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My Life as a Quant
Reflections on Physics and Finance
Emanuel Derman (Author)
9780470192733, Wiley
Paperback / softback, published 21 December 2007
304 pages, Graphs: 0 B&W, 0 Color
21.8 x 15 x 2.5 cm, 0.363 kg
"There are few "gentlemen bankers" left these days. Nor is there much room in the great financial houses for anything that smacks of the amateur spirit. That is why Emanuel Derman's memoirs are so compelling…Derman's wry humour and sense of irony are apparent throughout the book." - Financial Times "That sense of being an intruder in outlaw territory lends an intriguing mood to Derman's My Life As a Quant, a literate and entertaining memoir." -Business Week "engaging" --(CFO Europe, October 2005) "Not only a delightful memoir, but one full of information, both about people and their enterprise. I never thought that I would be interested in quantitative financial analysis, but reading this book has been a fascinating education." –Jeremy Bernstein, author of Oppenheimer: Portrait of an Enigma "This wonderful autobiography takes place in that special time when scientists discovered Wall Street and Wall Street discovered them. It is elegantly written by a gifted observer who was a pioneering member of the new profession of financial engineering, with an evident affection both for finance as a science and for the scientists who practice it. Derman’s portrait of how the academics brought their new financial science to the world of business and forever changed it and, especially, his descriptions of the late and extraordinary genius Fischer Black who became his mentor, reveal a surprising humanity where it might be least expected. Who should read this book? Anyone with a serious interest in finance and everyone who simply wants to enjoy a good read."–Stephen Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT
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.
Prologue The Two Cultures 1 Chapter 1 Elective Affinities 17 Chapter 2 Dog Years 29 Chapter 3 a Sort of Life 53 Chapter 4 A Sentimental Education 65 Chapter 5 the Mandarins 77 Chapter 6 Knowledge of the Higher Worlds 85 Chapter 7 in the Penal Colony 95 Chapter 8 Stop-time 117 Chapter 9 Transformer 129 Chapter 10 Easy Travel to other Planets 143 Chapter 11 Force of Circumstance 175 Chapter 12 a Severed Head 191 Chapter 13 Civilization and Its Discontents 203 Chapter 14 Laughter in the Dark 225 Chapter 15 The Snows of Yesteryear 251 Chapter 16 the Great Pretender 265 Acknowledgments 271 About the Author 272 Index 273
Subject Areas: Finance & accounting [KF]
