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Informationen zum Autor 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. Klappentext Praise for My Life as a Quant "My Life as a Quant, by Emanuel Derman is, indeed, a perfect memoir, as Derman, a South African-born physicist turned financial engineer, is a perfect memoirist." --Grant's Interest Rate Observer "That sense of being an intruder in outlaw territory lends an intriguing mood to Derman's My Life as a Quant , a literate and entertaining memoir."--BusinessWeek "Derman's memoir of his transition from mathematical physicist to expert finance whiz at Goldman Sachs and Salomon Brothers reads like a novel, but tells a lot about brains applied to making money grow."--Paul A. Samuelson, MIT, Nobel Laureate in Economic Sciences, 1970 "Elegantly written by a gifted observer who was a pioneering member of the new profession of financial engineering with an evident affection both for finance as a science and for the scientists who practice it. Derman's portrait of how the academics brought their new financial science to the world of business and his descriptions of the late and extraordinary genius Fischer Black who became his mentor, reveal a surprising humanity where it might be least expected."--Stephen Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT " a deep and elegant exploration by a thinker who moved from the hardest of all sciences (physics) to the softest of the soft (finance). Derman is a different class of thinker... I know of no other book that bridges the two cultures."--Nassim Taleb, author of The Black Swan and Fooled by Randomness Zusammenfassung 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. Inhaltsverzeichnis Prologue The Two Cultures 1 Chapter 1 Elective Affinities 17 Chapter 2 Dog Years 29 Chapter 3 a Sort of Life 53 Chapter 4 A Sentimental Education 65 Chapter 5 the Mandarins 77 Chapter 6 Knowledge of the Higher Worlds 85 Chapter 7 in the Penal Colony 95 Chapter 8 Stop-time 117 Chapter 9 Transformer 129 Chapter 10 Easy Travel to other Planets 143 Chapter 11 Force of Circumstance 175 Chapter 12 a Severed Head 191 Chapter 13 Civilization and Its Discontents 203 Chapter 14 Laughter in the Dark 225 Chapter 15 The Snows of Yesteryear 251 Chapter 16 the Great Pretender 265 Acknowledgments 271 About the Author 272 Index 273 ...
