Emanuel Derman

Q: What Schools Are Affiliated With Emanuel Derman

Emanuel Derman is affiliated with the following schools: University of Cape Town, University of Colorado, Columbia University

Emanuel Derman's AcademicInfluence.com Rankings

Emanuel Derman

Physics

#429

World Rank

#751

Historical Rank

#205

USA Rank

physics Degrees

Emanuel Derman

Economics

#626

World Rank

#761

Historical Rank

#364

USA Rank

Financial Economics

#20

World Rank

#20

Historical Rank

#10

USA Rank

economics Degrees

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Physics
Economics

Emanuel Derman's Degrees

PhD Theoretical Physics University of Colorado
Bachelors Physics University of Cape Town

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

Number of citations in a given year to any of this author's works

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

Published Works

A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990) (928)
A Guide to Volatility and Variance Swaps (1999) (439)
More than You ever Wanted to Know about Volatility Swaps (1999) (359)
STOCHASTIC IMPLIED TREES: ARBITRAGE PRICING WITH STOCHASTIC TERM AND STRIKE STRUCTURE OF VOLATILITY (1998) (274)
Static Options Replication (1995) (206)
Implied Trinomial Tress of the Volatility Smile (1996) (107)
Enhanced Numerical Methods for Options with Barriers (1995) (73)
My Life as a Quant: Reflections on Physics and Finance (2004) (56)
The perception of time, risk and return during periods of speculation (2002) (54)
Flavor unification, tau decay, and b decay within the six-quark--six-lepton Weinberg-Salam model (1979) (52)
Parity violating asymmetries in polarized electron scattering (1979) (47)
The Financial Modelers' Manifesto (2009) (43)
(SU/sub 2/ x U/sub 1/) x S/sub n/ flavor dynamics and a bound on the number of flavors (1979) (39)
Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life (2011) (31)
Laughter in the Dark-The Problem of the Volatility Smile (2003) (29)
Beware of Economists Bearing Greek Symbols (2005) (27)
Tests for a weak neutral current in l+- n ---> l+- anything at high energy (1973) (16)
Electron-Muon Permutation Symmetry and Multiplicatively Conserved Lepton Number in Gauge Theories (1977) (16)
Persistent threshold effects characterizing dimuon and hadron distributions due to charmed particle production by neutrinos (1976) (15)
Strike-Adjusted Spread: A New Metric for Estimating the Value of Equity Options (1999) (15)
Dimuon pairs as a signal for neutral heavy-lepton production (1975) (13)
Spontaneously broken e-μ-τ symmetry and rare τ decays☆ (1978) (12)
A simple equation solver and its application to financial modelling (1984) (11)
The Volatility Smile (2016) (9)
Valuing Models and Modeling Value (1996) (8)
Metaphors, Models & Theories (2010) (7)
Parity violation in polarized-electron—deuteron scattering without the parton model (1979) (7)
A Guide for the Perplexed Quant (2000) (6)
Composite quarks and leptons and the Higgs boson mass (1980) (6)
HEQS — A hierarchical equation solver (1985) (5)
$mu$$sup +$$mu$$sup -$ distributions from the production of a new hadron in neutrino scattering (1975) (5)
A Simple Model for the Expected Premium for Hedge Fund Lockups (2007) (4)
A stochastic-difference-equation model for hedge-fund returns (2010) (4)
Dynamical model for light composite fermions (1981) (3)
Reflections on Fischer (1996) (3)
A STOCHASTIC-DIFFERENCE-EQUATION MODEL FOR HEDGE-FUND RELATIVE RETURNS (2009) (3)
Unruly humans vs the lust for order (2011) (3)
Trading Volatility (2019) (2)
The Principles and Practice Of Verifying Derivatives Prices (2001) (2)
