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My Life as a Quant: Reflections on Physics and Finance

My Life as a Quant: Reflections on Physics and Finance

by EmanuelDerman (Author)

  • Used

    Hardcover 2004

    $15.62
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.

$15.62

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More Information

Format: Hardcover
 Pages: 304
 Publisher: John Wiley & Sons
Published: 05 Oct 2004
ISBN 10: 0471394203
ISBN 13: 9780471394204

Media Reviews
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)

Author Bio
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.