Interesting quant blog

Blogging, Mathematics, Quants, Recommended reading

A quick post to show a link to the blog of Tim Johnson at Heriot-Watt Unviersity.

Lots of writing on derivatives topics, from models to regulations, plus plenty on markets and the crisis.

Worth a look. Click here to visit.

Published by Robert

Mathematician (PhD in Probability Theory). Art lover (spent one excellent year studying painting and ceramics at Batley Art College). Ex investment banker (2yrs of fixed-income exotics trading, 5 yrs of quantitative research, 2 yrs of inflation structuring). Now busy as a quantitative software developer.

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