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Emanuel Derman

My Life as a Quant

Reflections on Physics and Finance

Buch

Praise for My Life as a QuantMy Life as a Quant, by Emanuel Derman is, indeed, a perfect memoir, as Derman, a South African-born physicist turned financial engineer, is a perfect memoirist. --Grant's Interest Rate ObserverThat sense of being an intruder in outlaw territory lends an intriguing mood to Derman's My Life as a Quant, a literate and entertaining memoir.--BusinessWeekDerman's memoir of his transition from mathematical physicist to expert finance whiz at Goldman Sachs and Salomon Brothers reads like a novel, but tells a lot about brains applied to making money grow.--Paul A. Samuelson, MIT, Nobel Laureate in Economic Sciences, 1970El… Mehr

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Produktdetails


  • ISBN: 978-0-470-19273-3
  • EAN: 9780470192733
  • Produktnummer: 3087792
  • Verlag: John Wiley & Sons Inc
  • Sprache: Englisch
  • Erscheinungsjahr: 2007
  • Seitenangabe: 304 S.
  • Masse: H22.8 cm x B15.4 cm x D2.1 cm 376 g
  • Abbildungen: , black & white illustrations, figures
  • Gewicht: 376

Über den Autor


Emanuel Derman is a principal and Head of Risk at Prisma Capital Partners and a professor and Director of the Program in Financial Engineering at Columbia University. He was formerly a managing director at Goldman, Sachs & Co., which he joined in 1985 after an initial career in academic life and at AT&T Bell Laboratories. He is the co-creator of the widely used Black-Derman-Toy interest rate model and the Derman-Kani local volatility model. Among his many awards and honors, he was named the SunGard/IAFE Financial Engineer of the Year in 2000 and was appointed to the Risk Hall of Fame in 2002. He has a PhD in theoretical physics from Columbia University and is the author of numerous articles in elementary particle physics, computer science, and finance.

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