VALUING MODELS AND MODELING VALUE

Authors
DERMAN E
Citation
E. Derman, VALUING MODELS AND MODELING VALUE, Journal of portfolio management, 22(3), 1996, pp. 106
Citations number
5
Categorie Soggetti
Business Finance
Journal title
Journal of portfolio management → ACNP
ISSN journal
00954918
Volume
22
Issue
3
Year of publication
1996
Database
ISI
SICI code
0095-4918(1996)22:3<106:VMAMV>2.0.ZU;2-0
Abstract
In this article, the author analyzes financial modeling from the viewp oint of a theoretical physicist. Given his experience in a trading env ironment, he classifies the modeling principles he has found useful, a nd discusses bow to develop and use financial models appropriately.