Masters in Business
Masters in Business
Bloomberg
Interview With Emanuel Derman: Masters in Business (Audio)
1 hour 33 minutes Posted Feb 26, 2016 at 7:27 am.
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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.

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