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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

ISBN: 9780470192733

Subjects--Topical Terms:
Derman, Emanuel
Financial advisors -- Biography
Investment advisors -- Biography
Options (Finance)
Options (Finance) --Prices --Mathematical models
Physicists -- Biography

Dewey Class. No.: 332.6092 DER