Podcast appearances and mentions of emanuel derman

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration with Fisher Black. Derman also gives insight into the integration of science and finance, and shares a sneak peek of his memoir, "Brief Hours and Weeks: My Life as a Capetonian". Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information.

Michael reaches back to the archives to combine Nobel Prize winner and mathematician Robert Aumann and mathematician Emanuel Derman to one mega episode. The two guests: Robert Aumann Emanuel Derman

Michael reaches back in time to explore a mega episode with three of his favorite guests: Salem Abraham, Walter Williams and Emanuel Derman. Salem Andrew Abraham (born 1966) is an American investor, hedge fund manager, and philanthropist. He is the president and founder of Abraham Trading Company, a futures investment firm based in Canadian, Texas. Walter Edward Williams (born March 31, 1936) is an American economist, commentator, and academic. He is the John M. Olin Distinguished Professor of Economics at George Mason University, as well as a syndicated columnist and author known for his classical liberal and libertarian conservative views. Emanuel Derman (born 1945) is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book My Life as a Quant: Reflections on Physics and Finance. Staying within the title of this episode: three clear thinkers.

Emanuel Derman was one of the pioneers of quantitative finance, having gone from studying physics to working on Wall Street in 1985. His memoir, My Life as a Quant, is a must-read book that tracks the evolution of finance in recent decades as it's become more and more driven by mathematics. In the latest episode of Odd Lots, Derman discusses his career, the difference between finance models and physics models, and where Wall Street is going next.

Emanuel Derman was one of the pioneers of quantitative finance, having gone from studying physics to working on Wall Street in 1985. His memoir, My Life as a Quant, is a must-read book that tracks the evolution of finance in recent decades as it's become more and more driven by mathematics. In the latest episode of Odd Lots, Derman discusses his career, the difference between finance models and physics models, and where Wall Street is going next.

Helen DeWitt is the author of The Last Samurai, Lightning Rods, and, with Ilya Gridnef, Your Name Here. The Last Samurai, originally released by Miramax Books in 2000, is being released in a new edition by New Directions in May 2016. For many years, the book was passed along in secondhand copies among cognoscenti, and I'm glad to see it back in print. Sibylla, a single mother from a long line of frustrated talents, has unusual ideas about child rearing. Yo Yo Ma started piano at the age of two; her son starts at three. J.S.Mill learned Greek at three; Ludo starts at four, reading Homer as they travel round and round the Circle Line. A fatherless boy needs male role models; so she plays the film of Seven Samurai as a running backdrop to his childhood. While Sibylla types out back copies of Carpworld to pay the rent, Ludo, aged five, moves on to Hebrew, Arabic and Japanese, aerodynamics and edible insects of the world - they might come in handy, if he can just persuade his mother he's mature enough to know his father's name. He is bound for knowledge of a less manageable sort, not least about his mother's past. And at the heart of the book is the boy's changing relationship with Sibylla - contradictory, touching and tender. Today, we talk about how desperation breeds creativity, why we should all be able to choose our own parents, and the ecosystem of Berlin cafes. A small correction: in our discussion of coffee drinks at Neues Ufer, the drink served in a small ceramic bowl was incorrectly identified as Kremkaffee; the correct drink name is Milchkaffee. Show Notes Helen's website Her blog, paperpools Helen on twitter Her Wikipedia entry Her books: People mentioned:   Edward Tufte, data display guru. Emanuel Derman, Wall Street quant and professor. Previous guest of the show. John Stuart Mill, Victorian polymath. David Bowie, modern polymath.  

Columbia University's Emanuel Derman weighs in on markets not behaving the way they should and being controlled by the central banks on Bloomberg Surveillance with Tom Keene and Michael McKee. Learn more about your ad-choices at https://www.iheartpodcastnetwork.com

Columbia University's Emanuel Derman weighs in on the bell curve model and neo-classical finance on Bloomberg Surveillance with Tom Keene and Michael McKee. Learn more about your ad-choices at https://www.iheartpodcastnetwork.com

Feb. 27 (Bloomberg) -- Bloomberg View columnist Barry Ritholtz interviews Professor Emanuel Derman, He is currently the Director of the MS Program in Financial Engineering in Columbia University's Industrial Engineering and Operations Research Department. He is best known for his work on the Black-Derman-Toy interest-rate model and for developing local volatility models of the implied volatility smile. This interview aired on Bloomberg Radio.

