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My Life as a Quant Emanuel Derman

My Life as a Quant By Emanuel Derman

My Life as a Quant by Emanuel Derman


$31.99
Condition - Very Good
6 in stock

Summary

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.

My Life as a Quant Summary

My Life as a Quant: Reflections on Physics and Finance 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.

My Life as a Quant Reviews

There are few gentlemen bankers left these days. Nor is there much room in the great financial houses for anything that smacks of the amateur spirit. That is why Emanuel Derman's memoirs are so compelling...Derman's wry humour and sense of irony are apparent throughout the book. - Financial Times

That 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. -Business Week

engaging --(CFO Europe, October 2005)

Not only a delightful memoir, but one full of information, both about people and their enterprise. I never thought that I would be interested in quantitative financial analysis, but reading this book has been a fascinating education. -Jeremy Bernstein, author of Oppenheimer: Portrait of an Enigma

This wonderful autobiography takes place in that special time when scientists discovered Wall Street and Wall Street discovered them. It is elegantly written by a gifted observer who was a pioneering member of the new profession of financial engineering, with an evident affection both for finance as a science and for the scientists who practice it. Derman's portrait of how the academics brought their new financial science to the world of business and forever changed it and, especially, his descriptions of the late and extraordinary genius Fischer Black who became his mentor, reveal a surprising humanity where it might be least expected. Who should read this book? Anyone with a serious interest in finance and everyone who simply wants to enjoy a good read.-Stephen Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT

About Emanuel Derman

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.

Table of Contents

Prologue: The Two Cultures.

Chapter 1: Elective Affinities.

Chapter 2: Dog Years.

Chapter 3: A Sort of Life.

Chapter 4: A Sentimental Education.

Chapter 5: The Mandarins.

Chapter 6: Knowledge of the Higher Worlds.

Chapter 7: In the Penal Colony.

Chapter 8: Stop-Time.

Chapter 9: Transformer.

Chapter 10: Easy Travel to Other Planets.

Chapter 11: Force of Circumstance.

Chapter 12: A Severed Head.

Chapter 13: Civilization and Its Discontents.

Chapter 14: Laugher in the Dark.

Chapter 15: The Snows of Yesteryear.

Chapter 16: The Great Pretender.

Acknowledgments.

About the Author.

Index.

Additional information

GOR001487439
9780470192733
0470192739
My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
Used - Very Good
Paperback
John Wiley & Sons Inc
20071221
304
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - My Life as a Quant