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Writer and Professor Emeritus of Financial Engineering at Columbia University

About Me

BOOK

Brief Hours and Weeks: My Life as a Capetonian

BOOK

Models Behaving Badly

BOOK

The Volatility Smile

BOOK

My Life as a Quant

  • J M Coetzee on my new book, Brief Hours and Weeks

    “Brief Hours and Weeks awakes many memories of Cape Town, the city of Emanuel Derman’s youth and mine, as it was half a century ago.…Continue readingJ M Coetzee on my new book, Brief Hours and Weeks

  • A Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

    CHAPTER 9. THE ISLE OF CAPRI … I do like girls, but all I want is for them to like me back, a lot. Dayenu. In Montagu…Continue readingA Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

  • Summertime: An Excerpt from “Brief Hours and Weeks”

    You love a while and when love goesYou try to hide the tears inside with a cheerful pose.But in the hush of night exactly like…Continue readingSummertime: An Excerpt from “Brief Hours and Weeks”

Emanuel Derman on X

Emanuel Derman @emanuelderman.bsky Follow

Books: My Life As A Quant; Models.Behaving.Badly; The Volatility Smile. https://t.co/TamcIy1Isb

EmanuelDerman
Retweet on Twitter Emanuel Derman @emanuelderman.bsky Retweeted
martinmbauer Martin Bauer @martinmbauer ·
13 Jul

AI can't figure out the inverse square law looking at 10M solar systems, Newton figured it out looking at 1

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
23h

"Were I to wish for anything I would not wish for wealth and power, but for the passion of the possible, that eye which everywhere, ever young, ever burning, sees possibility. Pleasure disappoints, not possibility."
Kierkegaard quoted in @FT

emanuelderman Emanuel Derman @emanuelderman.bsky @emanuelderman ·
13 Jul

“The first man who, having enclosed a piece of ground, bethought himself of saying ‘This is mine,’ and found people simple enough to believe him, was the real founder of civil society.” — Locke, by @delong https://open.substack.com/pub/braddelong/p/lecture-roots-of-how-ownership-and?r=2fez&utm_campaign=post&utm_medium=email

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