Emanuel Derman first had a successful career as a particle physicist, and then an even more  successful career on Wall Street, doing advanced mathematical modeling of financial instrument prices and volatility. Currently, he is a professor at Columbia University, where he directs the program in financial engineering. He's the author of My Life as a Quant and Models.Behaving.Badly. Today, we talk about the differences between models & theories, finance & physics, and life & experiments. We look under the hood of the Black-Scholes[-Merton] option pricing formula, talk about the gaps in classical and behavioral financial models, and find out what he would change about his life if he could live it again. Show Notes and Links

My guest today is Emanuel Derman, a South African-born businessman and writer, best known as a quantitative analyst. Derman, who first came to the U.S. at age 21, in 1966, is currently a professor at Columbia University and Director of its program in financial engineering. Until recently he was also the Head of Risk and a partner at KKR Prisma Capital Partners, a fund of funds. The topics are his books My Life As A Quant: Reflections on Physics and Finance and Models Behaving Badly. In this episode of Trend Following Radio we discuss: Why economics can be an ‘incestuous' field Economics as a moral science Why all four of the US investment banks were not allowed to go by the wayside Derman's background and his PhD in theoretical physics Derman's early eye-opening experiences at Goldman Sachs Model building, and how Derman was indoctrinated into the world of model building The financial model and science and the physics model and science Short volatility models vs. long volatility models How one estimates risk Models vs. theories Whether Derman finds a certain amount of pushback from others in the academic community Jump in! --- I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show. To start? I'd like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/ You can watch a free video here: https://www.trendfollowing.com/video/ Can't get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast My social media platforms: Twitter: @covel Facebook: @trendfollowing LinkedIn: @covel Instagram: @mikecovel Hope you enjoy my never-ending podcast conversation!

Michael Covel speaks with Emanuel Derman on today’s podcast. Derman is a South African-born businessman and writer, best known as a quantitative analyst. His books include My Life As A Quant: Reflections on Physics and Finance as well as Models Behaving Badly. Derman is a Columbia University professor and formerly at Goldman Sachs. Covel and Derman discuss why economics can be an 'incestuous' field; economics as a moral science; why all four of the US investment banks were not allowed to go by the wayside; Derman’s background and his PhD in theoretical physics; Derman’s early eye-opening experiences at Goldman Sachs; model building, and how Derman was indoctrinated into the world of model building; the financial model and science and the physics model and science; short volatility models vs. long volatility models; how one estimates risk; models vs. theories; whether Derman finds a certain amount of pushback from others in the academic community. For more information on Emanuel Derman, visit emanuelderman.com. Want a free trend following DVD? Go to trendfollowing.com/win.

Emanuel Derman of Columbia University and author of Models. Behaving. Badly talks with EconTalk host Russ Roberts about theories and models, and the elusive nature of truth in the sciences and social sciences. Derman, a former physicist and Goldman Sachs quant, contrasts the search for truth in the sciences with the search for truth in finance and economics. He critiques attempts to make finance more scientific and applies those insights to the financial crisis. The conversation closes with a discussion of career advice for those aspiring to work in quantitative finance.

Emanuel Derman of Columbia University and author of Models. Behaving. Badly talks with EconTalk host Russ Roberts about theories and models, and the elusive nature of truth in the sciences and social sciences. Derman, a former physicist and Goldman Sachs quant, contrasts the search for truth in the sciences with the search for truth in finance and economics. He critiques attempts to make finance more scientific and applies those insights to the financial crisis. The conversation closes with a discussion of career advice for those aspiring to work in quantitative finance.

What do quantum theory, Schopenhauer, Goethe, and Spinoza have to teach us about the economic disaster of 2007-8? Quite a bit, maintains Emanuel Derman of Columbia University's Industrial Engineering and Operations Research Department. Hear him discuss his new book, Models Behaving Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life.