My Life as a Quant: Reflections on Physics and Finance

Author: Emanuel Derman
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Comments

by mlevental   2019-05-25
I saw this guy speak at the yale club or something in midtown (NYC) in 2017 on risk modeling. at the time he was arguing that what the industry needed was a return to fundamentals and more intervention from traders ie the algos had run away. I haven't read the article but seeing as how he was one of the first mathematical quants on the street I wonder if this from 2003 is contrary to his opinion from 2017.

Here's his book. I haven't read it but it's probably interesting.

https://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/...