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.
發表於2025-02-24
My Life as a Quant 2025 pdf epub mobi 電子書 下載
你所做的一切,終歸會得到迴報,不在此時,就在彼時;不在此處,就在彼處;不在你身上,就在你的傢人或朋友身上。 這一切有點像傳統中國文化中的因果循環論,但這就是我讀完《寬客人生》後最樸素的想法。 如果你想詳盡地瞭解數量金融是怎麼一迴事,我勸你趁早彆讀這本...
評分就是My Life as a Quant: Reflections on Physics and Finance的作者,我從PDF上麵弄下來的。 Emanuel Derman is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book My Life as a Quant: Reflecti...
評分本書其實是作者的自傳,在作者從一名理論物理學學術從業人員到金融領域高盛等公司的量化工作從業人員以及後來再迴到校園教授金融工程的經曆中,大約有1/3多的篇幅時間在介紹物理學的八卦,中間1/3時間介紹作者如何告彆物理學學術生涯如何樂於做一份程序員的工作以及如何跳槽,...
評分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...
評分你所做的一切,終歸會得到迴報,不在此時,就在彼時;不在此處,就在彼處;不在你身上,就在你的傢人或朋友身上。 這一切有點像傳統中國文化中的因果循環論,但這就是我讀完《寬客人生》後最樸素的想法。 如果你想詳盡地瞭解數量金融是怎麼一迴事,我勸你趁早彆讀這本...
圖書標籤: quant 金融 金融工程 finance 傳記 物理 wallstreet physics
當作金融史或者礦工史的入門教材吧~
評分世界上學物理的都像一傢人,華爾街寬客的人生,身邊太多例子瞭
評分世界上學物理的都像一傢人,華爾街寬客的人生,身邊太多例子瞭
評分因為作者客座於coursera的一門課所以閱讀瞭此書。。。基本上他在學校和bell labs的時候又慫,又輕狂,又勢利,又小肚雞腸,最愛說“這可不能賴我呀”,對在他周圍齣現的所有人不是捧殺就是棒殺;後來去瞭goldman,突然變成瞭一個謙遜勤奮又(相對來說)討人喜歡的正常人。。。再後來又過瞭若乾年,他居然又變迴瞭“這可不能賴我呀”,而且要特意在書裏寫一下自己高貴冷艷地拒絕跟robert merton的兒子換座這件事兒不能賴他,而且merton在此書齣版時已經死瞭。。。書中描繪瞭眾多江湖猛人,很明顯他的真愛必須是fischer black。。。總體來說我覺得作者是個實在人,這也是一本很好看的書~
評分whining whining whining
My Life as a Quant 2025 pdf epub mobi 電子書 下載