My life is a quant: reflections on physics and finance
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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 | Item type | Current library | Collection | Call number | Status | Date due | Barcode |
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FMS Library
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General | 332.6092 DER (Browse shelf(Opens below)) | Available | M001989 |
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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
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