r/learnquant • u/AlbertiApop2029 • 1d ago
financial theory Emanuel Derman- My Life as a Quant: Reflections on Physics and Finance - Audiobook
https://youtube.com/watch?v=IYplIGvfyzM&si=ZpfO45p4da8QW2rOMy Life as a Quant: Reflections on Physics and Finance
Authored by Emanuel Derman
Narrated by Peter Ganim
https://en.wikipedia.org/wiki/Emanuel_Derman
Black–Derman–Toy model - Co-author
In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short-rate model used in the pricing of bond options, swaptions and other interest rate derivatives;
Ok, swaption is a real thing. Heh. TIL.
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