A guide for the perplexed quant

E. Derman

Quantitative Finance, 2001, vol. 1, issue 5, 476-480

Abstract: Quantitative financial modelling seems to employ both the language and techniques of physics, but how similar are the two disciplines? Emanuel Derman comments on the practice of financial modelling and the environment in which it is done.

Date: 2001
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DOI: 10.1080/713665869

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