Emanuel Derman

Most Influential Person

South African economist

Why Is Emanuel Derman Influential?

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According to Wikipedia, Emanuel Derman is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book My Life as a Quant: Reflections on Physics and Finance. He is a co-author of Black–Derman–Toy model, one of the first interest-rate models, and the Derman–Kani local volatility or implied tree model, a model consistent with the volatility smile.

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Emanuel Derman's Published Works

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What Schools Are Affiliated With Emanuel Derman?

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