翻以前的数据库，突然看到了保存的1997年Emanuel Derman还在高盛时写的一篇文章以及做的一个访谈。当时的大家都还是那么有意思，做产品和文章真的是为了把一个策略和工具打磨到最佳的状态，每个市场在初期了解的时候也愿意写一些哪怕是内部报告也要分享出来。可是为什么到了后来就都变了呢……在这里已经说明了对模型的大多数正确地想法用法和做法。我有一些什么想法就补充在下面。两篇文章：The Future of Modelling， The World According to Emanuel Derman摘录一些喜欢的，未经许可，不准转载。模型和交易的关联性I like to think of models as a Gedankenexperiments-the imaginary experiments physicists used to
try to think about something they couldn't do, like sitting on the edge of a light beam and travelling
at the speed of light.
I think that's what models are good for in finance. In most cases the world doesn't really behav
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