Risk Latte - The Financial Engineering Resource
Financial Markets and Trading
Where does a Black Swan Come from?
A definitive answer cannot be found in NassimTaleb's book, Black Swan, which formalized the notion of Black Swans; it certainly cannot be found in the myriads of those pseudo-scientific research papers, written by ex-traders and market experts masquerading as mathematicians,
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Quantitative Finance
Diffusion Equation in Finance and the Gaussian Function
Before we talk about the diffusion equation and its characteristics and solutions, we need to spend a bit of a time talking about the Gaussian function. Over the past decade or so, many well-known practitioners in the field of banking and finance (as well as scores of financial journalists) have been throwing rocks at the Gaussian (normal) probability distribution and pinning most of the ills
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History of Finance
A Very Brief History of Quant Finance
The history of Quantitative Finance is essentially a history of the conquest of "Volatility". The story is about how a few exceptionally talented men across both sides of the Atlantic grappled with the concept of volatility and ultimately tamed it.
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Financial and Engineering Mathematics
Calculus: God's Own Language - II
Just like physics, without calculus there would be no quantitative finance. Calculus enters quantitative finance due to the philosophical, as well as the mathematical world view that is known as continuous time finance.
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Ken Hagino
CFE Graduate
Bank of America Merrill Lynch
Hong Kong
James de Castro
Formerly, Head of Trading Merrill Lynch,
Hong Kong
Jerry Yoon
Managing Director
Royal Bank of Scotland
CFE Graduate
Anshum Bhambri
Equity Derivatives Structurer
Ex-Deutsche Bank
CFE Graduate
Clarence Simard
CFE Graduate
Ph.D. student
University of Montreal
Montreal, Canada
Boris Mangal
FX Options trader
RBC Capital Markets
Lynn Raebsamen
Hong Kong
Francois Laine
Rabobank International
Ken Tune
Director, Business Analyst
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