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Derman, Emanuel
Libros de: Derman, Emanuel
Mostrando 3 libros encontrados. (1 páginas).
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The Volatility Smile
Derman, Emanuel Miller, Michael B. Park, David
Wiley & Sons Ltd. (2016)
- EAN: 9781118959169
- Páginas: 528
- Fecha de edición: 2016
pvp.84,95 €
Disponible entre 11 y 20 dias
The Volatility Smile The 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 ...
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Models Behaving Badly "Why Confusing Illusion with Reality Can Lead to Disaster, on Wal"
Derman, Emanuel
Wiley & Sons Ltd. (2011)
- EAN: 9781119967163
- Páginas: 240
- Fecha de edición: 2011
pvp.21,95 €
Disponible entre 11 y 20 dias
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 ...
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My Life As a Quant.
Derman, Emanuel
Wiley & Sons Ltd. (2008)
- EAN: 9780470192733
- Páginas: 304
- Fecha de edición: 2008
pvp.18,50 €
Disponible entre 11 y 20 dias
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 ...
