My profile My library Metrics Alerts. Sign in. Get my own profile Cited by View all All Since Citations h-index 30 19 iindex 46 Professor, Columbia University. Physics Finance. Articles Cited by.
Title Sort Sort by citations Sort by year Sort by title. Goldman Sachs quantitative strategies research notes 41, , International journal of theoretical and applied finance 1 01 , , He started out as a theoretical physicist, doing research on unified theories of elementary particle interactions.
The financial models he developed there, the Black-Derman-Toy interest rate model and the Derman-Kani local volatility model, have become widely used industry standards. He has a PhD in theoretical physics from Columbia University and is the author of numerous articles in elementary particle physics, computer science, and finance. Striving to further the profession with diverse opportunities in continuing education, advocacy, ethics awareness, and networking.
You must be logged in to view the archives. He is the author of numerous technical papers in Quantitative Finance primarily on the topics of Volatility and Financial Modelling. Your email address will not be published. Currently you have JavaScript disabled.
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