Kniha My Life as a Quant - Reflections on Physics and Finance Emanuel Derman

My Life as a Quant - Reflections on Physics and Finance

Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: John Wiley & Sons Inc
Dostupnosť: Skladom u dodávateľa
Odosielame za 9-15 dní
15.72
As investment firms increasingly rely on advanced quantitative financial models to generate profits,...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2007
Stránok
304
EAN
9780470192733
ISBN
0470192739
Enbook ID
04440535
Hmotnosť
440
Rozmery
154 x 228 x 21

Kompletný popis

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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