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.
具體描述
讀後感
金融游戏的数字陷阱 华尔街从来不缺聪明人。但时代在变，老牌的做法已经落伍，宽客如今成为风头最劲的一群人。 上世纪80年代，华尔街是沃伦巴菲特等价值投资者的天下，对冲基金则在上世纪90年代赢得无数眼球，如今，低调神秘的宽客则日渐浮出水面，步入台前。宽客来...
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...
評分在豆瓣开了一个专栏，主要写投资自我管理方面，欢迎关注：http://read.douban.com/column/93927/ 书很有内含，娓娓道来，一方面是理论，另一方面随着作者自身的境遇变迁，也给我们道出了华尔街量化交易、风险控制等金融工程是如何建立其地位，充实其工作内容，并越来越成为金...
評分看似这是一本金融书。为了进入数量金融领域而阅读的人其实是会失望吧。 物理出身的人却能感到一种身临其境之感。作者的态度太诚恳，经历过那种环境的人都会明白。 强烈推荐物理出身的同学们阅读。也许天才不该阅读，不过我想天才也不会读到这本书。
評分就是My Life as a Quant: Reflections on Physics and Finance的作者，我从PDF上面弄下来的。 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...
用戶評價
An authentic autobiography by an experienced quant on Wall Street. Formerly a PhD in particle physics, Derman's combined quality of academia and business had served him well. Listed and narrated, the glorious epic of Columbia's Physics Department, filled with Noble Prize receivers, gives us a glimpse of a post-doc life surrounded by geniuses.
评分一個有趣驕傲又有智慧的人
评分苦逼的學術略有同感
评分前麵挺精彩的，後麵講述金融工程的內容，有些地方比較枯燥
评分Derman作為一個理工男能齣書纔是最牛逼的。。
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