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South African economist and physicist
Emanuel Derman (born 1945) is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book
Emanuel_Derman
Topics referred to by the same term
Derman may refer to: Cyrus Derman (1925-2011), American mathematician Emanuel Derman (born 1946), South African financial mathematician Vergie Derman
Derman
Short-rate model in mathematical finance
and is still widely used. The model was introduced by Fischer Black, Emanuel Derman, and William (Bill) Toy. It was first developed for in-house use by
Black–Derman–Toy_model
Use of mathematical and statistical methods in finance
additional to classic derivatives; see contingent claim analysis. Emanuel Derman's 2004 book My Life as a Quant helped to both make the role of a quantitative
Quantitative analysis (finance)
Quantitative_analysis_(finance)
Mathematical model of financial markets
formula in 1967 but kept it to himself to make money for his investors. Emanuel Derman and Taleb have also criticized dynamic hedging and state that a number
Black–Scholes_model
Application of mathematical and computational practices in finance
engineering from financial engineering. A gentler criticism came from Emanuel Derman who heads a financial engineering degree program at Columbia University
Financial_engineering
Degree of variation of a trading price series over time
is not observed in real markets. Amongst more realistic models are Emanuel Derman and Iraj Kani's and Bruno Dupire's local volatility, Poisson process
Volatility_(finance)
management and quantitative finance written by financial engineers Emanuel Derman and Paul Wilmott. The manifesto includes a Modelers' Hippocratic Oath
Financial_Modelers'_Manifesto
American financial economist (1938–1995)
the Fixed Income Analysts Society Hall of Fame, with his colleague Emanuel Derman conducting the ceremonies and delivering the inductee speech. The advisory
Fischer_Black
Academic discipline concerned with the exchange of money
representative. Prominent and earlier criticism is from Benoit Mandelbrot, Emanuel Derman, Paul Wilmott, Nassim Taleb, and others. Well known popularizations
Financial_economics
of Economy and Finance of Spain (1986–1988) Emanuel Derman – South African co-developer of the Black-Derman-Toy model Vladimír Dlouhý – Minister of Industry
List of former employees of Goldman Sachs
List_of_former_employees_of_Goldman_Sachs
Application of mathematical and statistical methods in finance
best irrelevant, and, at worst, dangerously misleading. Wilmott and Emanuel Derman published the Financial Modelers' Manifesto in January 2009 which addresses
Mathematical_finance
British quantitative analyst (born 1959)
even worse". Reflecting his concerns, in 2009 Wilmott and fellow quant Emanuel Derman co-authored the Financial Modelers' Manifesto, which lays out a series
Paul_Wilmott
Three-factor short-rate model for interest-rate dynamics
Stephen A. Ross, Darrell Duffie, John Hull, Robert A. Jarrow, and Emanuel Derman as a major term structure model. Different variants of Chen model are
Chen_model
Chicago Board Options Exchange Volatility index
About When We Talk About Volatility. Relatedly,[verification needed] Emanuel Derman has expressed disillusion with empirical models that are unsupported
VIX
Lack of quantifiable knowledge in economics
bricolage are well-known ideas). Information asymmetry Perfect information Emanuel Derman § Models.Behaving.Badly There are known knowns Uninformative prior Knight
Knightian_uncertainty
Risk class in finance
(instead over-relying on expert judgment) as a type of model risk. Emanuel Derman describes various types of model risk that arise from using a model:
Model_risk
English expression
financial models, essay and book review of Models Behaving Badly by Emanuel Derman. Review by Burton Malkiel, WSJ, December 14, 2011 [1] Andrew Lo (MIT
