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
The Dutch team look like a bunch of Maxwell Demons all over the field
Actually, I know who those little orange figures on screen remind me of. They remind me of the very end, if I recall correctly, of the movie Sexy Beast with Benn Kingsley where when he’s finally buried underneath the swimming pool there is a little cartoon demon trying to get out
Few people have the gift of grasping nature and using it directly: between knowledge and application they prefer to invent a phantom which they develop in great detail; doing so, they forget both object and purpose.
Maxims and Reflections: Goethe
A great definition of irony
https://emanuelderman.com/a-great-definition-of-irony/
I’ve never understood why some people sign their emails with just their initial, as though I would end my letter by just writing E.
What is that supposed to signify?