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基本説明
邦訳：2005年・東洋経済新報社
New in paperback. Hardcover was published in 2004. 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 & Co.
Full Description
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 discussing the dissimilar nature of knowledge in physics and finance. Throughout this tale, he also reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets.
Contents
Prologue The Two Cultures 1
Chapter 1 Elective Affinities 17
Chapter 2 Dog Years 29
Chapter 3 a Sort of Life 53
Chapter 4 A Sentimental Education 65
Chapter 5 the Mandarins 77
Chapter 6 Knowledge of the Higher Worlds 85
Chapter 7 in the Penal Colony 95
Chapter 8 Stop-time 117
Chapter 9 Transformer 129
Chapter 10 Easy Travel to other Planets 143
Chapter 11 Force of Circumstance 175
Chapter 12 a Severed Head 191
Chapter 13 Civilization and Its Discontents 203
Chapter 14 Laughter in the Dark 225
Chapter 15 The Snows of Yesteryear 251
Chapter 16 the Great Pretender 265
Acknowledgments 271
About the Author 272
Index 273
