48, No. 3 (May–June 2000), pp. 351–361.
- The Predictors by Thomas Bass (Henry Holt & Company, 1999) (ISBN 0805057560).
- "Vanishing Crystal Ball Gives Way to the Best Black Box in the Industry" (Review of The Predictors) by James Case. Society for Industrial and Applied Mathematics, January 9, 2001.
- "The Gnomes of Santa Fe" (Review of The Predictors) by John Rothchild. The New York Times, November 7, 1999.
- "Using Derivatives: What Senior Managers Must Know" by Peter Tufano, David Weinberger, et al. Harvard Business Review (January–February 1995), pp. 33–41.
- "Chaos Hits Wall Street" by David Berreby. Discover, Vol. 14, No. 03 (Mar. 1993).
- "Symmetric Blocking and Antiblocking Relations for Generalized Circulations" by L.E. Trotter and D.B. Weinberger Math. Program. Studies 8 (1978), pp. 141–158.
- "Turfing" by M. Segal and D.B. Weinberger Operations Research, Vol. 25, No. 3 (May–June 1977), pp. 367–386.
- "Transversal matroid intersections and related packings" by David B. Weinberger Mathematical Programming, Vol. 11, No. 1 (December 1976), pp. 164–176.
- "Network Flows, Miminum Coverings and the Four-Color Conjecture" by David B. Weinberger Operations Research, Vol. 24, No. 2 (March–April 1976), pp. 272–290.
- "Blocking Pairs of Polyhedra Arising from Network Flows" by D.R. Fulkerson and David B. Weinberger J. Combinatorial Theory 18 (1975), pp. 265–283.
- "Sufficient Regularity Conditions for Common Transversals" by David B. Weinberger J. Comb. Theory, Ser. A 16(3) (1974), pp. 380–390.
- "A note on the blocker of tours" by David B. Weinberger Mathematical Programming, Vol. 7, No. 1 (December 1974), pp. 236–239.
- "Investigations in the Theory of Blocking Pairs of Polyhedra" by David B. Weinberger. Link (August 1973)
Categories:- 1947 births
- 20th-century mathematicians
- Combinatorialists
- Cornell University alumni
- American investors
- Operations researchers
- Princeton University alumni
- Living people
- American financiers
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