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From Quantitative Finance
I am Paul Bilokon. This is my wiki on quantitative finance.
Although it only says "finance" in the URL, I shall talk about finance, mathematics, and programming.
I am working as a quantitative strategist at Lehman Brothers in Foreign Exchange Options, Fixed Income. I am also a PhD student, part-time, at Imperial College.
However, this is a personal wiki. The opinions expressed here are those of the author and do not reflect those of Lehman Brothers, Imperial College, or any particular organisation.
This wiki was created to serve as a source of information on quantitative finance; to collate references to various related resources; and (potentially) to serve as a convergence point for my colleagues and collaborators.
Currently I am working on this wiki alone. However, if you have something to contribute and are willing to contribute, please do not hesitate to contact me. Hopefully this wiki can be spun off Bilokon.co.uk once there is enough content.
Overview
Here is my wiki in a nutshell.
- Notation - A word on notation. The symbols I prefer to use for various quantities and operations. These conventions should hold for most of this site, but not necessarily all of it.
- Formula Sheet - A list of important formulae. At least those important in my work. This list covers both basic maths, statistics, and financial mathematics.
- Knowledge Base - My cookbook of simple recipes for finance, mathematics, and programming. These are simple tricks of the trade that I use in my everyday work. Chances are that I didn't have the time to write up the more sophisticated techniques. This section is always under construction.
- Glossary - Definitions of important terms in finance, mathematics, and programming. Also lists of abbreviations.
- Reading List - My bibliography. References to books and periodicals on finance, mathematics, and programming.
- Resources - Links to Internet resources on finance, mathematics, and programming.
- Software - A list of useful software products for finance, mathematics, and programming.
- Employment - Tips on getting a job in finance (quantitative modelling, research, and trading), interview questions and links to related resources.
- Community - List of people you should know in finance, mathematics, and programming.
- Current Events - This is a misnomer, perhaps. Here I list some rescent past, present, and future events and quantitative finance. This includes conferences, lectures, and book releases.
This page is permanently under construction, irrespective of whether there is a corresponding message on the page that you are looking at. Chances are you'll see bits and pieces that are clearly incomplete. So be it. I prefer to keep working on it, even at the cost of completeness.
