Emanuel Derman
id:
emanuel-derman-188-11590214
title:
Emanuel Derman
text:
Emanuel Derman is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book My Life as a Quant: Reflections on Physics and Finance. He is a co-author of Black–Derman–Toy model, one of the first interest-rate models, and the Derman–Kani local volatility or implied tree model, a model consistent with the volatility smile. Derman, who first came to the U.S. at age 21, in 1966, is currently a professor at Columbia University and Directo
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Emanuel_Derman
date created:
2005-12-08T08:39:12Z
date modified:
2024-09-09T12:03:10Z
main entity:
{"identifier":"Q530006","url":"https://www.wikidata.org/entity/Q530006"}
image:
fields total:
13
integrity:
14