My life is a quant: reflections on physics and finance
Derman, Emanuel
My life is a quant: reflections on physics and finance - 1st ed. - New Jersey John Wiley & Sons 2004 - xi, 292 p. 23 cm
Suggested by Prof. Diptiranjan Mahapatra
Part I Overview; Ch 1 Elective affinities; Simplex Method and Sensitivity Analysis.; Duality and Post-Optimal Analysis.; Transportation Model and Its Variants.; Network Models.; Advanced Linear Programming.; Goal Programming.; Heuristic Programming.; Traveling Salesperson Problem (TSP).; Deterministic Dynamic Programming.; Deterministic Inventory Models.; Review of Basic Probability.; Decision Analysis and games.; Probabilistic Inventory models.; Queuing Systems.; Queuing Systems.; Simulation Modeling.; Classical Optimization Theory.
My Life as a Quant is Derman's account of his search for answers as he undergoes his transformation from ambitious young scientist to managing director. His book is simultaneously wide-ranging and personal. He tells the story of his passage between two wo
9780470192733
Derman, Emanuel
Financial advisors -- Biography
Investment advisors -- Biography
Options (Finance)
Options (Finance) --Prices --Mathematical models
Physicists -- Biography
332.6092 DER
My life is a quant: reflections on physics and finance - 1st ed. - New Jersey John Wiley & Sons 2004 - xi, 292 p. 23 cm
Suggested by Prof. Diptiranjan Mahapatra
Part I Overview; Ch 1 Elective affinities; Simplex Method and Sensitivity Analysis.; Duality and Post-Optimal Analysis.; Transportation Model and Its Variants.; Network Models.; Advanced Linear Programming.; Goal Programming.; Heuristic Programming.; Traveling Salesperson Problem (TSP).; Deterministic Dynamic Programming.; Deterministic Inventory Models.; Review of Basic Probability.; Decision Analysis and games.; Probabilistic Inventory models.; Queuing Systems.; Queuing Systems.; Simulation Modeling.; Classical Optimization Theory.
My Life as a Quant is Derman's account of his search for answers as he undergoes his transformation from ambitious young scientist to managing director. His book is simultaneously wide-ranging and personal. He tells the story of his passage between two wo
9780470192733
Derman, Emanuel
Financial advisors -- Biography
Investment advisors -- Biography
Options (Finance)
Options (Finance) --Prices --Mathematical models
Physicists -- Biography
332.6092 DER