Physics_envy
Right to buy or sell a certain thing at a later date at an agreed price
volatility is a constant. The concept was developed when Bruno Dupire and Emanuel Derman and Iraj Kani noted that there is a unique diffusion process consistent
Option_(finance)
Method for evaluating stock options that divides time into discrete intervals
Calculating the Greeks in the Binomial Model[permanent dead link]. Emanuel Derman, Iraj Kani, and Neil Chriss (1996). Implied Trinomial Trees of the Volatility
Lattice_model_(finance)
List of notable quantitative analysts
inventors of the Cox-Ross-Rubinstein model. Emanuel Derman, (born 1945), particle physicist, co-author of Black–Derman–Toy model. Richard A. Epstein, (1927–2016)
List_of_quantitative_analysts
American physicist
Physics Workplaces Columbia University Princeton University Doctoral advisor Tsung-Dao Lee Doctoral students Emanuel Derman Yuefan Deng Adrian Kaehler
Norman_Christ
Derivative which is more complex than commonly traded products
types of derivatives Archived January 15, 2012, at the Wayback Machine "Emanuel Derman" (PDF). Archived from the original (PDF) on 2012-03-12. Retrieved 2012-03-15
Exotic_derivative
Option pricing model
consistent with option markets was developed when Bruno Dupire and Emanuel Derman and Iraj Kani noted that there is a unique diffusion process consistent
Local_volatility
Implied volatility patterns that arise in pricing financial options
distribution characteristics of stock returns https://arxiv.org/abs/2312.02472 Emanuel Derman, The Volatility Smile and Its Implied Tree (RISK, 7-2 February 1994
Volatility_smile
Option to trade bonds at a certain price
Valuing Convertible Bonds as Derivatives, Goldman Sachs (authors include Emanuel Derman and Piotr Karasinski) The Valuation and Calibration of Convertible Bonds
Bond_option
Association of science and technology professionals
Croak, Satyajit Das, Richard Dawkins, Aubrey De Grey, Daniel Dennett, Emanuel Derman, Keith Devlin, Rolf Dobelli, George Dyson, David Eagleman, Brian Eno
Edge.org
Modeling financial systems
and by traders and risk managers using their models. Notable here are Emanuel Derman and Paul Wilmott, authors of the Financial Modelers' Manifesto. Some
Financial_modeling
Humanities Medal; director of American Studies at Columbia University Emanuel Derman—professor and director of Columbia's financial engineering program,
List of Columbia University people
List_of_Columbia_University_people
School of Columbia University in New York
Traub, founding chairman of the computer science department at Columbia Emanuel Derman, professor and director of Columbia's financial engineering program
Fu Foundation School of Engineering and Applied Science
Fu_Foundation_School_of_Engineering_and_Applied_Science
(1936–2010), archaeologist and professor at the University of Stellenbosch Emanuel Derman, Goldman Sachs financial engineer and author of My Life As A Quant Jonathan
List of alumni of the University of Cape Town
List_of_alumni_of_the_University_of_Cape_Town
American mathematician
the summer in the Quantitative Strategies group of Emanuel Derman at Goldman Sachs. In 1994, Derman and Kani published a paper that showed how to fit a
Neil_Chriss
Jr. 2001 Andrew Lo 2001 Myron S. Scholes (Lifetime Achievement) 2000 Emanuel Derman 1999 John C. Hull 1998 John C. Cox 1997 Robert A. Jarrow 1996 Stephen
International Association for Quantitative Finance
International_Association_for_Quantitative_Finance
University (MSc 1978) and earned his PhD at Yale University (1984). Derman, Emanuel. "Emanuel Derman" (PDF). Ederman.com. Archived from the original (PDF) on 21
Piotr_Karasinski
Snow in Havana 2003 Aron Ralston Between a Rock and a Hard Place 2004 Emanuel Derman My Life as a Quant: Reflections on Physics and Finance 2004 Anthony
List_of_autobiographies
Jewish education organization in South Africa
