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My Life as a Quant
Reflections on Physics and Finance
Taschenbuch von Emanuel Derman
Sprache: Englisch

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Praise for My Life as a Quant

"My 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 Observer

"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."--BusinessWeek

"Derman'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, 1970

"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 his descriptions of the late and extraordinary genius Fischer Black who became his mentor, reveal a surprising humanity where it might be least expected."--Stephen Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT

" a deep and elegant exploration by a thinker who moved from the hardest of all sciences (physics) to the softest of the soft (finance). Derman is a different class of thinker? I know of no other book that bridges the two cultures."--Nassim Taleb, author of The Black Swan and Fooled by Randomness
Praise for My Life as a Quant

"My 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 Observer

"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."--BusinessWeek

"Derman'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, 1970

"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 his descriptions of the late and extraordinary genius Fischer Black who became his mentor, reveal a surprising humanity where it might be least expected."--Stephen Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT

" a deep and elegant exploration by a thinker who moved from the hardest of all sciences (physics) to the softest of the soft (finance). Derman is a different class of thinker? I know of no other book that bridges the two cultures."--Nassim Taleb, author of The Black Swan and Fooled by Randomness
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.
Inhaltsverzeichnis

Prologue The Two Cultures 1

Chapter 1 Elective Affinities 17

Chapter 2 Dog Years 29

Chapter 3 a Sort of Life 53

Chapter 4 A Sentimental Education 65

Chapter 5 the Mandarins 77

Chapter 6 Knowledge of the Higher Worlds 85

Chapter 7 in the Penal Colony 95

Chapter 8 Stop-time 117

Chapter 9 Transformer 129

Chapter 10 Easy Travel to other Planets 143

Chapter 11 Force of Circumstance 175

Chapter 12 a Severed Head 191

Chapter 13 Civilization and Its Discontents 203

Chapter 14 Laughter in the Dark 225

Chapter 15 The Snows of Yesteryear 251

Chapter 16 the Great Pretender 265

Acknowledgments 271

About the Author 272

Index 273

Details
Erscheinungsjahr: 2007
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 304 S.
ISBN-13: 9780470192733
ISBN-10: 0470192739
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Derman, Emanuel
Hersteller: John Wiley & Sons
John Wiley & Sons Inc
Maße: 228 x 151 x 27 mm
Von/Mit: Emanuel Derman
Erscheinungsdatum: 21.12.2007
Gewicht: 0,38 kg
Artikel-ID: 101999102
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.
Inhaltsverzeichnis

Prologue The Two Cultures 1

Chapter 1 Elective Affinities 17

Chapter 2 Dog Years 29

Chapter 3 a Sort of Life 53

Chapter 4 A Sentimental Education 65

Chapter 5 the Mandarins 77

Chapter 6 Knowledge of the Higher Worlds 85

Chapter 7 in the Penal Colony 95

Chapter 8 Stop-time 117

Chapter 9 Transformer 129

Chapter 10 Easy Travel to other Planets 143

Chapter 11 Force of Circumstance 175

Chapter 12 a Severed Head 191

Chapter 13 Civilization and Its Discontents 203

Chapter 14 Laughter in the Dark 225

Chapter 15 The Snows of Yesteryear 251

Chapter 16 the Great Pretender 265

Acknowledgments 271

About the Author 272

Index 273

Details
Erscheinungsjahr: 2007
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 304 S.
ISBN-13: 9780470192733
ISBN-10: 0470192739
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Derman, Emanuel
Hersteller: John Wiley & Sons
John Wiley & Sons Inc
Maße: 228 x 151 x 27 mm
Von/Mit: Emanuel Derman
Erscheinungsdatum: 21.12.2007
Gewicht: 0,38 kg
Artikel-ID: 101999102
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