Recent content by sheindele

Derman's boss is Cornell ORIE grad :) Actually, I do not argue that OR is better than Physics. Frankly, someone who is looking for a PhD thesis in Math finance or finance engineering should be looking at research topics and faculty at various places and find the best fit for his/her interests...

why do nonOR people always say much against OR? Just a bit of trivia... I assume the audience here is famillar with HJM model... Well, HJM stands for Heath Jarrow Morton. Heath was a professor at Cornell ORIE (he went to CMU in 1997), Jarrow is still a finance professor at Cornell B-school...