Page by page, Derman details his adventures in this field—analyzing the incompatible personas of traders and quants, and discussing the dissimilar nature of knowledge in physics and finance. Throughout this tale, he also refle (展开全部) 在线阅读本书. In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high–energy particle physicists to migrate to Wall Street/10(73). · In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. The second half has a nice description of the mathematical problems involved in pricing options and mortgage-backed securities, as well as many comments on what it is like to quaht in the financial industry. In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman details his adventures in this field—analyzing the incompatible personas of traders and quants, and discussing the dissimilar nature of knowledge in physics and finance/5().
Find many great new used options and get the best deals for My Life As a Quant: Reflections on Physics and Finance by Emanuel Derman at the best online prices at eBay! Free shipping for many products! EMANUEL DERMAN MY LIFE AS A QUANT PDF. "Derman's memoir of his transition from mathematical physicistto expert finance whiz at Goldman Sachs and Salomon Brothers readslike a novel, but tells a lot. Last week I was in a bookstore and ran across a new book by Emanuel Derman called My Life as a Quant: Reflections on Physics and Finance. I am happy to split bundles on sale-just ask for a price.
In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. The second half has a nice description of the mathematical problems involved in pricing options and mortgage-backed securities, as well as many comments on what it is like to quaht in the financial industry. Emanuel Derman is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book My Life as a Quant: Reflections on Physics and Finance. He is a co-author of Black–Derman–Toy model, one of the first interest-rate models, and the Derman–Kani local volatility or implied tree model, a model consistent with the volatility smile. Derman, who first came to the U.S. at age 21, in , is currently a professor at Columbia University. My Life as a Quant is the autobiography of Emanuel Derman, charting his conversion from frustrated physicist into financial engineer. The book is particularly valuable for the insights it provides about the inner workings of a major investment bank, and in particular about the role played by the “quants” in the development of new products and trading strategies.
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