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