《My Life as a Quant》经典读后感10篇
《My Life as a Quant》是一本由Emanuel Derman著作，Wiley出版的Hardcover图书，本书定价：USD 34.95，页数：304，文章吧小编精心整理的一些读者的读后感，希望对大家能有帮助。
《My Life as a Quant》读后感(一)：一个很真实的物理学家和quant的双重身份的个人自传
悲催的物理博士研究，以及循环的博士后，崎岖的转行，也不平坦的quant生涯。
1985-2003，作者在quant行业辗转多个公司和部门的经历，可以让读者对各种职位有一个大概的了解。
喜欢八卦的同学可以看看关于T.D.Lee 和 Fischer Black的部分。非常有料。
---------------------------------------------
下面是看到的其他比较好的评论：
---------------------------------------------
“德曼的这本回忆录我认认真真读了两遍，就“诚意”这点而言，绝对配的上五星。多数物理学家和金融学家的回忆录都以记述自己的才能和奋斗为纲，展现的是“姿态”。而双栖天才德曼却另辟蹊径，展示的是“心态”。而他本人的心路历程正是本书的诚意和亮点所在。
从少年恃才自傲的轻狂，到踏上物理界这座天才济济的独木桥时的迷茫，再到转行金融界时的些许自卑……整个心态的剖析过程完全不会给人留下回忆录那经常会有的扭捏作态感。”
《My Life as a Quant》读后感(二)：Quant Jobs
ackground:
Our Client is one of the Leading Quantitative Trading Company Globally located and Headquartered in New York. They are looking for exceptional C++ programmers for their R&D Team who is responsible for all of the quantitative research and technology that drives all business lines. This is the engine of the business and the part where the founder and senior management are most involved in.
Requirement:
-Academics with BS/MS/PhD, program in Computer Science, Electrical Engineering, Physics or Math.
-Programming skills in C++, using STL, TMP, and Boost libraries for high-performance, low-latency computing.
-Experience in real-time/low-latency systems, cluster computing, or scientific data analysis
-1-6 years experience in C++ programming & solving real world problems from any Industry.
-Finance experience is not required.
Role:
-Working closely with the senior members of the team, your focus will be on leveraging your quantitative and technology skills.
-Build a highly innovative distributed, massively parallel market data storage and processing system and architecture, using innovative, cloud-based technologies for real-time processing of big data.
-Build the firm’s high-frequency trading engine to create databases for trading
-Develop applications using the experience and knowledge in C++ that enhance the trading capabilities
Contact:
talents@baolugroup.com
《My Life as a Quant》读后感(三)：几笔读后感
1、关于性格
内向敏感的人更易被周遭的环境伤害，倘若又有那么一分志气不凡，生活就更可能让其失望。
所以书中讲述作者物理生涯的部分基本是很伤感的。
作者也这样感慨自己的物理生涯：
At age 16 or 17, I had wanted to be another Einstein; at 21, I would have been happy to be another Feynman; at 24, a future T.D. Lee would have sufficed.By 1976, sharing an office with other postdoctoral researchers at Oxford, I realized that I had reached the point where I merely envied the postdoc in the office next door because he had been invited to give a seminar in France. In much the same way, by a process options theorists call time decay, financial stock options lose their potential as they approach their own expiration.
尽管有很多经济术语和一些物理概念，不过认真研读也能理解大概吧。
我倒是学到了很多之前不懂的概念：index，bond，各种各样的option，关键的几个model。Derman的讲解深入浅出，也强调学习经济模型首先要从直觉上可以理解它。
3、关于感情生活和父子情
Derman长的挺帅，常年做博士后研究满世界乱跑与老婆长期分居，就没有乱搞什么的吗？ 可惜他没怎么写自己的感情生活。
Despite the excellent education, I always felt subservient and demeaned at the Labs. Only a month after starting work there I took Joshua, barely three years old, to play on the lawns at Rockefeller University where we still lived. He loved to take off his shoes and run barefoot through the grass. While he did so, I sat there ruminating about what I was doing.Suddenly,he came over,looked at me,and asked: “Daddy,why you sad？” I knew even then that my daily reverse commute to the Labs would be merely temporary.I just didn’t know how I would find a way to end it.
