Emanuel Derman

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South African economist

Emanuel Derman's Academic­Influence.com Rankings

Emanuel Derman
World Rank
Historical Rank
USA Rank
physics Degrees
Emanuel Derman
World Rank
Historical Rank
USA Rank
Financial Economics
World Rank
Historical Rank
USA Rank
economics Degrees
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Emanuel Derman's Degrees

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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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

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What Schools Are Affiliated With Emanuel Derman?

Emanuel Derman is affiliated with the following schools: