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这是一本关于金融计量分析师成长经历和思想感悟的一本书,该书作者 伊曼努尔 德尔 现在是哥伦比亚orie系主任。大家之手,不仅内容丰富而广度,而且极富见解和深度。
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以下引自豆瓣书评
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.
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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.
下载地址
http://wenku.baidu.com/view/c8d9e538580216fc700afd5f.html |