My Life as a Quant：Reflections on Physics and Finance

图书标准信息

• 作者 Emanuel Derman（伊曼纽尔·德曼） 著
• 出版社 Wiley
• 出版时间 2007-12
• ISBN 9780470192733
• 定价 186.00元
• 装帧 平装
• 开本 其他
• 纸张 胶版纸
• 页数 292页
• 正文语种 英语

【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.