“西塔潘猜想”的西塔潘其人其事 zz (转载)# WaterWorld - 未名水世界
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【 以下文字转载自 Mathematics 讨论区 】
发信人: TachyonFD (无聊的地方), 信区: Mathematics
标 题: “西塔潘猜想”的西塔潘其人其事 zz
发信站: BBS 未名空间站 (Wed Mar 28 11:47:18 2012, 美东)
随着中国最年轻的教授级研究员的诞生，刘路教授级研究员名震华夏，而和刘路教授一
起成
名的是一个大家闻所未闻的猜想——西塔潘猜想。
因为陈景润、佩雷尔曼，国人最熟悉的猜想当属哥德巴赫猜想和庞加莱猜想。而提
出这两个著名猜想的哥德巴赫和庞加莱都是数学大师。尤其是庞加莱，被公认是十九世
纪后四分之一和二十世纪初的领袖数学家。
现在由于刘路教授，“西塔潘猜想”也进入到大家的视线了。“西塔潘猜想”到底
是个神马东东
呢？属于著名猜想吗？这需要数学家做一下科普工作。但提出这个猜想的西塔潘是否也
是一位
学界大师或名人呢？偶尔看到一篇1999年的文章介绍西塔潘先生。
西塔潘（David Seetapun）1995年在加州伯克利获得数学博士（数理逻辑领域），
他的导
师Ted Slaman对西塔潘有很高的评价。西塔潘毕业后就离开了伯克利，先到瑞士银行，后
又去了高盛伦敦分行做期权交易。由于他的数学才能，两年后西塔潘的年薪就达到了百
万美
元。但很快，西塔潘建立的数学交易模型整体崩溃，银行损失近1亿美金，西塔潘理所
当然被
投行解雇。那么解雇后的西塔潘去哪里了呢？
解雇后的西塔潘离开伦敦去了著名的赌城拉斯维加斯。在赌城， he played the
blackjack
tables。后来，他又移居到佛罗里达，在那里从事一份很危险的深海船员工作（where
he has
the dangerous job of a crewman on a deep-sea swordfish boat）。
也许令西塔潘万万没想到的是，他在加州伯克利读书时提出的一个猜想，20年后成
就了中
国一个最年轻的教授级研究员。
The postdocs who lost millions
http://www.timeshighereducation.co.uk/story.asp?storycode=14889
19 November 1999
THES Editorial
David Seetapun and Andrew Felce gave up glittering university careers to
trade for huge salaries at leading investment banks. Both lost their jobs as
a result of trading losses.
British-born Felce moved first. In 1992, he completed a PhD in string theory
at Princeton University and became a postdoc at the University of
California, Santa Barbara. Both institutions boast top physics departments
and Felce was expected to quickly break new ground in his subject. Instead,
in 1994, he left UCSB for an option traders' desk at Bankers Trust.
Even more was expected of David Seetapun, who gained a PhD in mathematical
logic at the University of California, Berkeley, in 1995. Seetapun's adviser
Ted Slaman says: "In his identity as a mathematical logician, David is
brilliant. Our joint paper includes his ingenious solution to a well known
and notoriously difficult problem and a perfectly routine calculation of
mine. I wrote it to make his theorem available to the rest of the
mathematical community."
In early 1996, Seetapun left Berkeley for the bank Credit Suisse. A few
months later, he and Felce were headhunted by the London branch of
investment firm Goldman Sachs. They specialised in trading options linked to
interest rates. Mathematical wizardry was needed to handle these
instruments, which involved not a single underlying asset such as a share
price, but a continuous curve of interest rates with differing maturities.
Seetapun headed an aggressive proprietary trading venture intended to
compete directly with the likes of LTCM. His reputation was widespread, and
in March 1998, he was headhunted back to Credit Suisse. He was earning $1
million a year including bonuses. At Goldman Sachs, Felce took over Seetapun
's old trading positions.
In September 1998, everything fell apart for Seetapun. The models stopped
working, and he lost almost $100 million, before he was finally dismissed.
Felce's dismissal came in August 1999, during another bout of market turmoil.
Goldman Sachs has admitted losing $20 million on Felce's trades, although
traders at rival firms insist that the true figure is higher.
Felce is now unemployed and living in London. Friends say Seetapun left
London for Las Vegas, where he played the blackjack tables. Next he moved to
Florida, where he has the dangerous job of a crewman on a deep-sea
swordfish boat.
