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{{review|Models.Behaving.Badly|Emanuel Derman | {{a|book review|}}{{br|Models.Behaving.Badly}}<br>{{author|Emanuel Derman}}<br>''First published on February 22, 2012'' | ||
===Nice Title. Shame about the song=== | |||
{{author|Emanuel Derman}} is a “quant” of illustrious pedigree: not only a 20-year veteran of [[Goldman Sachs]] (say what you like about the [[vampire squid]] but over the last couple of decades Goldman’s financial analysts have consistently been the smartest guys in the room), but also a close colleague of nobel laureate {{author|Fischer Black}}, co-inventor with {{Author|Myron Scholes}} of the (in)famous [[Black-Scholes option pricing model|Black Scholes option pricing model]]. | {{author|Emanuel Derman}} is a “quant” of illustrious pedigree: not only a 20-year veteran of [[Goldman Sachs]] (say what you like about the [[vampire squid]] but over the last couple of decades Goldman’s financial analysts have consistently been the smartest guys in the room), but also a close colleague of nobel laureate {{author|Fischer Black}}, co-inventor with {{Author|Myron Scholes}} of the (in)famous [[Black-Scholes option pricing model|Black Scholes option pricing model]]. | ||
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What we are left with is really a low-level, idiosyncratic grumble. There are better books written on this and similar subjects: Mandelbrot’s {{br|The (Mis)behaviour of Markets}} remains the technical classic, and {{author|Nassim Taleb}}'s {{br|The Black Swan: The Impact of the Highly Improbable}} a more entertaining popular entry. Not quite sure where this fits between. | What we are left with is really a low-level, idiosyncratic grumble. There are better books written on this and similar subjects: Mandelbrot’s {{br|The (Mis)behaviour of Markets}} remains the technical classic, and {{author|Nassim Taleb}}'s {{br|The Black Swan: The Impact of the Highly Improbable}} a more entertaining popular entry. Not quite sure where this fits between. | ||
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*{{br|When Genius Failed}} | *{{br|When Genius Failed}} | ||
*{{br|Inventing Money}} | *{{br|Inventing Money}} | ||