1. Auflage - Dezember 2007
15,90 Euro
2007. 308 Seiten, Softcover
- Sachbuch -
ISBN-10: 0-470-19273-9
ISBN-13: 978-0-470-19273-3 - John Wiley & Sons

Preis inkl. Mehrwertsteuer zzgl. Versandkosten.





Probekapitel

Kurzbeschreibung
As investment firms increasingly rely on advanced quantitative financial models to generate profits, large "quant" departments staffed by former physicists, mathematicians, and computer scientists have become routine on Wall Street. Emanuel Derman, one of the first physicists to move to Wall Street, is its most well-known quant whose career path parallels the growth of quantitative modeling. My Life as a Quant traces his pilgrim's progress from ambitious academic scientist to managing director and head of the renowned Quantitative Strategies group at Goldman, Sachs & Co., one of the world's most elite investment firms. Derman reveals his experiences learning to adapt the methods of science to finance and working with some of the finest minds in the business, including Fischer Black (with whom he developed the widely used Black-Derman-Toy model of interest rates). He also recounts his adventures with other quants, traders, and other high fliers on Wall Street.

Aus dem Inhalt
Prologue: The Two Cultures.

Chapter 1. Elective Affinities.

Chapter 2. Dog Years.

Chapter 3. A Sort of Life.

Chapter 4. A Sentimental Education.

Chapter 5. The Mandarins.

Chapter 6. Knowledge of the Higher Worlds.

Chapter 7. In the Penal Colony.

Chapter 8. Stop-Time.

Chapter 9. Transformers.

Chapter 10. easy Travel to Other Planets.

Chapter 11. Force of Circumstance.

Chapter 12. AQ Severed Head.

Chapter 134. Civilization and Its Discontents.

Chapter 14. Laugher in the Dar.

Chapter 15. The Snows of Yesteryear.

Chapter 16. the Great Pretender.

Acknowledgements.

About the Author.

Index.