Simplified!
A lecture series in memory of Peter Carr
"A Stylized History of Quantitative Finance"
Featuring Emanuel Derman
Wednesday, December 4
6:30 pm to 7:30 pm
(in person)
MoMath is pleased to announce the 2024 edition of Simplified, a lecture honoring the memory of Peter Carr, a Founding Trustee of the National Museum of Mathematics.
The evolution of a quantitative approach to finance has proceeded through many small but significant steps and occasional large epiphanies. Join quantitative analyst, author, and professor Emanuel Derman and learn how, over the past 70 years, financial models have helped us quantify many principles of finance. Derman, a theoretical-physicist-turned-quant, had a celebrated career, first at AT&T Bell Laboratories, then running quantitative strategies on Wall Street. He was a managing director at Goldman Sachs, where he developed several models that have become widely used industry standards; he served as Head of Risk and partner at KKR Prisma Capital Partners; and he is currently Professor Emeritus of Financial Engineering at Columbia University. His book, My Life as a Quant: Reflections on Physics and Finance, was one of Business Week‘s top ten books of the year in 2004.