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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
emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
21h

"almost always, the cost of doing something is so much less important than the thing that’s getting done" @dsquareddigest https://open.substack.com/pub/backofmind/p/department-of-what-now?r=2fez&utm_campaign=post&utm_medium=web&showWelcomeOnShare=false

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
7 Jun

Gift the red Tesla to the Emir of Qatar

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
6 Jun

The market is impervious to trump musk etc because it cares only about the deep state which is still chugging along.

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