图书标签: quant 金融 金融工程 finance 传记 物理 wallstreet physics
发表于2025-01-22
My Life as a Quant pdf epub mobi txt 电子书 下载 2025
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 & Co.
Derman’s tale recounts his adventures with quants, traders and other high fliers on Wall Street as he became the best-known quant in the business. He describes the struggles of research and his interactions with an assorted cast of famous scientists. He relates his impressions of some of the most creative minds on Wall Street, including Fischer Black, with whom he collaborated on the widely used Black-Derman-Toy model of interest rates. Throughout his story he reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets and the people that inhabit them.
An authentic autobiography by an experienced quant on Wall Street. Formerly a PhD in particle physics, Derman's combined quality of academia and business had served him well. Listed and narrated, the glorious epic of Columbia's Physics Department, filled with Noble Prize receivers, gives us a glimpse of a post-doc life surrounded by geniuses.
评分funny, esp. the Phd. life and volatility surface part
评分前面挺精彩的,后面讲述金融工程的内容,有些地方比较枯燥
评分2006年看 这本书比起banker们写的书真是天上地下,整个就是个乡巴佬儿进大观园哧呼哧呼。见了什么东西都一惊一乍的。我看了三页就看不下去了。可惜的是居然许多人还把这本书奉为bible, 由此可见quant 的确是金融界的loser breed.
评分一个有趣骄傲又有智慧的人
本书其实是作者的自传,在作者从一名理论物理学学术从业人员到金融领域高盛等公司的量化工作从业人员以及后来再回到校园教授金融工程的经历中,大约有1/3多的篇幅时间在介绍物理学的八卦,中间1/3时间介绍作者如何告别物理学学术生涯如何乐于做一份程序员的工作以及如何跳槽,...
评分在豆瓣开了一个专栏,主要写投资自我管理方面,欢迎关注:http://read.douban.com/column/93927/ 书很有内含,娓娓道来,一方面是理论,另一方面随着作者自身的境遇变迁,也给我们道出了华尔街量化交易、风险控制等金融工程是如何建立其地位,充实其工作内容,并越来越成为金...
评分恩,本来是想看看quant的 结果现在只看了物理学家的部分 7年phd,三个博士后,让我觉得我还不是很老哈...heiheihei
评分 评分金融游戏的数字陷阱 华尔街从来不缺聪明人。但时代在变,老牌的做法已经落伍,宽客如今成为风头最劲的一群人。 上世纪80年代,华尔街是沃伦巴菲特等价值投资者的天下,对冲基金则在上世纪90年代赢得无数眼球,如今,低调神秘的宽客则日渐浮出水面,步入台前。宽客来...
My Life as a Quant pdf epub mobi txt 电子书 下载 2025