The Great Pretender

3 Pages Posted: 31 Mar 2001

Date Written: January 5, 2001

Abstract

This short essay speculates on the causes for the imperfections in financial modeling.

Keywords: Finance, theory, modeling, derivatives, science, physics

Suggested Citation

Derman, Emanuel, The Great Pretender (January 5, 2001). Available at SSRN: https://ssrn.com/abstract=262539 or http://dx.doi.org/10.2139/ssrn.262539

Emanuel Derman (Contact Author)

Columbia University ( email )

3022 Broadway
New York, NY 10027
United States
212 854 9883 (Phone)

HOME PAGE: http://www.emanuelderman.com

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