Tous les ebooks d'Emanuel Derman en PDF et EPUB


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Télécharger le livre : The Volatility Smile
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The Volatility Smile

Emanuel Derman , Michael B. Miller

The Volatility SmileThe Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option...

Parution : 2016-08-15
Format(s) : PDF, ePub
Éditeur : Wiley
Collection : Wiley Finance
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80,18 €
Télécharger le livre : My Life as a Quant
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My Life as a Quant

Emanuel Derman

In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman details his adventures in this field—analyzing the incompatible personas of traders and quants, and...

Parution : 2012-06-12
Format(s) : PDF, ePub
Éditeur : Wiley
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14,35 €
Télécharger le livre : Models. Behaving. Badly.
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Models. Behaving. Badly.

Emanuel Derman

Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models became crucial for Wall Street. The reliance investors put on such quantitative analysis was catastrophic for the economy, setting off the...

Parution : 2011-10-13
Format(s) : PDF, ePub
Éditeur : Wiley
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24,05 €
Télécharger le livre : My Life as a Quant
Ajouter à ma liste d'envies

My Life as a Quant

Emanuel Derman

In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman details his adventures in this field—analyzing the incompatible personas of traders and quants, and...

Parution : 2004-09-24
Format(s) : PDF
Éditeur : Wiley
J'achète
20,04 €

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