Risk Latte - The Financial Engineering Resource
Financial Markets and Trading
Degeneracy in the Financial Markets
Degeneracy is a concept in mathematical physics. In quantum mechanics degeneracy refers to the fact that more than one quantum state has the same energy level.
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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
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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
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Financial and Engineering Mathematics
Hessian Matrix and its Applications in Financial Risk
In many areas of quantitative finance, we encounter a Hessian matrix. A Hessian matrix is useful in analyzing saddle points
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Economics & Business Studies
From the Dustbin of Economic Theory: Is the Feldman-Mahalanobis Model finally paying off?
When the whole world is in the throes of negative economic growth and downward spiral of GDP, when even China's GDP shows signs of slackening,
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Andy Mayer
CFE Graduate
FX Options Trader
CIBC, Hong Kong
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
Boris Mangal
FX Options trader
RBC Capital Markets
Clarence Simard
CFE Graduate
Ph.D. student
University of Montreal
Montreal, Canada
Francois Laine
Rabobank International
Clarence Simard
CFE Graduate
HEC Montreal, Canada
Subject: Modelling Illiquidity
Michael Tam
Deloitte & Touche
Hong Kong
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