This chapter illustrates the relationship between techniques of finance and traders' dreams and intellectual trajectories as manifested in a handout created by Sasaki, a mathematician turned trader, for a training session for new members of his derivatives development team. This document contains both an important insight about finance—the centrality of arbitrage in derivatives trading—and Sasaki's personal dream of contributing to academic knowledge about financial mathematics. The chapter analyzes the significance of a so-called “bibliographical autobiography” in light of arbitrage's self-canceling tendency as evidenced in the way arbitrageurs exploit and eliminate arbitrage opportunities and ultimately themselves. This tendency is evident in Sasaki's reading of an analysis of William Shakespeare's The Merchant of Venice by the economist Katsuhito Iwai.
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