A Day to Honor Emanuel Derman at his Retirement from Columbia
Program
Emanuel Derman
Writer and Professor Emeritus of Financial Engineering at Columbia University
Latest posts
The GS Quantitative Strategies Papers
On Github github.com
Charcoal Drawing
Charcoal Drawing Nov 20 2025
Excerpt from Chapter 25 of Brief Hours and Weeks: The Red and the Black
… I push open the low front gate to their house. Something happens. As the door opens I register flesh and solidity and a fullness Continue reading Excerpt from Chapter 25 of Brief Hours and Weeks: The Red and the Black
J M Coetzee on my new book, Brief Hours and Weeks
Brief Hours and Weeks awakes many memories of Cape Town, the city of Emanuel Derman s youth and mine, as it was half a century ago. Continue reading J M Coetzee on my new book, Brief Hours and Weeks
A Short Excerpt From Chapter 9 of “Brief Hours and Weeks”
CHAPTER 9. THE ISLE OF CAPRI … I do like girls, but all I want is for them to like me back, a lot. Dayenu. In Montagu Continue reading A Short Excerpt From Chapter 9 of Brief Hours and Weeks
Summertime: An Excerpt from “Brief Hours and Weeks”
You love a while and when love goesYou try to hide the tears inside with a cheerful pose.But in the hush of night exactly like Continue reading Summertime: An Excerpt from Brief Hours and Weeks
Valuing Contracts with Payoffs Based on Realized Volatility
Valuing-Contracts-with-Payoffs-Based-on-Realized-Volati Download
Review of “My Life as a Quant” and “The Quants” by Wight Martindale
This is a review that I just came across from a while back. I like what he says about my long-ago My Life as a Continue reading Review of My Life as a Quant and The Quants by Wight Martindale
Self Portrait
Self Portrait Jan 6 2024