Emanuel Derman

• 1973: Ph.D in Theoretical Particle Physics from Columbia University.
• 1973-1975: University of Pennsylvania
• 1975-1977: Oxford University, England
• 1977-1979: The Rockefeller University, New York City.
• 1979-1980: Universityof Colorado, Boulder.
• 1980-1985: AT&T Bell Laboratories, Murray Hill, New Jersey.
• 1985-1988: Financial Strategies Group, Goldman Sachs & Co.
  • 1987: Appointed Vice President.
• 1988-1990: Head, Adjustable Rate Mortgage Research, Bond Portfolio Analysis, Salomon Brothers Inc.
• 1990-2000: Head, Quantitative Strategies Group, Equities Division, Goldman Sachs & Co.
  • 1997: Appointed Managing Director, Goldman Sachs & Co.
• 2000-2002: Head, Derivatives Analysis, Firmwide Risk, Goldman Sachs & Co.
  • 2001: Appointed Head, Quantitative Risk Strategies.
• 2002 -     : Columnist for Risk magazine.
                    Senior Fellow, International Association of Financial Engineers
• 2003: -     : Prof, Dept of Industrial Engineering and Operations Research, Columbia University.
                    Co-director of Financial Engineering program.
  
  Editorial board of Applied Mathematical Finance
  Associate Editor: The Journal of Derivatives; Journal of Risk
  Board of Directors, Society of Quantitative Analysts
  Financial Analysts Journal Graham & Dodd Scroll for Excellence in Financial Writing (3 times).
  Global Finance Magazine Derivatives Superstar 1995.
  Profiled in Global Finance Dec 1995 issue “Portrait of a Rocket Scientist.”
  Global Finance Magazine Derivatives Superstar Team, Feb 1996.
  Courant Institute of Mathematical Sciences, Mathematical Finance Advisory Board Member
  IAFE/Sungard Financial Engineer of the Year 2000
  Risk Magazine Hall of Fame 2002

Physics Publications

Computer Science Publications

Financial Publications