I am pleased to be joined today by Dr. Emanuel Derman. He is one of the first high-energy particle physicists to apply his knowledge to the financial realm. He specializes in quantitative trading which is the designing of mathematical models for the purpose of making buy/sell decisions. The scientists who build these models are known as Quants in popular parlance. Dr. Derman: is the best-known Quant on Wall Street and is credited with co-authoring some of today’s most widely used and influential financial models. He spent 17 years on the Street and was managing director/head of The Quantitative Strategies Group at Goldman, Sachs, and Co. Recently, he authored the popular book My Life as a Quant: Reflections on Physics and Finance, which documents his growth from academia to the rough and tumble world of Wall Street.
Interview at TradingMarkets.com
Published in interviews