Все книги автора Emanuel Derman
Найдено 3 книг
Models. Behaving. Badly. Why Confusing Illusion with Reality Can Lead...
Models. Behaving. Badly. Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life
Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers w...
My Life as a Quant. Reflections on Physics and Finance
My Life as a Quant. Reflections on Physics and Finance
In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy p...
The Volatility Smile
The Volatility Smile
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th centu...