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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 ·
13 May

Apparently, this is a hot ticket

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
13 May

Intuition: Robinson Crusoe warns you not to slight the secret intimations of Providence

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
12 May

I am halfway thru Robinson Crusoe and I realize that Kafka's short story The Burrow was a major influence on Defoe. The creature and Robinson both live in constant fear of attack, try to make themselves secure, are obsessed with signs of another life

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
11 May

Pro tip for good and cheap restaurants, which shouldn’t need to be a tip:
Defrost the butter pats that you give with toast before you bring them to the table

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