EPISODE · Feb 26, 2016 · 1H 33M
Interview With Emanuel Derman: Masters in Business (Audio)
from Masters in Business · host Bloomberg
Feb. 27 (Bloomberg) -- Bloomberg View columnist Barry Ritholtz interviews Professor Emanuel Derman, He is currently the Director of the MS Program in Financial Engineering in Columbia University's Industrial Engineering and Operations Research Department. He is best known for his work on the Black-Derman-Toy interest-rate model and for developing local volatility models of the implied volatility smile. This interview aired on Bloomberg Radio.See omnystudio.com/listener for privacy information.
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Interview With Emanuel Derman: Masters in Business (Audio)
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