Introduction

Over the years I have written quite a few posts on finance and financial mathematics, based on the work I was doing at the time as a derivatives quant within various investment banks.

Some of my post popular posts have been:

How to calculate option prices in your head

How to understand fixed-income trader jargon

A fast-moving introduction to probability theory

Everything you need to know about swap spreads

A non-technical description of the risk-neutral measure

Ito product and quotient rules in trader speak

Why does the yield curve slope upwards?

Intuition for the forward-FX equation

These days I am focused more on software development, usually within the context of numerical- or data-centric web applications, and I expect to write more about these things from now on. Life has been a bit busy so you will notice that I only recently started publishing again (pixel time August 2017).

If you ever want to hear more from me you would be very welcome to join my Meetup community Full Stack Quants. We have meetings once a month in central London.

Please feel free to ask questions or post suggestions via the comments feature at the bottom of each post.

Or if that sounds too scary, just give me a Like with the button.

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