My Life as a Quant: Reflections on Physics and FinanceIn 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. |
Contents
| 1 | |
ELECTIVE AFFINITIES | 17 |
DOG YEARS | 29 |
CONTENTS XI | 44 |
A SORT OF LIFE | 53 |
A SENTIMENTAL | 65 |
THE MANDARINS | 77 |
KNOWLEDGE OF | 85 |
TRANSFORMER | 129 |
EASY TRAVEL TO OTHER | 143 |
FORCE | 175 |
A SEVERED HEAD | 191 |
CIVILIZATION AND | 203 |
LAUGHTER IN THE DARK | 225 |
THE SNOWS | 251 |
THE GREAT PRETENDER | 265 |
Other editions - View all
Common terms and phrases
academic arrived asked banks became become began Black-Scholes bond build calculations called Center Columbia complete create derivatives desk developed distribution early engineering equations equity experience felt field Figure finally firm Fischer force future Goldman graduate head hedge implied interest investment knew Labs language late later learned less lived looked mathematics meeting months move needed never once options particle physicists physics position problem produce QUANT quants quantum mechanics rates risk securities seemed similar simple someone sometimes soon spent standard started student talk theory things thought told took traders tree tried trying turned understand University volatility Wall Street wanted week write wrote yield York