Risk Latte - The Financial Engineering Resource
Markets
Fat Tails in the Markets
One of the vexing issues in the derivatives market is the phenomenon of "volatility of volatility" or "vvol". Every trader’s volatility estimate has volatility and he knows that this is what gives rise to "fat tails" and the "gamma of the gamma",
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Quantitative Finance
Understanding Entropy – A Key Concept in Physics and Finance
The concept of entropy is related to that of probability. Entropy can be defined as the measure of "disorder" in a system. A system with high order has low entropy
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History
Two Physics problems and the Birth of Quant Finance
The foundations of Quantitative Finance, the discipline which deals with the valuation and modeling of financial derivatives and financial assets,were laid on theories
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Financial & Economic Analysis
On Winning the War in Europe and Relative Sizes of QE Programmes
If history is any guide (and it usually is!), the recent successful completion of the Greek Bond Swap following the announcement of the third bailout package, is likely to
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Lynn Raebsamen
Market Specialist
Bloomberg
Hong Kong
FX Options Volatility Calibration
Boris Mangal
Options trader
Tokyo
Francois Laine
Director
Rabobank International
London
Ken Tune
Director,Business Analyst
Markit
London
Chris Aiello
Dynasty Global Capital
Hong Kong
Sam Sandiford
Director Structuring
Standard Chartered Bank
Hong Kong
Boris Mangal
FX Options trader
RBC Capital Markets
Tokyo
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