PDF) Guess My Number Game Riddles (PDF) 1953 Chrysler Windsor Engine Wiring Diagrams (PDF) Contemporary Abstract Algebra Gallian Solutions Manual (PDF) Cocaine An Unauthorized Biography Dominic Streatfeild (PDF) Modelsbehavingbadly Why Confusing Illusion With Reality Can Lead To Disaster On (2016) (1)
The Great Pretender (2001) (1)
Principles of Financial Engineering (a review) (2005) (1)
Reshaping Equity Returns Using Options (1997) (1)
Financial engineering at Columbia University (2012) (1)
11. The Right Way to Use Models (2019) (1)
Difficulties in detecting a T-violating charmed weak current in neutrino scattering (1976) (1)
Heavy neutral leptons as a source of dimuons in neutrino scattering (1975) (0)
Local Volatility Models (2016) (0)
Qualitative & Quantitative Derivatives Risk Management (2001) (0)
About Volatility Swaps (1999) (0)
Jump-Diffusion Models of the Smile: Introduction (2016) (0)
Auto-Stati for the People : Risk-Minimizing Hedges (2009) (0)
ロ-カル・ボラティリティ曲面--指数オプション価格に含まれる情報 (1998) (0)
Some Useful Derivatives of the Black‐Scholes‐Merton Model (2016) (0)
Cranks, Academics & Practitioners (2002) (0)
The Legacy of Fischer Black (a review) (2006) (0)
No-Arbitrage Bounds on the Smile (2016) (0)
Consequences of Local Volatility Models (2016) (0)
Heavy neutral lepton as a source of dimuons in high-energy neutrino scattering (1975) (0)
Tests for a weak neutral current in l$sup +-$ + N $Yields$ l$sup +-$ + anything at high energy (1972) (0)
Introducing Stochastic Volatility Models (2016) (0)
Local Volatility Models: Hedge Ratios and Exotic Option Values (2016) (0)
Some Final Remarks on Local Volatility Models (2016) (0)
Variance Swap Piecewise-Linear Replication (2016) (0)
Static and Dynamic Replication (2016) (0)
Remembering Mark Rubinstein (2019) (0)
Knowing the World (2013) (0)
Feynman And Freud, What Graduate Schools Do Not Teach You (2005) (0)
Stochastic Volatility Models: The Smile with Mean Reversion and Correlation (2016) (0)
A Stochastic Model for Hedge Fund Relative Returns (2008) (0)
The Principle of Replication (2016) (0)
A Survey of Smile Models (2016) (0)
The Effect of Discrete Hedging on P&L (2016) (0)
The P&L of Hedged Option Strategies in a Black-Scholes-Merton World (2016) (0)
The Effect of Transaction Costs on P&L (2016) (0)
Approximate Solutions to Some Stochastic Volatility Models (2016) (0)
Patterns of Volatility Change (2016) (0)
The Boy's Guide to Pricing & Hedging (2002) (0)
Stochastic Volatility Models: The Smile for Zero Correlation (2016) (0)
Answers to End-of-Chapter Problems (2016) (0)
The Smile: Stylized Facts and Their Interpretation (2016) (0)
Acceptance Speech on Receipt of Financial Engineer of the Year Award (2000) (0)
Introduction: New Systemic Risks (2016) (0)
Models (2009) (0)
Nine Billion Ways to Get Snowed (2002) (0)
Implied Distributions and Static Replication (2016) (0)
MASSIVE MUON PAIR PRODUCTION IN HADRON--HADRON COLLISIONS. (1972) (0)
The Binomial Model and its Extensions (2016) (0)
POWs: Physicists on Wall Street (2006) (0)
A Stylized History of Volatility (2022) (0)
Variance Swaps: A Lesson in Replication (2016) (0)
The Principles and Practice of Derivatives Price Verification (2001) (0)
Weak Static Replication (2016) (0)

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Other Resources About Emanuel Derman

What Schools Are Affiliated With Emanuel Derman?

Emanuel Derman is affiliated with the following schools:

Emanuel Derman's Academic­Influence.com Rankings

Emanuel Derman's Degrees

Why Is Emanuel Derman Influential?

Emanuel Derman's Published Works

Published Works

Other Resources About Emanuel Derman

What Schools Are Affiliated With Emanuel Derman?

Emanuel Derman's AcademicInfluence.com Rankings