A01=Emanuel Derman
africanborn
Author_Emanuel Derman
Category=KF
derman
engineer
eq_bestseller
eq_business-finance-law
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eq_isMigrated=2
eq_nobargain
eq_non-fiction
expert
finance
financial
goldman
intruder
life
memoir
memoirist
mood
observer
outlaw
perfect
physicist
quant
sense
south
territory
transition
turned
Product details
- ISBN 9780470192733
- Weight: 363g
- Dimensions: 150 x 224mm
- Publication Date: 21 Dec 2007
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Paperback
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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. Throughout this tale, he also reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets.
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.
