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My life is a quant: reflections on physics and finance

By: Derman, EmanuelMaterial type: Text

TextPublication details: New Jersey John Wiley & Sons 2004Edition: 1st edDescription: xi, 292 p. 23 cmISBN: 9780470192733Subject(s): Derman, Emanuel | Financial advisors -- Biography | Investment advisors -- Biography | Options (Finance) | Options (Finance) --Prices --Mathematical models | Physicists -- BiographyDDC classification: 332.6092 DER

Contents:

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.

Summary: 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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	FMS Library	General	332.6092 DER (Browse shelf(Opens below))	Available		M001989

Suggested by Prof. Diptiranjan Mahapatra

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

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