Writer and Professor Emeritus of Financial Engineering at Columbia University
BOOK
Brief Hours and Weeks: My Life as a Capetonian
BOOK
Models Behaving Badly
BOOK
The Volatility Smile
BOOK
My Life as a Quant
-
Why Is This Interesting? – The Tetragrammaton Edition
A single name–Bjork or Madonna–is grand. A single name with its own name is even grander.
Emanuel Derman on X
Feynman’s brilliant account of “inadequate explanations” à la Spinoza, and his description of the diff between theory and model. A theory is adequate, self contained, e.g Maxwell eqs. A model is inadequate, an endless chain of causes @ole_b_peters
https://x.com/heyrohhit/status/2112056347608907939/video/1?s=61
@EmanuelDerman The wonderful version of Sun’s Unix, Solaris, is still available and is open source: Illumos and other distributions like Tribblix (my choice)
1/2
You Can’t Know Everything, by @lionel_trolling
"It makes sense that a neurotic person would become so fascinated with those who seem to be extremely certain about everything, because that’s exactly what they lack and seek.
…
You Can’t Know Everything
Nathan Fielder and Psychoanalysis
open.substack.com
@lionel_trolling 1/2 …
"But neurotic people are healthier in the sense that they may seem to suffer more but come to realize there is no final answer, that there is always ambiguity about ourselves and others, and you have to learn to tolerate that—and even to make a joke out of it."
EOF
@EmanuelDerman Scott McNealy is a genuinely world class gentleman. My mom was on the board of Sun for many years and I think the pleasure of working with him is the reason she stayed so long…