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
Leda by Noguchi
Leda - The Noguchi Museum
www.noguchi.org
From an article by JM Coetzee on Robert Meusel that I stumbled on
PSA (obvious, but just in case): no one uses Black-Litterman. Don’t waste time on this. Don’t teach this (I am working on a course for Columbia and will work to remove it). Don’t do complicated things.
The Desalination Edition and the Gulf States https://open.substack.com/pub/whyisthisinteresting/p/the-desalination-edition?utm_campaign=post&utm_medium=email