MyLifeasaQuant:ReflectionsonPhysicsandFinance《我的金融工程师生涯》：物理学与金融反映
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作者： Emanuel Derman 著
出 版 社：
出版时间： 2007-12-1字数：版次： 1页数： 292印刷时间： 2007/12/01开本： 16开印次： 1纸张： 胶版纸I S B N ： 9780470192733包装： 平装编辑推荐
作者介绍：Emanuel Derman
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.
内容简介
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.
目录
Prologue: The Two Cultures.
Chapter 1. Elective Affinities.
Chapter 2. Dog Years.
Chapter 3. A Sort of Life.
Chapter 4. A Sentimental Education.
Chapter 5. The Mandarins.
Chapter 6. Knowledge of the Higher Worlds.
Chapter 7. In the Penal Colony.
Chapter 8. Stop-Time.
Chapter 9. Transformers.
Chapter 10. easy Travel to Other Planets.
Chapter 11. Force of Circumstance.
Chapter 12. AQ Severed Head.
Chapter 13. Civilization and Its Discontents.
Chapter 14. Laugher in the Dar.
Chapter 15. The Snows of Yesteryear.
Chapter 16. the Great Pretender.
Acknowledgements.
About the Author.
Index.
