My Life as a Quant: Reflections on Physics and Finance

Derman, Emanuel

ISBN 10: 0471394203 / ISBN 13: 9780471394204

Published by Wiley, 2004

About this Item

First Edition, 3rd Printing. Not price-clipped ($29.95 price intact). Published by John Wiley, 2004. Octavo. Black cloth boards stamped in silver. Book is like new; clean with no writing or names. Sharp corners and spine straight. Binding tight and pages crisp. Light toning to page ends. Dust jacket is like new with very light shelf wear. 292 pages. ISBN: 9780471394204. 100% positive feedback. 30 day money back guarantee. NEXT DAY SHIPPING! Excellent customer service. Please email with any questions or if you would like a photo. All books packed carefully and ship with free delivery confirmation/tracking. All books come with free bookmarks. Ships from Southampton, New York. We Buy Books! Individual titles, libraries, collections. Message us if you have books to sell!

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Bibliographic Details

• Title: My Life as a Quant: Reflections on Physics and Finance
• Publisher: Wiley
• Publication Date: 2004
• Language: English
• ISBN 10: 0471394203
• ISBN 13: 9780471394204
• Binding: Hardcover
• Edition: First Edition.
• Condition: Like New
• Dust Jacket Condition: Like New
• Seller catalogs:
  • Science & Nature

About this title

Synopsis

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.

About the Author

Emanuel Derman has a PhD in theoretical physics from Columbia University. He is the author of numerous articles in elementary particle physics, computer science, and finance, and a coauthor of the widely used Black-Derman-Toy interest rate model and the Derman-Kani local volatility model. After an initial career in academic life and a stint at AT&T Bell Laboratories, he moved to Goldman, Sachs & Co. in 1985, where he became a managing director in 1997. 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 is currently the Director of the Program in Financial Engineering at Columbia University, a columnist for Risk magazine, and a risk advisor to an investment management company. He lives in New York City.