My Life as a Quant：Reflections on Physics and Finance

作者 Emanuel Derman著
出版社 Wiley
出版时间 2007年12月
ISBN 9780470192733
定价 186.00

内容简介

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

作者简介

EmanuelDermanisaprincipalandHeadofRiskatPrismaCapitalPartnersandaprofessorandDirectorofthePrograminFinancialEngineeringatColumbiaUniversity.HewasformerlyamanagingdirectoratGoldman,Sachs&Co.,whichhejoinedin1985afteraninitialcareerinacademiclifeandatAT&TBellLaboratories.Heistheco-creatorofthewidelyusedBlack-Derman-ToyinterestratemodelandtheDerman-Kanilocalvolatilitymodel.Amonghismanyawardsandhonors,hewasnamedtheSunGard/IAFEFinancialEngineeroftheYearin2000andwasappointedtotheRiskHallofFamein2002.HehasaPhDintheoreticalphysicsfromColumbiaUniversityandistheauthorofnumerousarticlesinelementaryparticlephysics,computerscience,andfinance.

其他版本

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