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Writer and Professor Emeritus of Financial Engineering at Columbia University

About Me

BOOK

Brief Hours and Weeks: My Life as a Capetonian

BOOK

Models Behaving Badly

BOOK

The Volatility Smile

BOOK

My Life as a Quant

  • J M Coetzee on my new book, Brief Hours and Weeks

    “Brief Hours and Weeks awakes many memories of Cape Town, the city of Emanuel Derman’s youth and mine, as it was half a century ago.…Continue readingJ M Coetzee on my new book, Brief Hours and Weeks

  • A Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

    CHAPTER 9. THE ISLE OF CAPRI … I do like girls, but all I want is for them to like me back, a lot. Dayenu. In Montagu…Continue readingA Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

  • Summertime: An Excerpt from “Brief Hours and Weeks”

    You love a while and when love goesYou try to hide the tears inside with a cheerful pose.But in the hush of night exactly like…Continue readingSummertime: An Excerpt from “Brief Hours and Weeks”

Emanuel Derman on X

Emanuel Derman @emanuelderman.bsky Follow

Books: My Life As A Quant; Models.Behaving.Badly; The Volatility Smile. Forthcoming: https://t.co/TamcIy1Isb

EmanuelDerman
emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
15 Feb

On politicians shame:
Clinton had shame; but he was able to guts it out.
Trump has none.

Retweet on Twitter Emanuel Derman @emanuelderman.bsky Retweeted
thestalwart Joe Weisenthal @thestalwart ·
14 Feb

Something I said to @EmanuelDerman. Obviously 'My Life As A Quant' is a great story about how theoretical physicists first got into finance.

But it's also a great political economy book, about how under neoliberalism, nations outsourced the job of FX stability to Wall St banks.

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
14 Feb

"No one in the heights of Musk-Trump, I would suppose, gives a thought to what would have happened had Ukraine not resisted" Timothy Snyder

Retweet on Twitter Emanuel Derman @emanuelderman.bsky Retweeted
cafreeland Chrystia Freeland @cafreeland ·
13 Feb

As long as I am Prime Minister, there will be no invitation for Russia to join the G7 table in June this year. We will not turn a blind eye to war crimes and attacks on other countries’ sovereignty.

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