TY - BOOK AU - Derman, Emanuel TI - My life is a quant: reflections on physics and finance SN - 9780470192733 U1 - 332.6092 DER PY - 2004/// CY - New Jersey PB - John Wiley & Sons KW - Derman, Emanuel KW - Financial advisors -- Biography KW - Investment advisors -- Biography KW - Options (Finance) KW - Options (Finance) --Prices --Mathematical models KW - Physicists -- Biography N1 - 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 N2 - 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 ER -