Writer and Professor Emeritus of Financial Engineering at Columbia University
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Brief Hours and Weeks: My Life as a Capetonian
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Models Behaving Badly
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The Volatility Smile
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My Life as a Quant
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Why Is This Interesting? – The Tetragrammaton Edition
A single name–Bjork or Madonna–is grand. A single name with its own name is even grander.
Emanuel Derman on X
I have printed many hundreds, maybe even a thousand or two pages, since my HP Laserjet first kept telling me to change the cartridge and I didn't.
German on Sunstein et al
Thinking fast, slow, and not at all: System 3 jumps the shark | Statistical Modeling, Causal Inference, and Social Science https://statmodeling.stat.columbia.edu/2021/05/23/thinking-fast-slow-and-not-at-all-system-3-jumps-the-shark/
I wish they would release all the episodes of DTF Hormuz at once
“Every work of art is an uncommitted crime" as Adorno said