Emanuel Derman
![Derman in July 2013](https://upload.wikimedia.org/wikipedia/commons/7/70/Emanuel_Derman%2C_July_2013.jpg)
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 Director of its program in financial engineering. Until recently he was also the Head of Risk and a partner at KKR Prisma Capital Partners, a fund of funds. His book ''My Life as a Quant: Reflections on Physics and Finance'', published by Wiley in September 2004, was one of Business Week's top ten books of the year for 2004. In 2011, he published ''Models.Behaving.Badly'', a book contrasting financial models with the theories of hard science, and also containing some autobiographical material. Provided by Wikipedia
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Published: 2016.
Superior document: Wiley Finance Series
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Published: [2019]
Superior document: Title is part of eBook package: De Gruyter Columbia University Press Complete eBook-Package 2019
Links: Get full text; Get full text; Cover