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2024-06-18
My Life as a Quant 2024 pdf epub mobi 電子書 下載
恩,本來是想看看quant的 結果現在隻看瞭物理學傢的部分 7年phd,三個博士後,讓我覺得我還不是很老哈...heiheihei
評分德曼的這本迴憶錄我認認真真讀瞭兩遍,就“誠意”這點而言,絕對配的上五星。多數物理學傢和金融學傢的迴憶錄都以記述自己的纔能和奮鬥為綱,展現的是“姿態”。而雙棲天纔德曼卻另闢蹊徑,展示的是“心態”。而他本人的心路曆程正是本書的誠意和亮點所在。 從少年恃纔自傲的輕...
評分《寬客人生》是一部“真誠”的著作,完全沒有中文版封麵所呈現的那種浮誇、自滿。第一代寬客中最著名的德曼完全敞開心扉講述瞭他從物理到金融的全部經曆。他隻是平靜地迴顧過去的時光,一部典型的自傳。 整本書充滿詭異的轉變,“一次偶然的痤瘡的結果”,這就是人生:你永遠...
評分在豆瓣開瞭一個專欄,主要寫投資自我管理方麵,歡迎關注:http://read.douban.com/column/93927/ 書很有內含,娓娓道來,一方麵是理論,另一方麵隨著作者自身的境遇變遷,也給我們道齣瞭華爾街量化交易、風險控製等金融工程是如何建立其地位,充實其工作內容,並越來越成為金...
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...
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~
評分前麵挺精彩的,後麵講述金融工程的內容,有些地方比較枯燥
評分一個物理PhD如何進行職業選擇的故事。在我看來,作者成功的因素有:1,盡可能的尋找與自己的興趣相結閤的職業;2,盡可能的和更優秀的一起工作;3,工作和學習中努力構建知識和技能的儲備,機遇隻垂青有準備的人。
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2006年看 這本書比起banker們寫的書真是天上地下,整個就是個鄉巴佬兒進大觀園哧呼哧呼。見瞭什麼東西都一驚一乍的。我看瞭三頁就看不下去瞭。可惜的是居然許多人還把這本書奉為bible, 由此可見quant 的確是金融界的loser breed.
My Life as a Quant 2024 pdf epub mobi 電子書 下載