书目

My Life as a Quant：Reflections on Physics and Finance

  • 作者 Emanuel Derman著
  • 出版社 Wiley
  • 出版时间 2004年9月 第1版
  • ISBN 9780471394204
  • 定价 248.80

内容简介

InMyLifeasaQuant,EmanuelDermanreliveshisexcitingjourneyasoneofthefirsthigh–energyparticlephysiciststomigratetoWallStreet.Pagebypage,Dermandetailshisadventuresinthisfield—analyzingtheincompatiblepersonasoftradersandquants,anddiscussingthedissimilarnatureofknowledgeinphysicsandfinance.Throughoutthistale,healsoreflectsontheappropriatewaytoapplytherefinedmethodsofphysicstothehurly–burlyworldofmarkets.

作者简介

EmanuelDermanhasaPhDintheoreticalphysicsfromColumbiaUniversity.Heistheauthorofnumerousarticlesinelementaryparticlephysics,computerscience,andfinance,andacoauthorofthewidelyusedBlack–Derman–ToyinterestratemodelandtheDerman–Kanilocalvolatilitymodel.AfteraninitialcareerinacademiclifeandastintatAT&TBellLaboratories,hemovedtoGoldman,Sachs&Co.in1985,wherehebecameamanagingdirectorin1997.Amonghismanyawardsandhonors,hewasnamedtheSunGard/IAFEFinancialEngineeroftheYearin2000andwasappointedtotheRiskHallofFamein2002.HeiscurrentlytheDirectorofthePrograminFinancialEngineeringatColumbiaUniversity,acolumnistforRiskmagazine,andariskadvisortoaninvestmentmanagementcompany.HelivesinNewYorkCity.

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