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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Finance & accounting

• Full title: My Life as a Quant - Reflections on Physics and Finance
• Author: Emanuel Derman
• Language: English
• Binding: Paperback
• Number of pages: 304
• EAN: 9780470192733
• ISBN: 0470192739
• ID: 04440535
• Publisher: John Wiley & Sons Inc
• Weight: 440 g
• Dimensions: 228 × 154 × 21 mm
• Date of publishing: 21. December 2007

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