Shows
pplpodThe Pulse of the Market: Decoding Volatility, from the "Rule of 16" to the "Volfefe" IndexIs market volatility just a measure of fear, or is it a mathematical certainty? In this episode, we define financial volatility as the degree of variation in trading prices over time, usually measured by the standard deviation of logarithmic returns. We break down the crucial difference between "actual" volatility (past and present) and "implied" volatility, which looks forward using derivative prices.Listeners will learn practical tools like the "Rule of 16," a mental math trick to estimate annualized volatility from daily movements. We also explore the "volatility tax," which acts as a drag on your compound annual growth...
2025-12-2942 min
We Study Billionaires - The Investor’s Podcast NetworkRWH062: Bubble Warning w/ Jim GrantWilliam Green chats with Jim Grant, famed editor of Grant’s Interest Rate Observer. Here, Jim warns that a major market top is forming as exuberance inflates stocks, Bitcoin, and gold. He says it echoes past bubbles and urges extreme caution.
IN THIS EPISODE YOU’LL LEARN:
00:00:00 Intro
00:10:40 Why Jim Grant is fiercely skeptical about Bitcoin.
00:19:25 Why you should be wary of all the hype about Private Equity.
00:35:50 Why Jim expects the AI boom to end in “a panic & a crash.”
00:44:13 Why even the shrewdes...
2025-10-262h 07
LeanReads#2 From Physics Labs to Wall Street | Book My Life as a QuantHow does a brilliant physicist go from exploring the mysteries of the universe to shaping the world of high finance? In this video, we dive deep into “My Life as a Quant” by Emanuel Derman — a unique memoir that traces his incredible journey from particle physics to becoming a pioneering figure in quantitative finance at Goldman Sachs.🔍 You’ll discover: • The struggles and sacrifices behind an academic career in theoretical physics • What drew Derman to Wall Street and how he helped shape modern financial modeling • Key insights into the limits of financial models and the unpredictable nature of markets • Why understanding b...
2025-08-0131 min
Tava DarīšanaFinansējums. Kur dabūt naudu savai uzņēmējdarbībai?Ne vienmēr nauda ir atslēgas faktors biznesa uzsākšanai. Uzņēmējiem nauda būtu jāuztver kā instruments vērtību apmaiņai, nevis kā vērtība pati par sevi. Tāpēc atšķiras uzņēmēja un algota darbinieka viedoklis par naudu – ja darba ņēmējam nauda ir galvenā vērtība, ko tas saņem par savu darbu (alga), uzņēmēja gadījumā nauda ir līdzeklis mērķu sasniegšanai. Ja uzņēmējam ir skaidrība par sava uzņēmuma biznesa modeli un attīstību, nauda plānu realizēšanai atradīsies - ir pieej...
2025-03-0353 min
Fat Tony's PodcastEmanuel Derman - My Life as a CapetonianJoin us as we uncover the intriguing journey of Emanuel Derman, a pioneering figure in quantitative finance. Emanuel shares his compelling transition from a physicist to a quant, offering a firsthand look at how Wall Street came to embrace PhD physicists as essential contributors. Through entertaining anecdotes and insightful reflections, Emanuel illustrates the evolution of the quant profession from a misunderstood curiosity to a celebrated field that reshaped the finance industry.Emanuel recounts encounters with notable figures like Stephen Wolfram and Douglas Hofstadter and discusses the significant contributions of institutions such as Bell Labs. We examine whether...
2025-02-0858 min
QuantSpeakTrading Particles for Portfolios: The Emanuel Derman StorySend us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration with Fisher Black. Derman also gives insight into the integration of science and finance, and shares a sneak peek of his memoir, "Brief Hours and Weeks: My Life as a Capetonian". Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by s...
2024-06-2446 min
Edward M. Brooks Books$PDF$/??READ??/?DOWNLOAD? BOOK Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to13 Minutes Ago - DOWNLOAD PDF NOW: https://satriotanporupo.blogspot.com/?book=B004T4KKP8 ==> Available Formats: #eBook #Audibook #PDF #Kindle #ePub #Mobi
2023-12-2900 min
Michael Covel's Trend FollowingEp. 913: Two Math Guys with Michael Covel on Trend Following RadioMichael reaches back to the archives to combine Nobel Prize winner and mathematician Robert Aumann and mathematician Emanuel Derman to one mega episode. The two guests: Robert Aumann Emanuel Derman
2020-10-231h 24
Embark On Your Day With A Critically-Acclaimed Full Audiobook.My Life as a Quant: Reflections on Physics and Finance by Emanuel DermanPlease visithttps://thebookvoice.com/podcasts/1/audiobook/481988to listen full audiobooks.
Title: My Life as a Quant: Reflections on Physics and Finance
Author: Emanuel Derman
Narrator: Peter Ganim
Format: Unabridged Audiobook
Length: 11 hours 30 minutes
Release date: July 20, 2020
Genres: Accounting & Finance
Publisher's Summary:
Trading desks on Wall Street and hedge funds everywhere increasingly generate their profits using quantitative financial models that rely on advanced mathematics and computers. Investment firms now routinely employ large quant departments staffed by former physicists, mathematicians and computer scientists. Emanuel Derman was one of the first physicists to move to Wall Street, and My Life as a Quant tr...
