Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quant

Written by a physicist with extensive experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of qua

With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this

In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page,

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a