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
Just passed Curtis Sliwa on W. 72nd St.
So there!
"Consider Skewes’ number." Skewes was a prof a the U of Cape Town when I took undergrad math.
https://www.quantamagazine.org/what-can-we-gain-by-losing-infinity-20260429/ via @QuantaMagazine
Jake Auchincloss: “Can Democrats extrapolate from the midterms to potential for 2028? And my argument would be no.”
I was scared to make a mess of my life...so I made a mess of my life #fulfillingprophecies