Peter Gross member of the Court of Appeal of England and Wales. Prof Emanuel Derman quantitative analyst, and author of the book My Life as a Quant: Reflections
United_Herzlia_Schools
Estimated potential loss for an investment under a given set of conditions
2026. Kolman, Joe; Onak, Michael; Jorion, Philippe; Taleb, Nassim; Derman, Emanuel; Putnam, Blu; Sandor, Richard; Jonas, Stan; Dembo, Ron; Holt, George;
Value_at_risk
Type of option contract in finance
advantages. A simple approach of binomial tree option pricing also applies. Derman, Emanuel; Ergener, Deniz; Kani, Iraj (31 May 1995). "Static Options Replication"
Barrier_option
1968 studio album by Frank Sinatra and prominently featuring his children
Douglas, Jacques Gasselin, Lou Klass, Robert Konrad, Irma Neumann, Lou Ra- derman, Paul Shure (vln); Allan Harshman, Alex Neiman, Barbara Simons (via); Naoum
The Sinatra Family Wish You a Merry Christmas
The_Sinatra_Family_Wish_You_a_Merry_Christmas
Concept in financial mathematics
801–824. doi:10.2307/2325677. JSTOR 2325677. Cited for instance in Derman, Emanuel; Taleb, Nassim Nicholas (2005). "The illusions of dynamic replication"
Put–call_parity
Samuel Rickard Christophers 1926-05-06 27 November 1873 – 19 February 1978 Derman Guy Christopherson 1960-03-24 6 September 1915 – 7 November 2000 Nam-Hai
List of fellows of the Royal Society A, B, C
List_of_fellows_of_the_Royal_Society_A,_B,_C
Master's degree focused on the discipline of quantitative analysis of financial markets
Finance. Archived from the original on 2012-01-30. Retrieved 2012-01-23. Derman, Emanuel. "Finding a job in finance" (PDF). Archived from the original (PDF)
Master of Quantitative Finance
Master_of_Quantitative_Finance
Russian Revisionist Zionist leader (1880–1940)
Ben-Gurion's Battle Against Bringing Jabotinsky's Bones to Israel, Ushi Derman for "Museum of the Jewish People", 7 March 2019, re-accessed 9 July 2021
Ze'ev_Jabotinsky
Austrian esotericist (1861–1925)
p. 181 fn. 7. ISBN 978-90-420-2893-7. Retrieved 7 November 2025. Derman, Emanuel (2016). My Life as a Quant: Reflections on Physics and Finance. John
Rudolf_Steiner
Financial derivative instrument
Volatility (finance) Forward volatility Option on realized variance Derman, Emanuel; Dmeterfi, Kresimir; Kamal, Michael; Zou, Joseph. "More Than You Ever
Volatility_swap
Görgülü's knowledge; the case reached the European Court of Human Rights Derman Kanal [de], lawyer and entrepreneur Murat Kayman [de], lawyer and legal
List_of_Turkish_Germans
Ontological concepts for quantum theory
ISBN 0-460-87505-1{{citation}}: CS1 maint: numeric names: authors list (link)(D. Derman, Ed.; J. Berman, Trans.). Michael Talbot. The Holographic Universe, HarperCollins
Implicate_and_explicate_order
Spiritual and pseudoscientific philosophy
p. 181 fn. 7. ISBN 978-90-420-2893-7. Retrieved 7 November 2025. Derman, Emanuel (2016). My Life as a Quant: Reflections on Physics and Finance. John
Anthroposophy
Maria Deijfen Ermelinda DeLaViña Erik Demaine Arthur P. Dempster Cyrus Derman Nachum Dershowitz Claire Deschênes Keith Devlin Ronald DeVore Luc Devroye
List of people by Erdős number
List_of_people_by_Erdős_number
Arnold E. Chase Lawrence V. Conway Morris H. DeGroot Edward F. Denison Cyrus Derman Sylvain Ehrenfeld Carl L. Erhardt Holly C. Fryer Clayton Gehman Robert J
List of fellows of the American Statistical Association
List_of_fellows_of_the_American_Statistical_Association
British royal recognitions
Thurlow Barritt, Chairman, Simon Engineering Ltd. For services to Export. Derman Guy Christopherson, OBE, Vice Chancellor, University of Durham. Christopher
1969_New_Year_Honours
travel, tourism, insurance
EMANUEL DERMAN
EMANUEL DERMAN
Girl/Female
Hebrew
Feminine, meaning God with us.
Male
Greek
(Ἐμμανουήλ) Greek form of Hebrew Immanuw'el, EMMANOUEL means "God is with us." In the New Testament bible, this is a name given to Christ by Matthew.
