Archive for January, 2016


EP 017 Andrei Codrescu

Long before there were blogs or podcasts, Andrei Codrescu was writing online (much of it through his "hidden literary magazine" Exquisite Corpse) and publishing audio commentary (often as a commentator on NPR). He is the author of many books of poetry, essays and fiction, and has taught literature at Johns Hopkins University, the University of Baltimore and Louisiana State University, where he recently retired as the MacCurdy Distinguished Professor of English. Now, he's planning on developing a podcast of his very own. Today, we talk about this upcoming project, which comments on his previous radio work, the importance of peripheral locations, and changes in Romania from the fall of Communism to the present day. Show Notes


EP 016 Emanuel Derman

Emanuel Derman first had a successful career as a particle physicist, and then an even more  successful career on Wall Street, doing advanced mathematical modeling of financial instrument prices and volatility. Currently, he is a professor at Columbia University, where he directs the program in financial engineering. He's the author of My Life as a Quant and Models.Behaving.Badly. Today, we talk about the differences between models & theories, finance & physics, and life & experiments. We look under the hood of the Black-Scholes[-Merton] option pricing formula, talk about the gaps in classical and behavioral financial models, and find out what he would change about his life if he could live it again. Show Notes and Links