Derman's book: "My Life as a Quant"


Baruch MFE Director
Excellent reading, highly recommended.

Excerpt from an email from an alum about the book:

``Read the Derman book "My Life as a Quant" a little while back - I would highly recommend for any prospective students looking for perspective on exactly what "quant" finance is and how it might relate to a prior career in hard sciences/math."
I read this book a week before the interview with Dan :) That's why I could say something when he asked what is a call option is ;)