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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. https://t.co/TamcIy1Isb

EmanuelDerman
Retweet on Twitter Emanuel Derman @emanuelderman.bsky Retweeted
danpasternack Dan Pasternack @danpasternack ·
20h

Very sad to learn of the passing of the brilliant and biting Tom Lehrer at 97. Even though he stopping writing and performing satirical songs a half century or more ago, I derived great joy knowing that he still walked among us. His work will forever remain the gold standard.

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
23 Jul

Trump’s Tariffs Are the Highest in a Century. But After His Threats, They Seem Like a Relief. https://www.nytimes.com/2025/07/23/business/economy/trump-tariffs-japan.html?smid=tw-share

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