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.
具体描述
读后感
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...
评分恩，本来是想看看quant的 结果现在只看了物理学家的部分 7年phd，三个博士后，让我觉得我还不是很老哈...heiheihei
评分此书这个星期每天晚上读一个小时花了六天又又读了一遍，还是赶脚酣畅淋漓，大快人心。最早我还是在大三大二的时候读过，后来又有几次读过，每次没有读完，刚开始有些不理解里头金融的东西，不理解一些物理的东西，现在重看一遍好多了。偶发现作者derman真的太诚实了，...
评分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...
用户评价
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。
评分一个物理PhD如何进行职业选择的故事。在我看来，作者成功的因素有：1，尽可能的寻找与自己的兴趣相结合的职业；2，尽可能的和更优秀的一起工作；3，工作和学习中努力构建知识和技能的储备，机遇只垂青有准备的人。
评分and my life cant be a quant...
评分其实很悲凉
评分物理学家-码农-宽客-物理学教授的回忆录。技术方面的东西有点看不懂（大概有30%左右的内容在讲物理和金融技术细节），其它很有意思，文笔很好
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