Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 6)
Posted March 17, 2010
The Strange Equation of physics that turned our world Upside Down
Posted Mar 07, 2010
Valuation of Callable Options and Structures
Posted Feb 10, 2010
MBA Toolkit: Corporate Finance Quiz #1
Posted January 29, 2010
Rathke's Law may come back to haunt the Asian stock markets this decade
Posted January 06, 2010
More on Risk Analysis of Multi-Asset Options
Posted January 02, 2010
Risk Analysis of Multi-asset options
Posted December 25, 2009
Maximizing Entropy and the 50:50 rule in the financial markets
Posted December 18, 2009
“Who wants to be in the U.K.?”Adam Smith for sure, but what about Nassim Taleb
Posted December 11, 2009
Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 5)
Posted December 4, 2009
New Equity Structured Product: Nifty Level Allocator
Posted November 20, 2009
Raising Transition Probability Matrices to Non-Integer powers - a problem in Quantitative Finance
Posted November 12, 2009
How do we model Stochastic Correlations?
Posted October 25, 2009
Fibonacci Numbers and the Golden Ratio - An Eigenvalue problem
Posted October 13, 2009
What is Model free Implied Volatility?
Posted October 12, 2009
Estimating Implied Volatility using Newton-Raphson method
Posted September 27, 2009
Analysing the Determinant of a Variance-Covariance or a Correlation Matrix
Posted September 22, 2009
Borel’s Law and the Lehman Brothers Bankruptcy
Posted September 16, 2009
In Finance, we use the counterintuitive, Physics-type “Randomness”
Posted September 14, 2009
What are “Linear” and “Non-Linear” systems?
Posted September 9, 2009
Back to School Quiz (Quiz # 1)
Posted September 7, 2009
Four Questions in Finance that befuddles the mind these days?
Posted August 31, 2009
Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 4)
Posted August 25, 2009
Understanding the Black-Scholes Partial Differential Equation (PDE)
Posted August 9, 2009
Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 3)
Posted August 6, 2009
Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 2)
Posted July 23, 2009
Are you Smarter than a Goldman Sachs Trader? Quiz (Quiz # 1)
Posted July 5, 2009
Financial Engineering Problems – FE Problem Set 18
Posted June 29, 2009
Exotic Option Strategies for the current market
Posted June 20, 2009
Financial Engineering Problems – FE Problem Set 17
Posted May 10, 2009
Worst of Up and Out Put Option – Vega Risk and the Correlation Skew
Posted June 11, 2009
What does the Black-Scholes Option Pricing Formula really tell us?
Posted June 06, 2009
India’s Unexpected Growth – Is the Feldman-Mahalanobis Model finally paying off?
Posted May 31, 2009
Worst of Up and Out Put Option – Need for such a Structure and its Risk Management
Posted May 23, 2009
The Problem with measuring risk sensitivities in Black-Scholes Option pricing model
Posted May 23, 2009
Japan shrinking, East Asian Exports plunging – are the “Flying Geese” finally dead?
Posted May 21, 2009
Why are Asset paths unpredictable in the short run?
Posted May 16, 2009
Like you, we are all Bayesians, Mr Greenspan!
Posted May 13, 2009
Why do we have Log Returns in continuous time finance?
Posted May 10, 2009
How Random are Random Numbers in a Monte Carlo Simulation problem
Posted May 08, 2009
The Great Depression, the Great Inflation and the Great Moderation – and now what?
Posted April 29, 2009
Financial Derivatives Quiz (Quiz # 9)
Posted April 26, 2009
“Bernie of Wall Street” and “Bernie the Beatnik” - A Half a Century of American Capitalism
Posted April 13, 2009
True or False: Over the past thirty years “Even Warren Buffet got lucky.”
Posted March 31, 2009
When a Stochastic Differential Equation blows up on an Excel spreadsheet
Posted March 25, 2009
Market and Credit Risk Quiz (Quiz #4)
Posted March 17, 2009
Debt-Equity Irrelevance: Is this the end of the Miller-Modigliani (MM) Paradigm?
Posted March 09, 2009
The Problem with the Probability measure
Posted February 26, 2009
Paul Volcker talks about financial engineers and the “Nuremberg” excuse
Posted February 21, 2009
“Manhattan project” again - who created the Credit Default Swaps bomb?
Posted February 15, 2009
"Economic Holocaust" and the Nuremberg Trials for Bankers
Posted February 14, 2009
The Exotic World of Financial Options - Derivatives Quiz (Quiz#8)
Posted February 5, 2009
Financial Derivatives Quiz (Quiz # 7)
Posted February 2, 2009
Quiz on Financial Economics & Economic Sciences (Quiz #4)
Posted January 28, 2009
Alan Greenspan and Robert Rubin – Getting Killed by Probability
Posted January 23, 2009
The American Affluent Society – Is there a need for more Vacuum Cleaners or Street Cleaners?
Posted January 17, 2009
Robert Rubin - Putting stars in the eyes of the Quants!
Posted January 11, 2009
Uncertainty Principle in Quantitative Finance and Probabilistic Correlation
Posted January 1, 2009
Quantum Random Walk – Could this be a model of Financial Assets?
Posted December 27, 2008
Economics and the Theory of Finance – It Ain’t Physics!
Posted December 23, 2008
The "Zero-Space" in interest rates, financial assets, and our lives! – Part II
Posted December 19, 2008
The "Zero-Space" in interest rates, financial assets, and our lives! – Part I
Posted December 17, 2008
Quantity Theory of Money – the Fisher-Friedman Illusion!
Posted December 4, 2008
India - E Pluribus Unum
Posted November 29, 2008
FEAT 31 - Financial Engineering Aptitude Test.
Posted November 17, 2008
Heston Stochastic Volatility Model and pricing second generation Exotics
Posted November 10, 2008
Obama Victory – Let’s finally bury the Friedman Doctrine
Posted November 5, 2008
Quiz on Financial Economics & Economic Sciences (Quiz #3)
Posted October 30, 2008
Bringing Game Theory to Wall Street
Posted October 22, 2008
Anatomy of a Recession and the Depression Economics
Posted October 15, 2008
Paul Krugman and “The Return of Depression Economics”
Posted October 12, 2008
A Credit Default Swap (CDS) is a proxy for a Put Option on the Assets of a Firm
Posted October 5, 2008
Is this bailout then “History’s Most Expensive Orgy”?
Posted September 29, 2008
Small Probabilities and Rare Events – What the Lehman Bozos didn’t Understand
Posted September 15, 2008
“Random Walk” or the “Lehman Walk”?
Posted September 14, 2008
Bankers Also Cry
Posted September 12, 2008
The Resurgence of Stochastic Volatility Models
Posted August 10, 2008
Trader’s Quiz on Volatility: Quiz # 4
Posted August 10, 2008
Trader’s Quiz on Volatility: Quiz # 3
Posted July 21, 2008
Marked to Myth: The Ackermann Prophecy and the Credit Crisis.
Posted July 18, 2008
Marked to Myth: Double Agent at the Delhi-Bombay Bank
Posted July 3, 2008
Pied Piper of Morgan Stanley
Posted June 20, 2008
Is Corporate America run by Morons?
Posted June 16, 2008
Trader’s Quiz on Volatility: Quiz #2
Posted June 5, 2008
Asia's Brightest - Talking to Xavier Ducros in Hong Kong
Posted May 26, 2008
Parabolas in Financial Markets
Posted May 22, 2008