Ebooks d'Emanuel Derman en PDF et EPUB

4 Livre(s)
Télécharger le livre : The Volatility Smile
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The Volatility Smile
Emanuel Derman , Michael B. Miller
The Volatility SmileThe Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option...

Editeur : Wiley
Parution : 2016-08-15
Collection : Wiley Finance
PDF, ePub

80,18 €
Télécharger le livre : My Life as a Quant
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My Life as a Quant
Emanuel Derman
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...

Editeur : Wiley
Parution : 2012-06-12

PDF, ePub

14,35 €
Télécharger le livre : Models. Behaving. Badly.
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Models. Behaving. Badly.
Emanuel Derman
Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models became crucial for Wall Street. The reliance investors put on such quantitative analysis was catastrophic for the economy, setting off the...

Editeur : Wiley
Parution : 2011-10-13

PDF, ePub

24,05 €
Télécharger le livre : My Life as a Quant
Ajouter à ma liste d'envies
My Life as a Quant
Emanuel Derman
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...

Editeur : Wiley
Parution : 2004-09-24

PDF

20,04 €