Emanuel Derman, a Physicist in Finance
In our latest Masters in Business podcast, we speak with Emanuel Derman, director of the graduate program in financial engineering at Columbia University, and the author of "My Life as a Quant" and "Models.Behaving.Badly." Derman also is the co-author of the "Financial Modelers' Manifesto," a set of precepts for modelers.
One of the first high-energy particle physicists to enter finance, Derman spent 17 years on Wall Street, eventually becoming the head of the quantitative strategies group at Goldman Sachs. Anyone interested in financial modeling, quantitative analysis and the rise of mathematics on Wall Street will likely find this a fascinating discussion.
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