作者介绍:Emanuel Derman Emanuel Derman is a principal and Head of Risk at Prisma Capital Partners and a professor and Director of the Program in Financial Engineering at Columbia University. He was formerly a managing director at Goldman, Sachs & Co., which he joined in 1985 after an initial career in academic life and at AT&T Bell Laboratories. He is the co-creator of the widely used Black-Derman-Toy interest rate model and the Derman_Kani local volatility model. Among his many awards and honors, he was named the SunGard/IAFE Financial Engineer of the Year in 2000 and was appointed to the Risk Hall of Fame in 2002. He has a PhD in theoretical physics from Columbia University and is the author of numerous articles in elementary particle physics, computer science, and finance. |
Prologue: The Two Cultures. Chapter 1. Elective Affinities. Chapter 2. Dog Years. Chapter 3. A Sort of Life. Chapter 4. A Sentimental Education. Chapter 5. The Mandarins. Chapter 6. Knowledge of the Higher Worlds. Chapter 7. In the Penal Colony. Chapter 8. Stop-Time. Chapter 9. Transformers. Chapter 10. easy Travel to Other Planets. Chapter 11. Force of Circumstance. Chapter 12. AQ Severed Head. Chapter 13. Civilization and Its Discontents. Chapter 14. Laugher in the Dar. Chapter 15. The Snows of Yesteryear. Chapter 16. the Great Pretender. Acknowledgements. About the Author. Index. |
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