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2025-01-22
My Life as a Quant 2025 pdf epub mobi 電子書 下載
看之前格外留心瞭下副標題:華爾街的數量金融大師。在我印象裏,凡是和“華爾街”“大師”沾邊的傳記都無外乎一種調調。老子(第三人稱的話就是某某)有多麼多麼牛逼,沒這種概念的去看看《貨幣戰爭》。 不過,我錯瞭。 德曼的這本自傳寫的很誠實,很多大牌明星級的教授和華...
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...
評分金融遊戲的數字陷阱 華爾街從來不缺聰明人。但時代在變,老牌的做法已經落伍,寬客如今成為風頭最勁的一群人。 上世紀80年代,華爾街是沃倫巴菲特等價值投資者的天下,對衝基金則在上世紀90年代贏得無數眼球,如今,低調神秘的寬客則日漸浮齣水麵,步入颱前。寬客來...
評分16,17歲的理想是當愛因斯坦;21歲覺得做費曼也不錯;24歲的時候覺得做李政道就好瞭;做博士後的時候開始嫉妒officemate被邀請去做seminar。 在做瞭幾年博士後仍然沒有理想的faculty機會之後,步入工業界。先在AT&T實驗室工作瞭幾年,然後進入金融工程領域。一做十六年,做到高盛Q...
評分16,17歲的理想是當愛因斯坦;21歲覺得做費曼也不錯;24歲的時候覺得做李政道就好瞭;做博士後的時候開始嫉妒officemate被邀請去做seminar。 在做瞭幾年博士後仍然沒有理想的faculty機會之後,步入工業界。先在AT&T實驗室工作瞭幾年,然後進入金融工程領域。一做十六年,做到高盛Q...
圖書標籤: quant 金融 金融工程 finance 傳記 物理 wallstreet physics
and my life cant be a quant...
評分物理學傢-碼農-寬客-物理學教授的迴憶錄。技術方麵的東西有點看不懂(大概有30%左右的內容在講物理和金融技術細節),其它很有意思,文筆很好
評分苦逼的學術略有同感
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.
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
My Life as a Quant 2025 pdf epub mobi 電子書 下載