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Emanuel Derman
Writer and Professor Emeritus of Financial Engineering at Columbia University
Their llms.txt
The beginning of the file, from our validated copy saved 2026-10-26T02:33:38.180Z. Cached copy · Source on emanuelderman.com
# Emanuel Derman
> Writer and Professor Emeritus of Financial Engineering at Columbia University
## Posts
- [A Day to Honor Emanuel Derman at his Retirement from Columbia](https://emanuelderman.com/a-day-to-honor-emanuel-derman-at-his-retirement-from-columbia/): Program
- [The GS Quantitative Strategies Papers](https://emanuelderman.com/the-gs-quantitative-strategies-papers/): On Github github.com…
- [Charcoal Drawing](https://emanuelderman.com/charcoal-drawing/)
- [Excerpt from Chapter 25 of Brief Hours and Weeks: The Red and the Black](https://emanuelderman.com/excerpt-from-chapter-25-of-brief-hours-and-weeks-the-red-and-the-black/): … I push open the low front gate to their house. Something happens. As the door opens I register flesh and solidity and a fullness that seems to burst all boundaries. She is in her late thirties. Her hair is dark black, thick and stiffly coiffed above a broad white forehead; she has heavy black carefully plucked eyebrows above dark brown eyes, a thick sensual nose, and somehow impatient red lips. I think momentarily of Myrtle, Tom Buchanan’s energetic and common mistress in The Great Gatsby. “I’m Mrs Gold,” she says. Her voice is deep and sonorous and slow, no-nonsense, but…Continue readingEntranced by causality
- [J M Coetzee on my new book, Brief Hours and Weeks](https://emanuelderman.com/j-m-coetzee-on-my-new-book-brief-hours-and-weeks/): “Brief Hours and Weeks awakes many memories of Cape Town, the city of Emanuel Derman’s youth and mine, as it was half a century ago. The chapter on the lonely Mrs Gold is a triumph.” – J M Coetzee, Nobel Laureate Available Mar 1 at Brief Hours and Weeks: My Life as a Capetonian
- [A Short Excerpt From Chapter 9 of "Brief Hours and Weeks"](https://emanuelderman.com/a-short-excerpt-from-chapter-9-of-brief-hours-and-weeks/): CHAPTER 9. THE ISLE OF CAPRI … I do like girls, but all I want is for them to like me back, a lot. Dayenu. In Montagu when I am ten I like to hang out with the older kids. One of them is a girl who is also on vacation there the year I turn ten. She is twelve or thirteen, older, dark, vivacious. Her name is Rosa Ladny, from Sea Point in Cape Town. I’ve never known a girl with such a euphonious name – Rosa – before. She tosses her head and hair scornfully when she replies to boys’…Continue readingEntranced by causality
- [Summertime: An Excerpt from "Brief Hours and Weeks"](https://emanuelderman.com/summertime-an-excerpt-from-brief-hours-and-weeks/): You love a while and when love goesYou try to hide the tears inside with a cheerful pose.But in the hush of night exactly like a bittersweet refrain Comes that certain smile to haunt your heart again.
- [Valuing Contracts with Payoffs Based on Realized Volatility](https://emanuelderman.com/valuing-contracts-with-payoffs-based-on-realized-volatility/)
- [Review of "My Life as a Quant" and "The Quants" by Wight Martindale](https://emanuelderman.com/review-of-my-
…
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