My Life as a Quant: Reflections on Physics and Finance

Emanuel Derman was one of the first physicists to move to Wall Street, and his career paralleled the growth of quantitative trading over the past twenty years. In My Life as a Quant , he traces his transformation from ambitious young scientist to managing director and head of the renowned Quantitative Strategies group at Goldman, Sachs and Co. Derman’s tale recounts his adventures with quants, … [ Read more ]