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Emanuel Derman

Emanuel Derman

Emanuel Derman

EMANUEL DERMAN is Head of Risk at Prisma Capital Partners and a professor at Columbia University, where he directs their program in financial engineering. He is the author of My Life As A Quant, one of Business Week’s top ten books of the year, in which he introduced the quant world to a wide audience. He was born in South Africa but has lived most of his professional life in Manhattan in New York City, where he has made contributions to several fields. He started out as a theoretical physicist, doing research on unified theories of elementary particle interactions. At AT&T Bell Laboratories in the 1980s he developed programming languages for business... Read full bio

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    1. Emanuel Derman on the Science of Finance
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Models.Behaving.Badly. will be released on July 24, 2012 in Trade Paperback
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Models.Behaving.Badly. will be released on October 25, 2011 in Hardcover, eBook
Oct 25, 2011
Models.Behaving.Badly. is now available in Hardcover, eBook
Oct 25, 2011
Oct 21, 2011

Authors on the Web

The Actuary, April 4, 2012
...Matthew Edwards finds Emanuel Derman's modelling analysis 'useful, rewarding, flawed and exasperating' Models Behaving Badly by Emanuel Derman PUBLISHER: Free Press ISBN: 10:1439164983 RRP: £16.99 Emanuel Derman’s book presents an...
Globe and Mail, February 10, 2012
...Models. Behaving. Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life (Emanuel Derman, Free Press, hardcover, $29.99) When you pick up a book penned by a former theoretical physicist and Goldman Sachs strategist...
BusinessWeek, February 7, 2012
...on finance is one thing; reading them is another. So I discovered when I invited Satyajit Das and Emanuel Derman to discuss their reading in the wake of the crisis that killed off Lehman Brothers Holdings Inc. Das, the derivatives specialist who wrote...
Chicago Tribune, January 23, 2012
...Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life," by Emanuel Derman (Free Press). The former head of quantitative finance atGoldman Sachs Group Inc. explores why models failed in the mortgage meltdown and why...
EE Times, January 5, 2012
...plate tectonics, Copernicus, quasicrystals, the separate Lunar orbiter/lander configuration—the list goes on and on). •Models Behaving Badly, by Emanuel Derman, examines hard-science models such as the ones we use, and also financial models, which...
Monocle, December 22, 2011
...catch-up reading titles for the holidays includes a comics collection by London-based publisher Nobrow, useful economic insights by Emanuel Derman and the latest novel by JM Ledgard. 1 COMICS —Nobrow 6 Nobrow is a niche, independent publisher that has...
Globe and Mail, December 19, 2011
...Illusion with Reality Can Lead to Disaster, on Wall Street and in Life More related to this story (Emanuel Derman, Free Press, hardcover, $29.99) When you pick up a book penned by a former theoretical physicist and Goldman Sachs strategist who now...
North Bay Biz.com, February 28, 2012
...What’s wrong? In The Wall Street Journal, Malkiel recently reviewed a book called Models Behaving Badly by Emanuel Derman, a Ph.D. physicist and former head of quantitative trading at Goldman Sachs. The model Derman especially takes issue with is the...
PR Newswire, February 21, 2012
...opportunities to network and socialize with their colleagues. IAFE Senior Fellows Phelim Boyle, Peter Carr, John C. Cox, Emanuel Derman, Darrell Duffie, John Hull, Jonathan Ingersoll, Robert Jarrow, Robert Litterman, Andrew Lo, Harry Markowitz, Leo...
Staten Island Live, February 21, 2012
...opportunities to network and socialize with their colleagues. IAFE Senior Fellows Phelim Boyle, Peter Carr, John C. Cox, Emanuel Derman, Darrell Duffie, John Hull, Jonathan Ingersoll, Robert Jarrow, Robert Litterman, Andrew Lo, Harry Markowitz, Leo...
Syracuse Online, February 21, 2012
...opportunities to network and socialize with their colleagues. IAFE Senior Fellows Phelim Boyle, Peter Carr, John C. Cox, Emanuel Derman, Darrell Duffie, John Hull, Jonathan Ingersoll, Robert Jarrow, Robert Litterman, Andrew Lo, Harry Markowitz, Leo...
Michigan Live, February 21, 2012
...opportunities to network and socialize with their colleagues. IAFE Senior Fellows Phelim Boyle, Peter Carr, John C. Cox, Emanuel Derman, Darrell Duffie, John Hull, Jonathan Ingersoll, Robert Jarrow, Robert Litterman, Andrew Lo, Harry Markowitz, Leo...
Globe and Mail, February 10, 2012
...Models. Behaving. Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life (Emanuel Derman, Free Press, hardcover, $29.99) When you pick up a book penned by a former theoretical physicist and Goldman Sachs strategist...
BusinessWeek, February 7, 2012
...on finance is one thing; reading them is another. So I discovered when I invited Satyajit Das and Emanuel Derman to discuss their reading in the wake of the crisis that killed off Lehman Brothers Holdings Inc. Das, the derivatives specialist who wrote...