My Life as a Quant:Reflections on Physics and Finance
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九品
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作者Emanuel Derman(伊曼纽尔·德曼) 著
出版社Wiley
出版时间2007-12
装帧平装
货号Q2
上书时间2024-10-25
商品详情
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图书标准信息
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作者
Emanuel Derman(伊曼纽尔·德曼) 著
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出版社
Wiley
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出版时间
2007-12
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ISBN
9780470192733
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定价
186.00元
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装帧
平装
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开本
其他
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纸张
胶版纸
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页数
292页
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正文语种
英语
- 【内容简介】
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InMyLifeasaQuant, EmanuelDermanreliveshisexcitingjourneyasoneofthefirsthigh-energyparticlephysiciststomigratetoWallStreet.Pagebypage,Dermandetailshisadventuresinthisfield-analyzingtheincompatiblepersonasoftradersandquants,anddiscussingthedissimilarnatureofknowledgeinphysicsandfinance.Throughoutthistale,healsoreflectsontheappropriatewaytoapplytherefinedmethodsofphysicstothehurly-burlyworldofmarkets.
- 【作者简介】
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EmanuelDermanisaprincipalandHeadofRiskatPrismaCapitalPartnersandaprofessorandDirectorofthePrograminFinancialEngineeringatColumbiaUniversity.HewasformerlyamanagingdirectoratGoldman,Sachs&Co.,whichhejoinedin1985afteraninitialcareerinacademiclifeandatAT&TBellLaboratories.Heistheco-creatorofthewidelyusedBlack-Derman-ToyinterestratemodelandtheDerman-Kanilocalvolatilitymodel.Amonghismanyawardsandhonors,hewasnamedtheSunGard/IAFEFinancialEngineeroftheYearin2000andwasappointedtotheRiskHallofFamein2002.HehasaPhDintheoreticalphysicsfromColumbiaUniversityandistheauthorofnumerousarticlesinelementaryparticlephysics,computerscience,andfinance.
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