2020-07-2011h 30
Get Hooked On A Breakthrough Full Audiobook On Your Commute.My Life as a Quant by Emanuel DermanPlease visithttps://thebookvoice.com/podcasts/2/audible/89371to listen full audiobooks.
Title: My Life as a Quant
Author: Emanuel Derman
Narrator: Peter Ganim
Format: mp3
Length: 11 hrs and 30 mins
Release date: 07-09-20
Ratings: 4.5 out of 5 stars, 78 ratings
Genres: Business
Publisher's Summary:
In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Derman details his adventures in this field - analyzing the incompatible personas of traders and quants, and discussing the dissimilar nature of knowledge in physics and finance. Throughout this tale, he also reflects on...
2020-07-0911h 30
Michael Covel's Trend FollowingEp. 648: Thinking Clearly with Michael Covel on Trend Following RadioMichael reaches back in time to explore a mega episode with three of his favorite guests: Salem Abraham, Walter Williams and Emanuel Derman. Salem Andrew Abraham (born 1966) is an American investor, hedge fund manager, and philanthropist. He is the president and founder of Abraham Trading Company, a futures investment firm based in Canadian, Texas. Walter Edward Williams (born March 31, 1936) is an American economist, commentator, and academic. He is the John M. Olin Distinguished Professor of Economics at George Mason University, as well as a syndicated columnist and author known for his classical liberal and libertarian...
2018-04-0900 min
Startup Geometry PodcastEP 020 Helen DeWittHelen DeWitt is the author of The Last Samurai, Lightning Rods, and, with Ilya Gridnef, Your Name Here. The Last Samurai, originally released by Miramax Books in 2000, is being released in a new edition by New Directions in May 2016. For many years, the book was passed along in secondhand copies among cognoscenti, and I’m glad to see it back in print.
Sibylla, a single mother from a long line of frustrated talents, has unusual ideas about child rearing. Yo Yo Ma started piano at the age of two; her son starts at three. J.S.Mill lea...
2016-05-291h 15Startup Geometry PodcastEP 020 Helen DeWittHelen DeWitt is the author of The Last Samurai, Lightning Rods, and, with Ilya Gridnef, Your Name Here. The Last Samurai, originally released by Miramax Books in 2000, is being released in a new edition by New Directions in May 2016. For many years, the book was passed along in secondhand copies among cognoscenti, and I’m glad to see it back in print.
Sibylla, a single mother from a long line of frustrated talents, has unusual ideas about child rearing. Yo Yo Ma started piano at the age of two; her son starts at three. J.S.Mill lea...
2016-05-291h 15
Masters in BusinessInterview With Emanuel Derman: Masters in Business (Audio)Feb. 27 (Bloomberg) -- Bloomberg View columnist Barry Ritholtz interviews Professor Emanuel Derman, He is currently the Director of the MS Program in Financial Engineering in Columbia University's Industrial Engineering and Operations Research Department. He is best known for his work on the Black-Derman-Toy interest-rate model and for developing local volatility models of the implied volatility smile. This interview aired on Bloomberg Radio.See omnystudio.com/listener for privacy information.
2016-02-261h 33Startup Geometry PodcastEP 016 Emanuel DermanEmanuel Derman first had a successful career as a particle physicist, and then an even more successful career on Wall Street, doing advanced mathematical modeling of financial instrument prices and volatility. Currently, he is a professor at Columbia University, where he directs the program in financial engineering. He’s the author of My Life as a Quant and Models.Behaving.Badly.
Today, we talk about the differences between models & theories, finance & physics, and life & experiments. We look under the hood of the Black-Scholes[-Merton] option pricing formula, talk about the gaps in classical and behavioral financial models, and...
2016-01-1152 minStartup Geometry PodcastEP 016 Emanuel DermanEmanuel Derman first had a successful career as a particle physicist, and then an even more successful career on Wall Street, doing advanced mathematical modeling of financial instrument prices and volatility. Currently, he is a professor at Columbia University, where he directs the program in financial engineering. He’s the author of My Life as a Quant and Models.Behaving.Badly.
Today, we talk about the differences between models & theories, finance & physics, and life & experiments. We look under the hood of the Black-Scholes[-Merton] option pricing formula, talk about the gaps in classical and behavioral financial models, and...
2016-01-1152 min
EconTalkEmanuel Derman on Theories, Models, and ScienceEmanuel Derman of Columbia University and author of Models. Behaving. Badly talks with EconTalk host Russ Roberts about theories and models, and the elusive nature of truth in the sciences and social sciences. Derman, a former physicist and Goldman Sachs quant, contrasts the search for truth in the sciences with the search for truth in finance and economics. He critiques attempts to make finance more scientific and applies those insights to the financial crisis. The conversation closes with a discussion of career advice for those aspiring to work in quantitative finance.
2012-03-1259 min
INFORMS Today: The Podcast SeriesModels Behaving BadlyWhat do quantum theory, Schopenhauer, Goethe, and Spinoza have to teach us about the economic disaster of 2007-8? Quite a bit, maintains Emanuel Derman of Columbia University's Industrial Engineering and Operations Research Department. Hear him discuss his new book, Models Behaving Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life.
2012-01-0600 min