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
Old favorite: there's a gene for that by @JohnCleese
Can’t resist remarking that it’s one of my favorite movies ever made. No recent one comes close.
Reading the @FT. 20 years almost after the GFC, people are still writing editorials about the need for banks to bear the consequences of the risks they take.
The SEC to its agents: Your mission, should you choose to accept it, is to eliminate all alpha