Posts tagged as:

Emanuel Derman

No cash for clunkers

June 28, 2010

I'm a big fan of Emanuel Derman's work, his book and, most recently, his blog. In his latest post, Derman shows his lighter side with an entry in a contest for "plithy personal ads": "FANNIE MAE with troubled assets, bored with Freddie Mac, seeks well-regulated stimulus package from counterparty too big to fail. No cash […]

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Models are just the tool

April 17, 2009

I'm a big fan of Emanuel Derman.  His memoir My Life as a Quant tells the story of a young physics Ph.D. who stumbled into finance and eventually became the head of Goldman Sach's Quantitative Risk Strategies group.  He currently oversees the financial engineering program at Columbia University and is the CRO of Prisma Capital. Today […]

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