Male
English
Variant spelling of English Immanuel, IMANUEL means "God is with us."
Boy/Male
Italian
With us is God.name Immanuel. A biblical name-title applied to the Messiah.
Boy/Male
American, British, Chinese, Czechoslovakian, Danish, English, Finnish, French, German, Hawaiian, Hebrew, Italian, Polish, Portuguese, Spanish, Swedish
God is with us; With us is God; Variant of Hebrew Name Immanuel; A Biblical Name-title Applied to the Messiah
Boy/Male
Australian, Hebrew, Spanish
A Form of Emmanuel God is with us; God is Among us
Surname or Lastname
English, German, French, and Dutch
English, German, French, and Dutch : metonymic occupational name for a cloak maker or a nickname for someone who wore a cloak of a particularly conspicuous design, from Anglo-Norman, Middle High German, Old French, and Middle Dutch mantel ‘cloak’, ‘coat’ (Late Latin mantellus).Jewish (Ashkenazic) : probably from German Mantel or Yiddish mantl ‘coat’, which are related to 1 above.German : topographic name from Middle High German mantel ‘Scots pine’.
Boy/Male
British, English, Hebrew
God is Among us
Girl/Female
Australian, Danish, French, German, Hawaiian, Hebrew, Italian, Portuguese, Swedish
God with us; Feminine Similar to Emanuel
Male
Scandinavian
Scandinavian form of Greek Emmanouel, EMANUEL means "God is with us."
Boy/Male
Christian, Danish, Finnish, German
Great; God is with us
Boy/Male
Hebrew American Spanish
God with us. Also an Old Testament name for the Messiah.
Male
English
Latin form of Greek Emmanouel, EMMANUEL means "God is with us." In the Old Testament bible, this is the name of the promised Messiah as prophesied by Isaiah. In the New Testament, it is a name given to Christ by Matthew. In use by the English and French.
Female
Spanish
Feminine form of Spanish Manuel, MANUELA means "God is with us."
Male
Portuguese
Portuguese form of Latin Emmanuel, MANOEL means "God is with us."
Male
Italian
Italian form of Latin Emmanuel, EMANUELE means "God is with us."
Male
English
Anglicized form of Hebrew Immanuw'el, IMMANUEL means "God is with us." In the bible, this is the name of the promised Messiah as prophesied by Isaiah. This form is also used in Germany.
Girl/Female
Australian, French, Hebrew
God with us; Feminine Similar to Emanuel
Male
Spanish
Spanish form of Latin Emmanuel, MANUEL means "God is with us."
Boy/Male
Hebrew American Latin Biblical
God with us. Also an Old Testament name for the Messiah.
EMANUEL DERMAN
EMANUEL DERMAN
EMANUEL DERMAN
EMANUEL DERMAN
EMANUEL DERMAN
EMANUEL DERMAN
EMANUEL DERMAN
n.
A wild cat (Felis manul), having long, soft, light-colored fur. It is found in the mountains of Central Asia, and dwells among rocks.
n.
See Immanuel.
n.
The shelf of a mantel.
a.
A small book, such as may be carried in the hand, or conveniently handled; a handbook; specifically, the service book of the Roman Catholic Church.
n.
An etymological dictionary or manual.
n.
Good news; announcement of glad tidings; especially, the gospel, or a gospel.
n.
See Mangel-wurzel.
a.
A prescribed exercise in the systematic handing of a weapon; as, the manual of arms; the manual of the sword; the manual of the piece (cannon, mortar, etc.).
v. t.
See Impanel.
n.
God with us; -- an appellation of the Christ.
n.
Handbook; a manual of devotions.
n.
Same as Manul.
n.
A mantel. See Mantel.
n.
Evangel.
a.
A keyboard of an organ or harmonium for the fingers, as distinguished from the pedals; a clavier, or set of keys.
n.
Good tidings; evangel.
a.
Manual.
n.
Same as Mantel.
n.
A list of jurors; a panel.
a.
Of or pertaining to the hand; done or made by the hand; as, manual labor; the king's sign manual.
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