My Life as a Quant - Reflections on Physics and Finance

Emanuel Derman

John Wiley Trade

2007

308 páginas

10h 16m

ISBN-10: 0470192739

In 'My Life as a Quant', Emanuel Derman relives his journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman aims to detail 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 wants to reflect on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets.