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Emanuel Derman’s Guide for the Perplexed Quant

I came across and was reading Emanuel Derman’s article titled “A Guide for the Perplexed Quant“. Emanuel Derman is one of the originators of the Black-Derman-Toy interest rate model and the Derman-Kani local volatility model, and was a Managing Director at Goldman Sachs running its quantitative strategies research group. He is now a professor at … Continue reading

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