| My Life as a Quant: Reflections on Physics and Finance Contributor(s): Derman, Emanuel (Author) |
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ISBN: 0470192739 ISBN-13: 9780470192733 Publisher: Wiley OUR PRICE: $19.80 Product Type: Paperback - Other Formats Published: January 2016 Annotation: Emanuel Derman was one of the first physicists to move to Wall Street, and his career paralleled the growth of quantitative trading over the past twenty years. In "My Life as a Quant," he traces his transformation from ambitious young scientist to managing director and head of the renowned Quantitative Strategies group at Goldman, Sachs & Co. Derman's tale recounts his adventures with quants, traders and other high fliers on Wall Street as he became the best-known quant in the business. He describes the struggles of research and his interactions with an assorted cast of famous scientists. He relates his impressions of some of the most creative minds on Wall Street, including Fischer Black, with whom he collaborated on the widely used Black-Derman-Toy model of interest rates. Throughout his story he reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets and the people that inhabit them. |
| Additional Information |
| BISAC Categories: - Biography & Autobiography | Business - Biography & Autobiography | Science & Technology - Biography & Autobiography | Personal Memoirs |
| Dewey: B |
| Physical Information: 0.79" H x 6.04" W x 8.94" (0.80 lbs) 304 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |
