My Life as a Quant

Reflections on Physics and Finance

304 pages

English language

Published Sept. 16, 2004 by Wiley.

ISBN:
978-0-471-39420-4
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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.

6 editions