What all of these languages–FORTRAN, C, the UNIX shell sh and its text manipulation tools such as awk, vi and sed–had in common was that…
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Though I hardly run much anymore, I recently bought myself a pair of fluorescent-pink Nike Vaporfly shoes (the only color available), the ones in which…
Comments closedA single name–Bjork or Madonna–is grand. A single name with its own name is even grander.
Comments closedGood hotels disembody you but don’t depersonalize you. Why Is This Interesting: Life in the Hotel Okura
Comments closedVolatility is the propensity to continually change one’s current state, irrespective of the direction of the change. … Whereas uncertainty came late in the discussion…
Comments closedOne of my favorite artworks is a 1986 collage by David Hockney called? Pearblossom Hwy. A photo or print cannot do justice to the original,…
Comments closedI’ve lived here for close to fifty years, but I still see it with foreign eyes through which New York is a glamorous sophisticated place…
Comments closedFinancial Heists – article in The Guardian
Comments closedVideo of Lecture on Models Behaving Badly at The Institute of Physics, London, 2013
Comments closediTunes itunes.apple.com…… Bloomberg www.bloomberg.com…… SoundCloud soundcloud.com……
Comments closedA brief lecture given at the BBQ, the Bloomberg Quant Seminar Scientific_Approach_to_Finance
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Why is Thomas Piketty’s 700-page book a bestseller?
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The late flight I boarded for Europe took off precisely on time. I sent one last email before they closed the airplane doors and commanded…
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About ten years ago, after living in New York for three decades, I took a short vacation at Kvikne?s Hotel in Balestrand, right on the…
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22 May – Emanuel Derman, head of Goldman Sachs’ quantitative risk strategies group in firmwide risk, will retire from the firm in June. Goldman Sachs’…
Comments closedGoldman Top Quant to Leave Wall Street Derivatives Week Emanuel Derman, managing director and head of the quantitative risk strategies group in the firm-wide risk…
Comments closedGlobal Finance magazine article.
Comments closedDerivatives Strategy DS: You’re a creator of models, but you also work with real live traders. How far do models go? Where does their value…
Comments closedWritten for the Risk Magazine 15th Anniversary Book on Risk Management. I never expected to be in the business world, not even a few years…
Comments closedA Vpro Backlight Documentary by Marije Meerman, featuring Paul Wilmott and Emanuel Derman.
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I find myself increasingly in irritated disagreement with the many neuroscientists and evangelically professional atheists who think that science is everything, that matter is all we have, and that photographic images of chemicals glowing in the brain are equivalent to thoughts and feelings. (I have no problem with their simply disbelieving in God.)
Comments closedThe author tries to justify a career spent in financial modeling. emanuelderman.com……
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