Writer and Professor Emeritus of Financial Engineering at Columbia University
BOOK
Brief Hours and Weeks: My Life as a Capetonian
BOOK
Models Behaving Badly
BOOK
The Volatility Smile
BOOK
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
And also from the @FT :
"People put with things with their glasses that they wouldn’t tolerate with clothes or shoes. When you have to wear glasses from day to every day of your life, comfort and aesthetics aren’t just details."
Everybody I know is shocked about something everyday, but my well of indignation has drained to empty long ago
1/2
These people are the worst kind of “Charles mathematicians” in the terminology of Benoit Mandelbrot (https://www.lms.ac.uk/sites/default/files/1994%20Responses%20to%20%2522Theoretical%20Mathematics%2522.pdf)
The new pizza store in my neighborhood is so busy you need TSA pre to get a slice
