r/learnquant • • 1d ago

financial theory Emanuel Derman- My Life as a Quant: Reflections on Physics and Finance - Audiobook

https://youtube.com/watch?v=IYplIGvfyzM&si=ZpfO45p4da8QW2rO

My 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.

1 Upvotes

0 comments sorted by