My Life as a Quant by Emanuel Derman

My Life as a Quant by Emanuel Derman

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.

"engaging" (CFO Europe, October 2005) "..tells wonderful stories of trying to bring higher mathematics to the Goldman Sachs equity-derivatives trading desk." (Grant's Interest Rate Observer, Dec. 17, 2004) "compelling" (Financial Times, November 18, 2004) "literate and entertaining memoir" (Business Week, November 15, 2004)

Emanuel Derman has a PhD in theoretical physics from Columbia University. He is the author of numerous articles in elementary particle physics, computer science, and finance, and a coauthor of the widely used Black-Derman-Toy interest rate model and the Derman-Kani local volatility model. After an initial career in academic life and a stint at AT&T Bell Laboratories, he moved to Goldman, Sachs & Co. in 1985, where he became a managing director in 1997. 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 is currently the Director of the Program in Financial Engineering at Columbia University, a columnist for Risk magazine, and a risk advisor to an investment management company. He lives in New York City.

SKU	Unavailable
ISBN 13	9780471394204
ISBN 10	0471394203
Title	My Life as a Quant
Author	Emanuel Derman
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley and Sons Ltd
Year published	2004-09-16
Number of pages	304
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.