本文引用地址：http://blog.sciencenet.cn/home.php?mod=space&uid=40615&do=blog&id=552499
发信人: TachyonFD (无聊的地方), 信区: Mathematics
标 题: “西塔潘猜想”的西塔潘其人其事 zz
发信站: BBS 未名空间站 (Wed Mar 28 11:47:18 2012, 美东)
随着中国最年轻的教授级研究员的诞生，刘路教授级研究员名震华夏，而和刘路教授一
起成
名的是一个大家闻所未闻的猜想——西塔潘猜想。
因为陈景润、佩雷尔曼，国人最熟悉的猜想当属哥德巴赫猜想和庞加莱猜想。而提
出这两个著名猜想的哥德巴赫和庞加莱都是数学大师。尤其是庞加莱，被公认是十九世
纪后四分之一和二十世纪初的领袖数学家。
现在由于刘路教授，“西塔潘猜想”也进入到大家的视线了。“西塔潘猜想”到底
是个神马东东
呢？属于著名猜想吗？这需要数学家做一下科普工作。但提出这个猜想的西塔潘是否也
是一位
学界大师或名人呢？偶尔看到一篇1999年的文章介绍西塔潘先生。
西塔潘（David Seetapun）1995年在加州伯克利获得数学博士（数理逻辑领域），
他的导
师Ted Slaman对西塔潘有很高的评价。西塔潘毕业后就离开了伯克利，先到瑞士银行，后
又去了高盛伦敦分行做期权交易。由于他的数学才能，两年后西塔潘的年薪就达到了百
万美
元。但很快，西塔潘建立的数学交易模型整体崩溃，银行损失近1亿美金，西塔潘理所
当然被
投行解雇。那么解雇后的西塔潘去哪里了呢？
解雇后的西塔潘离开伦敦去了著名的赌城拉斯维加斯。在赌城， he played the
blackjack
tables。后来，他又移居到佛罗里达，在那里从事一份很危险的深海船员工作（where
he has
the dangerous job of a crewman on a deep-sea swordfish boat）。
也许令西塔潘万万没想到的是，他在加州伯克利读书时提出的一个猜想，20年后成
就了中
国一个最年轻的教授级研究员。
The postdocs who lost millions
http://www.timeshighereducation.co.uk/story.asp?storycode=14889
19 November 1999
THES Editorial
David Seetapun and Andrew Felce gave up glittering university careers to
trade for huge salaries at leading investment banks. Both lost their jobs as
a result of trading losses.
British-born Felce moved first. In 1992, he completed a PhD in string theory
at Princeton University and became a postdoc at the University of
California, Santa Barbara. Both institutions boast top physics departments
and Felce was expected to quickly break new ground in his subject. Instead,
in 1994, he left UCSB for an option traders' desk at Bankers Trust.
Even more was expected of David Seetapun, who gained a PhD in mathematical
logic at the University of California, Berkeley, in 1995. Seetapun's adviser
Ted Slaman says: "In his identity as a mathematical logician, David is
brilliant. Our joint paper includes his ingenious solution to a well known
and notoriously difficult problem and a perfectly routine calculation of
mine. I wrote it to make his theorem available to the rest of the
mathematical community."
In early 1996, Seetapun left Berkeley for the bank Credit Suisse. A few
months later, he and Felce were headhunted by the London branch of
investment firm Goldman Sachs. They specialised in trading options linked to
interest rates. Mathematical wizardry was needed to handle these
instruments, which involved not a single underlying asset such as a share
price, but a continuous curve of interest rates with differing maturities.
Seetapun headed an aggressive proprietary trading venture intended to
compete directly with the likes of LTCM. His reputation was widespread, and
in March 1998, he was headhunted back to Credit Suisse. He was earning $1
million a year including bonuses. At Goldman Sachs, Felce took over Seetapun
's old trading positions.
In September 1998, everything fell apart for Seetapun. The models stopped
working, and he lost almost $100 million, before he was finally dismissed.
Felce's dismissal came in August 1999, during another bout of market turmoil.
Goldman Sachs has admitted losing $20 million on Felce's trades, although
traders at rival firms insist that the true figure is higher.
Felce is now unemployed and living in London. Friends say Seetapun left
London for Las Vegas, where he played the blackjack tables. Next he moved to
Florida, where he has the dangerous job of a crewman on a deep-sea
swordfish boat.
本文引用地址：http://blog.sciencenet.cn/home.php?mod=space&uid=40615&do=blog&id=552499