4、关于诺贝尔和T.D. Lee
Derman对很多人事的描述很克制 ，也许也不好直接把自己的看法直接写出来，但是可以感觉到文字背后叙述者的目光。
从作者的描述看，很难对T.D. Lee有很高的评价。
诺贝尔，呵呵～。多少偶然性，多少人又过分依仗诺贝尔荣誉。
5、关于成长
鹏总以前写加布里埃尔.巴蒂斯图塔：
“用从6岁到32岁的时间他努力证明自己是个男人，到32岁时他证毕而微笑。”
Derman差不多从40岁进入华尔街，50岁时证毕，然后离开华尔街，回到家里把自己难平的心绪化为此书。
尽管我最后一直嘀咕，各种各样的option啊model啊有什么价值和意义呢？迎合人类的贪婪而设计。
不知道Derman对自己的事业有没有类似的疑问。
《My Life as a Quant》读后感(四)：人生如梦
作者是金融工程里发明了大名鼎鼎的BDT利率模型的Emanuel Derman。Derman本来是物理学系的，一心想成为物理学家，然而人算不如天算，冷战的结束和星球大战计划的破产导致对物理系毕业生的需求大大减少。
为了混口饭吃的Derman被迫来到了华尔街，阴错阳差地进入了金融业。。。此书英文版写得非常浅显易懂，而且富有趣味，讲述了Derman波澜壮阔的quant生涯，并披露了一些重要事件。如他的同事Black纯粹是因为钱赚得太多被诺奖评委会“嫉妒和鄙视”才直到死都没拿到诺贝尔经济学奖。从地位上看，quant处于投行价值链的底层，没有太多实际权利的Derman也是冷眼旁观着金融业的潮涨潮落。人生如梦，My life as a quant.
《My Life as a Quant》读后感(五)：作为quant来总结本书干货
书中描述了作者从物理博士后转行quant 的经历。学界博士后苦逼。另外与学界对业界偏见不同，业界有许多有实际需要的有趣的问题需要解决，而作者非常享受解决这些问题的过程。
做pricing 和structuring 的商业意义是“批量购买某一个简单的，吸引力不强的产品，利用金融工程把它转成一个更具吸引力的东西，然后再零售出去。这一过程既要懂得客户需求，又要掌握专业技术。”我猜2008年后的今天没有多少pricing quant了吧？
作者在书中提到许多金融工程的技术知识，涉及vanilla black-scholes, interest rates(BDT), volatility smile, exotic options, risk management 讲解的直观清晰，强烈推荐。这些内容在第10,13-15章里面。例如“Black-Scholes 描述了如何从一个不断变化的股票和无风险债券组合成股票期权...就告诉了你这只期权的合理价格。” 另外，我印象很深的是binary tree 实际上是比stochastic calculus 更直观有效的方法：“我们希望这个模型简单，一致，能够合理反映现实...他们（物理学家）先使用一个关于世界的玩具模型，在这个模型上空间时间不连续，只存在网格的点上——这就使得在视觉上表现数学容易了”。
最后一章是作者对现实与模型关系的思考，在金融里模型是现象模型，与物理的原理模型不同。“这里没有统一理论。模型有必要，但必须实用...物理技术在金融领域几乎从来产生不出最为近似的真实结果，因为金融里面“真实的”价值本身就是一个值得怀疑的概念...市场是行为和对行为的反应的竞技场”。索罗斯也是这个观点，自然科学和社会科学截然不同。
另外有用的tricks：1.“我习惯在里面加入一个能记录下谁在什么时候用过我的程序的小程序...用这种方式我还是记录下了体现我们价值的证据。”
2.“我一直都习惯至少用两种不同的方法进行计算，看看两个结果是否一致。”(choice of numeraire)
《My Life as a Quant》读后感(六)：A Great Peak into Depth of Technical and Quantitative Aspect of Wall Street
An authentic autobiography by an experienced quant on Wall Street. Formerly a PhD in particle physics, Derman's combined quality of academia and business had suited him just fine. Listed and narrated, the glorious epic of Columbia's Physics Department, filled with Noble Prize receivers, gives us a glimpse of a half-lively half-miserable post-doc life surrounded by geniuses. After heading to Wall Street, hard mathematics and programming skills served him well to earn a place where people of different specialties and talents forced their entrance into the haven of investment and speculations. His experience as well as thinking about the area now known as Financial Engineering provides us with a general and basic scratch on quants, traders, salesman, or in summary, a overview on Street back in the glamorous old days, with some possibly subtle insights.