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
-
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 cannot run or exercise to podcasts or music. Huge distraction. BUT ... today I discovered that Phillip Glass' Glass Pieces is just perfect for that.
It's something about the almost periodicity and yet variation and yet no meaning to inflict on you or make you think. The Ballet by Jerome Robbins to it is fantastic too, can watch it forever
A slightly late Manhattanhenge
@EmanuelDerman @FT ...on the limits of Roosevelt's deposit insurance program.
We laughed at this "rugged self-sufficient individualist" then. We laugh at him now. 7/END
“Nationalization of AI will accelerate the corporate-government fusion we’re already sliding toward,” Sacks wrote on Friday. One can only laugh at "I'm-for-private-enterprise" guys looking for bailouts. 2008 but AI companies instead of banks
e6-4218-9eb4-e44bd56ca400 via @ft