My Life As a Quant Reflections on Physics and Finance

Emanuel Derman

ISBN 10: 0471394203 / ISBN 13: 9780471394204

Edité par John Wiley & Sons Inc, Hoboken, NJ, 2004

A propos de cet article

292 pages; light fading to pages. Minor smudges inside the DJ. Very Good condition otherwise. No other noteworthy defects. No markings. ; - Your satisfaction is our priority. We offer free returns and respond promptly to all inquiries. Your item will be carefully cushioned in bubble wrap and securely boxed. All orders ship on the same or next business day. Buy with confidence.

N° de réf. du vendeur HVD-53777-A-0

Détails bibliographiques

• Titre: My Life As a Quant Reflections on Physics and Finance
• Éditeur: John Wiley & Sons Inc, Hoboken, NJ
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0471394203
• ISBN à 13 chiffres: 9780471394204
• Reliure: Hardcover
• Édition: First Edition; Third Printing.
• État de l'article: Very Good
• État de la jaquette: Very Good

A propos de ce titre

Synopsis

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.

À propos de l?auteur

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.