Tuesday, August 19, 2008

Derman...the Quant

I suggested everyone who is interested in modern finance theory read two books (now three), one is Capital Ideas (and now Capital Ideas Evolving) by Peter L. Bernstein, who is the former editor of the Journal of Portfolio Management and the founder and president of Peter L. Bernstein, Inc; the other is My Life as A Quant, by Emanuel Derman, now the director of Columbia University's program in financial engineering.

Recently, Prof. Derman spoke with Science & the City on how a theoretical physicist can find his own way and made a mark on Wall Street.

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