DERMAN MY LIFE AS A QUANT PDF

Goodreads helps you keep track of books you want to read. Want to Read saving…. Want to Read Currently Reading Read. Other editions. Enlarge cover. Error rating book.

Author:Faeramar Mokora
Country:Indonesia
Language:English (Spanish)
Genre:Personal Growth
Published (Last):4 September 2016
Pages:372
PDF File Size:12.81 Mb
ePub File Size:18.2 Mb
ISBN:905-9-40077-886-7
Downloads:96866
Price:Free* [*Free Regsitration Required]
Uploader:Mijind



The financial parts, though, left me pretty lost. A glossary with some brief financial A memoir describing Derman's career. After postgraduate work in physics, he transitioned to finance, and spent seventeen years as a "quant" at Goldman Sachs. Emanuel Derman. 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. There is no logical path to these laws; only intuition, resting on sympathetic understanding of experience, can reach them. 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.

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.

ELENA NITA IBRIAN TRATAT DE HRANA VIE PDF

My Life as a Quant : Reflections on Physics and Finance

Derman got a particle theory Ph. He then went on to post-docs at Penn, Oxford and Rockefeller and a tenure track job at Boulder. In he went to work in the financial industry at Goldman Sachs, staying there until , interrupted by a one-year stint at Salomon. Each year we get more and better applicants, and they seem to do very well on the job market when they get out. The second half has a nice description of the mathematical problems involved in pricing options and mortgage-backed securities, as well as many comments on what it is like to work in the financial industry. He was one of the earliest particle theorists to do this, but many others have followed him there in recent years, some of whom are regular commenters here.

A PATA DA GAZELA RESUMO PDF

My Life as a Quant

Emanuel Derman. Whatever we select for our library has to excel in one or the other of these two core criteria:. We rate each piece of content on a scale of 1—10 with regard to these two core criteria. Our rating helps you sort the titles on your reading list from adequate 5 to brilliant Here's what the ratings mean:.

LOGICA GAMUT PDF

Emanuel Derman

You are currently using the site but have requested a page in the site. Would you like to change to the site? Emanuel Derman. Request permission to reuse content from this site.

ESCRIA DE ACIARIA PDF

My Life as a Quant: Reflections on Physics and Finance

The financial parts, though, left me pretty lost. A glossary with some brief financial A memoir describing Derman's career. After postgraduate work in physics, he transitioned to finance, and spent seventeen years as a "quant" at Goldman Sachs. Emanuel Derman. 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.

Related Articles