Hokay!

I have started adding content (and deleting some, yes). Moving from bare-bone html editing to word, I can tell you, is both a pleasure and a loss. Latex to SW users might agree. Henyway, I'll add content on my research and some personal pics. Until then, feel free to email me if you know what I do and want something to do with it!

 

Informal Math Finance Discussions (IMF)

A bunch of us Math-Finance students meet every Wednesday at 5pm in the Math Lounge on the 3^rd floor in the Math Building. The questions that come up can range from basic concepts we are too embarrassed to ask otherwise, research-related questions, good books in Math Finance, research papers, quant interview questions, exchanging views on job-hunting, head hunters etc….in other words, anything under the sun! We even planned and managed to organize C++ training course for Math Finance from a the expert author Daniel Duffy. Feel free to join us to get a flavor of what goes on in these discussions. You won’t regret it!

 

Some useful links:

Prof. Madan's webpage

Prof. von Petersdorff's webpage

AMSC homepage

A good starting point for Levy Processes

A good place to start learning html

 

Some useful job-search links for Math Finance Jobs:

Math Finance Job Exchange

Numa.com

QuantFinanceJobs.com

A Quant’s blog

 

Some books you can’t do without for a job search in Math Finance

Arbitrage Theory in Continuous Time  (My favorite for four years running!)

Heard On the Street  (Stick to the first edition for most of the content at a much cheaper price.)