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
The polls perhaps show people who don't like Trump but the ones I know will abstain rather than vote for a Democrat
There are people who are perverts (I'm not using it in the sexual context) in the total and truest sense of the word: they are driven to convert every good thing in every field of human endeavor to its opposite, for pleasure. There is no other explanation for his/their actions
The people I know most shocked by oligarchs and Don Jr wedding (it’s small potatoes) are the ones who “ liked his policies even if they were not crazy about him”. I scorn their self-serving indignation
Recommending two things
Ooga Booga by Seidel
Pnin by Nabokov. Very funny