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Writer and Professor Emeritus of Financial Engineering at Columbia University

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About Me

About Me

Writer and Professor of Financial Engineering at Columbia University
About Me

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@EmanuelDerman on Twitter

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Book

Models. Behaving. Badly

book

The Volatility Smile

book

My Life as a Quant

Books

Physics Envy: Burton Malkiel’s review of Models. Behaving. Badly
Peter Woit Reviews Models. Behaving. Badly
DeBord Report on Models. Behaving. Badly

featured

Why Is This Interesting? – The Tetragrammaton Edition

Blog

More from Prost, a fictional work in progress
An eagerness to impart unnecessary information
A parable on quantitative easing

Featured

Why Is This Interesting – Being Foreign

Writing

Airguns
MIsbehavioral Psychology
Why Is This Interesting? The Programming Edition

Press

Why Financial Heists Are Getting Bigger
Interview on Barry Ritholz’s Masters in Business on Bloomberg Radio
Interview with New Scientist

Photos

Model
A Map of Spinoza’s Passions
Delirious New York

Quotes

J.M. Coetzee on Afrikaners and English and Rage
Intuition 2
Where You End and Others Begin

Contact

Contact

Contact me here.

Links

Knowing The Worlds: Guest Editorial in the FAJ November/December 2013, Vol. 69, No. 6

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