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Risk magazine
01 Apr 2005

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My Life as a Quant: Reflections on Physics and Finance
by Emanuel Derma
Wiley
304 pages, $29.95/£19.99

ISBN 0 47 139420 3

Many an autobiography of a successful and accomplished man begins with the protagonist – young, foreign and unknown – making his first steps on American soil. This one starts in 1966, when the young Emanuel Derman arrives on the island of Manhattan from sunny Cape Town, South Africa. His destination is the famous Columbia University. His objective is clear: he is to

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