Wednesday, November 02, 2005
Book Review: My Life as a Quant
Spent a good part of my weekend reading through the autobiography of Derman. This book really didn’t start to talk about quantitative finance until over 1/3 of the way through the book. Up to that point it was a biography of a physicist. He gave an inside look at the life inside academia for a ph.d. student, several postdocs including one at Oxford, time at Bell Labs back when they were relevant, and his time at Goldman and Saloman. I enjoyed reading it but it really was more of an autobiography than a book about the math. if you’re considering a life on wall street as a quant this would be a great read, if you want to know more about the math stick with the Mandelbrot book reviewed below.