Emanuel Derman
Author of My Life as a Quant: Reflections on Physics and Finance
About the Author
Emanuel Derman is a professor at Columbia University, director of the university's program in financial engineering, and a principal at Prisma Capital Partners. He was formerly a quant and managing director at Goldman Sachs, and is the author of many widely used financial models. He lives in New show more York City. show less
Image credit: Copyright © Prof Emanuel Derman. All rights reserved.
Works by Emanuel Derman
Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life (2011) 156 copies, 2 reviews
Associated Works
This Will Make You Smarter: New Scientific Concepts to Improve Your Thinking (2012) — Contributor — 824 copies, 17 reviews
Tagged
Common Knowledge
- Birthdate
- 1945
- Gender
- male
- Nationality
- South Africa (birth)
USA - Birthplace
- Cape Town, South Africa
- Places of residence
- New York, New York, USA
- Education
- University of Cape Town
Columbia University - Occupations
- quantitative analyst
- Awards and honors
- Financial Engineer of the Year (2000)
Risk Hall of Fame (2002)
Members
Reviews
Lists
You May Also Like
Associated Authors
Statistics
- Works
- 4
- Also by
- 1
- Members
- 583
- Popularity
- #43,005
- Rating
- 3.5
- Reviews
- 12
- ISBNs
- 17
- Languages
- 1
- Favorited
- 1
Unlike Derman, I'm dropping out immediately after my PhD in computer science, instead of moving from temporary post-doc to post-doc for another six years. As I'm about to enter the world of quantitative finance, I was hoping that this book would teach me a bit about the difference between those worlds. I was disappointed. Derman does occasionally remark on the differences between university life and corporate life, but the bulk of the second half of the book is about options theory and financial engineering. The book goes into too much detail when discussing Derman's research (both in physics and in finance), but other than that this was an interesting read. Derman writes about complex topics in a very elegant way, which helped me finish the book, even though it did not contain what I was looking for.… (more)