MARC Record from marc_nuls

LEADER: 04177cam 22003974a 4500
001 9919726850001661
005 20150423122418.0
008 040331s2004 njua b 001 0aeng
010 $a 2004007664
015 $aGBA454771$2bnb
016 7 $a012959010$2Uk
019 $a56656445$a57639725
020 $a0471394203 (cloth)
035 $a(CSdNU)u249475-01national_inst
035 $a(OCoLC)54896959
035 $a(OCoLC)54896959
040 $aDLC$cDLC$dOCLCQ$dUKM$dOCL$dOrPss
042 $apcc
049 $aCNUM
050 00 $aHG4621$b.D47 2004
082 00 $a332.6/092$aB$222
100 1 $aDerman, Emanuel.
245 10 $aMy life as a quant :$breflections on physics and finance /$cEmanuel Derman.
260 $aHoboken, N.J. :$bWiley,$cc2004.
300 $axi, 292 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references and index.
505 0 $aPrologue: The Two Cultures -- Physics and finance -- What quants do -- The Black-Scholes model -- Quants and traders -- Pure thought and beautiful mathematics can divine the laws of physics -- Can they do the same for finance? -- Elective Affinities -- The attractions of science -- The glory days of particle physics -- Driven by ambitious dreams to Columbia -- Legendary physicists and budding wunderkinder -- Talent versus character, plans versus luck -- Dog Years -- Life as a graduate student -- Wonderful lectures -- T. D. Lee, the brightest star in the firmament -- Seven lean years -- Getting out of graduate school only half-alive -- A Sort of Life -- The priesthood of itinerant postdocs -- Research isn't easy -- Almost perishing, then publishing -- The delirious thrill of collaboration and discovery -- A Sentimental Education -- Oxford's civilized charms -- One physics paper leads to another -- English idiosyncrasies -- The anthroposophists -- The Mandarins -- Research and parenthood on New York's Upper East Side -- A good life, but...the tensions of twin careers -- Knowledge of the Higher Worlds -- A two-city family -- New age meditations -- Karma -- Goodbye to physics -- In the Penal Colony -- The world of industry--working for money rather than love -- The Business Analysis Systems Center at Bell Labs -- A small part of a giant hierarchy -- Creating software is beautiful -- Stop-Time -- Wall Street beckons -- Interviewing at investment banks -- Leaving the Labs -- Transformer -- The Financial Strategies Group at Goldman, Sachs & Co. -- Learning options theory -- Becoming a quant -- Interacting with traders -- A new cast of characters -- Easy Travel to Other Planets -- The history of options theory -- Meeting and working with Fischer Black -- The Black-Derman-Toy model -- Force of Circumstance -- Manners and mores on Wall Street -- The further adventures of some acquaintances -- Volatility is infectious -- A Severed Head -- A troubled year at Salomon Bros -- Modeling mortgages -- Salomon's skill at quantitative marketing -- Mercifully laid off -- Civilization and Its Discontents -- Goldman as home -- Heading the Quantitative Strategies Group -- Equity derivatives -- The Nikkei puts and exotic options -- Nothing beats working closely with traders -- Financial engineering becomes a real field -- Laughter in the Dark -- The puzzle of the volatility smile -- Beyond Black-Scholes: the race to develop local-volatility models of options -- The right model is hard to find -- The Snows of Yesteryear -- Wall Street consolidates -- Clothing goes casual -- Moving from equity derivatives to firmwide risk -- The bursting of the Internet bubble -- Taking my leave -- The Great Pretender -- Full circle, back to Columbia -- Physics and finance redux -- Different endeavors require different degrees of precision -- Financial models as gedanken experiments.
600 10 $aDerman, Emanuel.
650 0 $aInvestment advisors$vBiography.
650 0 $aPhysicists$vBiography.
650 0 $aOptions (Finance)
650 0 $aQuantum theory.
650 0 $aMathematical physics.
949 $aHG 4621 .D47 2004$i31786102273395
994 $a92$bCNU
999 $aHG 4621 .D47 2004$wLC$c1$i31786102273395$d10/6/2008$e7/10/2006 $lCIRCSTACKS$mNULS$q1$rY$sY$tBOOK$u7/19/2005