The Emanuel Derman keynotes attempt to unveil the intricacies of the mathematics behind finance and what factor they play in predicting the financial crisis.
Derman studied at the University of Cape Town before completing a Ph.D in theoretical physics from Columbia University. He conducted research in particle physics for several years at various universities, including the University of Colorado and the University of Oxford after graduate school. He enjoyed a long career at Goldman Sachs as a model developer and as head of the Quantitative Risk Strategies group.
He is currently a professor of financial engineering at Columbia University and Prisma Capital Partners and has recently authored the book Models Behaving Badly, his second title. Derman has received recognition for his career in finance, as the IAFE/Sungard Financial Engineer of Year in 2000.
By comparing the failures of imagination and mathematics, the Emanuel Derman keynotes unmask the secrets behind financial modelling.