My Life as a Quant：Reflections on Physics and Finance

图书标准信息

• 作者 Emanuel Derman 著
• 出版社 Wiley
• 出版时间 2004-09
• 版次 1
• ISBN 9780471394204
• 定价 248.80元
• 装帧 精装
• 开本 其他
• 纸张 其他
• 页数 304页
• 正文语种 英语
• 丛书 Frommer's Best Hiking Trips

【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.

【目录】

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