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A guide for the perplexed quant
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.
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| Published in: | Quantitative finance 2001-05, Vol.1 (5), p.476-480 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Citations: | Items that cite this one |
| Online Access: | Get full text |
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| Summary: | 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. |
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| ISSN: | 1469-7688 1469-7696 |
| DOI: | 10.1080/713665869 |