Risk Latte - The Financial Engineering Resource
Articles
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,
Read More
Quantitative Finance
Black-Scholes: A Linear and an Equilibrium Model
Of late, while everybody has been throwing rocks at the Gaussian distribution that is used in the world of financial derivatives, very few have paused to ponder over the real reason for the failure of Black-Scholes model and all Black-Scholes type models that are derived from a diffusion-like partial differential equation in physics.
Read More
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.
Read More
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.
Read More
Media
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
Tokyo
Lynn Raebsamen
Analyst
Bloomberg
Hong Kong
Francois Laine
Director
Rabobank International
London
Ken Tune
Director, Business Analyst
Markit
London
More videos
CFE Quant Finance Courses Quizzes Job Interviews