My Life as a Quant: Reflections on Physics and Finance

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.

Author: Emanuel Derman
Publisher: Wiley
Published: 01/11/2016
Pages: 304
Binding Type: Paperback
Weight: 0.80lbs
Size: 8.94h x 6.04w x 0.79d
ISBN13: 9780470192733
ISBN10: 0470192739
BISAC Categories:
- Biography & Autobiography | Business
- Biography & Autobiography | Science & Technology
- Biography & Autobiography | Personal Memoirs

About the Author
Emanuel Derman is a principal and Head of Risk at Prisma Capital Partners and a professor and Director of the Program in Financial Engineering at Columbia University. He was formerly a managing director at Goldman, Sachs & Co., which he joined in 1985 after an initial career in academic life and at AT&T Bell Laboratories. He is the co-creator of the widely used Black-Derman-Toy interest rate model and the Derman_Kani local volatility model. 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 has a PhD in theoretical physics from Columbia University and is the author of numerous articles in elementary particle physics, computer science, and finance.