Building Models to Fix Mistakes of the Past

Published on
September 18th, 2017
Duration
46 minutes


Building Models to Fix Mistakes of the Past

The Interview ·
Featuring Emanuel Derman

Published on: September 18th, 2017 • Duration: 46 minutes

Emanuel Derman is one of the true innovators of quantitative finance and the author of My Life as a Quant and Models Behaving Badly, meets with Michael Green to discuss a model driven world and the future of equity derivatives. In an intense discussion on the ability to price volatility it is argued that unlike in science, models can never provide the ultimate truth because they are always tackling the problems that the previous set of models created. Filmed on August 29, 2017, in New York.