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A guide for the perplexed quant

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  • E. derman

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.

Suggested Citation

  • E. derman, 2001. "A guide for the perplexed quant," Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 476-480.
    • Handle: RePEc:taf:quantf:v:1:y:2001:i:5:p:476-480
    DOI: 10.1080/713665869
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    Cited by:

    1. Vladislav Kargin, 2005. "Lattice Option Pricing By Multidimensional Interpolation," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 635-647, October.
    2. Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.
    3. Frank J. Fabozzi & Sergio Focardi & Caroline Jonas, 2007. "Trends in quantitative equity management: survey results," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 115-122.
    4. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

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