My Life as a Quant

出版者:Wiley

作者:Emanuel Derman

页数:304

出版时间:2004-09-16

价格:USD 34.95

装帧:Hardcover

isbn号码:9780471394204

图书标签:quant金融金融工程finance传记物理wallstreetphysics

Emanuel Derman was one of the first physicists to move to Wall Street, and his career paralleled the growth of quantitative trading over the past twenty years. In My Life as a Quant, he traces his transformation from ambitious young scientist to managing director and head of the renowned Quantitative Strategies group at Goldman, Sachs & Co.

Derman’s tale recounts his adventures with quants, traders and other high fliers on Wall Street as he became the best-known quant in the business. He describes the struggles of research and his interactions with an assorted cast of famous scientists. He relates his impressions of some of the most creative minds on Wall Street, including Fischer Black, with whom he collaborated on the widely used Black-Derman-Toy model of interest rates. Throughout his story he reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets and the people that inhabit them.

读后感

The book commences with a history of physics that is reminiscent of "The Elegant Universe" by Brian Greene. From Newton to Maxwell to Einstein and beyond, Derman discovers the great theories of yesterday and finds himself in the middle of a seven year marat...  

17年过去了，我可以不后悔地说，事物没有沿着我所设想的道路发展。这里没有统一的理论。模型有必要但必须实用，交易员一般实用多种相似但又略微不一致的模型。虽然我们渴望统一的理论，但我们并不追求理论的普适性。 物理技术在金融领域几乎从来产生不出最为近似的真实结...  

这本书看了两遍，第一遍是粗读，然后把《赌金者》看完，再对本书部分内容细读。整个读书过程，我只想看到一个答案的求解，模型在现实中应该怎么用？因为在德曼的所罗门面试那段中提到了高盛以后怎样与长期资本基金垮台后对接。而《赌金者》的救助计划中数次提到巴菲特，把...  

不是理科估计看不懂 不过我买的那本没有丫的头像啊。 也是个犹太人，恩，犹太人。 。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。

看似这是一本金融书。为了进入数量金融领域而阅读的人其实是会失望吧。 物理出身的人却能感到一种身临其境之感。作者的态度太诚恳，经历过那种环境的人都会明白。 强烈推荐物理出身的同学们阅读。也许天才不该阅读，不过我想天才也不会读到这本书。  

用户评价

An authentic autobiography by an experienced quant on Wall Street. Formerly a PhD in particle physics, Derman's combined quality of academia and business had served him well. Listed and narrated, the glorious epic of Columbia's Physics Department, filled with Noble Prize receivers, gives us a glimpse of a post-doc life surrounded by geniuses.

2006年看 这本书比起banker们写的书真是天上地下，整个就是个乡巴佬儿进大观园哧呼哧呼。见了什么东西都一惊一乍的。我看了三页就看不下去了。可惜的是居然许多人还把这本书奉为bible, 由此可见quant 的确是金融界的loser breed.

还不错的故事。感觉物理学比我一直以为的还有趣。而作者及其同时代的很多人的转行经历，也十分的有意思。

看他的经历和所做，就知道这个人在金融界一定是个top的人物，然而书中没有一处显示自己成绩的地方，全是自己一路走来的心境，多半是自然，多半是随缘，没有太多的刻意设计，没有多么虚的我要成为top，一切水到渠成

Derman作为一个理工男能出书才是最牛逼的。。