Riding on a smile E Derman, I Kani
Risk 7 (2), 32-39, 1994
1797 * 1994 A one-factor model of interest rates and its application to treasury bond options F Black, E Derman, W Toy
Financial analysts journal 46 (1), 33-39, 1990
1538 1990 Mathematics of Financial Markets RJ Elliott
Springer Finance, Springer-Verlag, 2005
893 2005 A guide to volatility and variance swaps. K Demeterfi, E Derman, M Kamal
Journal of derivatives 6 (4), 9-32, 1999
561 1999 More than you ever wanted to know about volatility swaps,” K Demeterfi
Quantitative strategy research notes, Goldman Sachs, 1999
556 1999 Stochastic implied trees: Arbitrage pricing with stochastic term and strike structure of volatility E Derman, I Kani
International journal of theoretical and applied finance 1 (01), 61-110, 1998
346 1998 The volatility smile and its implied tree E Derman, I Kani
Goldman Sachs Quantitative Strategies Research Notes 2, 45-60, 1994
341 1994 Static options replication E Derman, D Ergener, I Kani
Journal of Derivatives 2 (4), 2000
293 2000 The local volatility surface: Unlocking the information in index option prices E Derman, I Kani, JZ Zou
Financial analysts journal 52 (4), 25-36, 1996
265 1996 My life as a quant: reflections on physics and finance E Derman
John Wiley & Sons, 2012
260 2012 Regimes of volatility E Derman
Risk, 55-59, 1999
248 1999 Model risk: What are the assumptions made in using models to value securities and what are the consequent risks? E Derman
RISK-LONDON-RISK MAGAZINE LIMITED- 9, 34-38, 1996
180 1996 Flavor unification, τ decay, and b decay within the six-quark—six-lepton Weinberg-Salam model E Derman
Physical Review D 19 (1), 317, 1979
160 1979 Models. Behaving. Badly.: Why confusing illusion with reality can lead to disaster, on wall street and in life E Derman
Simon and Schuster, 2011
130 2011 Enhanced numerical methods for options with barriers E Derman, I Kani, D Ergener, I Bardhan
Financial Analysts Journal 51 (6), 65-74, 1995
130 1995 The illusions of dynamic replication E Derman*, NN Taleb
Quantitative finance 5 (4), 323-326, 2005
127 2005 Tests for a weak neutral current in l±+ N→ l±+ anything at high energy E Derman
Physical Review D 7 (9), 2755, 1973
126 1973 Parity violating asymmetries in polarized electron scattering E Derman, WJ Marciano
Annals of Physics 121 (1-2), 147-180, 1979
109 1979 The volatility smile E Derman, MB Miller
John Wiley & Sons, 2016
106 2016 E Derman, HS Tsao
Physical Review D 20 (5), 1207, 1979
101 1979 