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
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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
Melnichenko is of course talking his own book. And also pretentious BS abt how quantum mechanics taught him about politics. He’s been a wily guy his whole life.
One of the few matchups where I feel for both teams and I’ll feel sorry whoever wins.
They seek him here, they seek him there,
Those Frenchies use him everywhere.
Is he in heaven? Or is he in hell?
That demmed, elusive Pimpernel!