Economists
Economists (with too many hands) find their place in Front Office of investment banks.
Books, Corporate Life, Quantitative Finance
Quantitative Finance
Quantitative Finance is my professional field. I write columns for a well-known periodical in the field called The Wilmott Magazine. Here are those columns and more.
Quantitative Finance, Books, Corporate Life
Front Office
Front Office, the world and customer facing side of an investment bank, houses both the rainmakers and rogue-traders, along with their support teams.
Books, Corporate Life, Quantitative Finance
Structure of a Bank
A short introduction to the static structure of an investment bank. We will have much more to say about it later on.
Books, Corporate Life, Quantitative Finance
Trading Platform
What is a trading platform? Why does everybody want it? And how do we get one? Third post in this series on quantitative development.
Books, Corporate Life, Quantitative Finance
Agendas
Here is the agenda of these posts. And more than you wanted to know about all sorts of agendas.
Books, Corporate Life, Quantitative Finance
Off the Beaten Track
First post in a long series on Principles of Quantitative Development , on how an investment bank works.
Work and Life, Corporate Life, Quantitative Finance
Subprime: When Good Intentions Turned Sour
As the world is still feeling the reverberations of the 2008 global financial crisis, a lot of blame has been
Debates, The Wilmott Magazine, Quantitative Finance
Risk – Wiley FinCAD Webinar
This post is an edited version of my responses in a Webinar panel-discussion organized by Wiley-Finance and FinCAD. The freely available Webcast is linked in the post, and contains responses from the other participants — Paul Wilmott and Espen Huag. An expanded version of this post may later appear as an article in the Wilmott Magazine.
Topical, Quantitative Finance, The Wilmott Magazine
Risk: Interpretation, Innovation and Implementation
An invite to a Webinar organized by FinCAD and Wiley Global Finance, featuring Paul Wilmott, Epsen Haug and yours faithfully…
Columns, The Wilmott Magazine, Quantitative Finance
Physics vs. Finance
The last post in this series of Love of Math looks at how math gets used in physics and finance. Or, more precisely, how one has to be careful about the assumptions in modeling stuff, and the pitfalls of (the lack of) error propagation.
Columns, The Wilmott Magazine, Topical, Quantitative Finance
Math and Patterns
Most kids love patterns. Math is just patterns. So is life. Math, therefore, is merely a formal way of describing life, or at least the patterns we encounter in life. So, where is the difficulty in loving maths? Here is the second post in this series.
Love of Math
This is another short series of posts on love of math — that questionable gift. Recently, I was asked to think about how to make kids love math. Here are my thoughts, as the first of three posts. This article will be published in Wilmott Magazine.