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My Life as a Quant - Reflections on Physics and Finance

Language EnglishEnglish
Book Paperback
Book My Life as a Quant - Reflections on Physics and Finance Emanuel Derman
Libristo code: 04440535
Publishers John Wiley & Sons Inc, December 2007
As investment firms increasingly rely on advanced quantitative financial models to generate profits,... Full description
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As investment firms increasingly rely on advanced quantitative financial models to generate profits, large "quant" departments staffed by former physicists, mathematicians, and computer scientists have become routine on Wall Street. Emanuel Derman, one of the first physicists to move to Wall Street, is its most well-known quant whose career path parallels the growthof quantitative modeling. My Life as a Quant traces his pilgrim's progress from ambitious academic scientist to managing director and head of the renowned Quantitative Strategies group at Goldman, Sachs&Co., one of the world's most elite investment firms. Derman reveals his experiences learning to adapt the methods of science to finance and working with some of the finest minds in the business, including Fischer Black (with whom he developed the widely used Black-Derman-Toy model of interest rates). He also recounts his adventures with other quants, traders, and other high fliers on Wall Street.

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About the book

Full name My Life as a Quant - Reflections on Physics and Finance
Language English
Binding Book - Paperback
Date of issue 2007
Number of pages 304
EAN 9780470192733
ISBN 0470192739
Libristo code 04440535
Weight 440
Dimensions 154 x 228 x 21
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