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All about quantitative finance.

Welcome to quant-obsession! This blog chronicles my views and thoughts on the exciting interdisciplinary field of quantitative finance*.
I will also share my experiences as I make the transition from student to practitioner.

*synonymous with mathematical finance, financial mathematics, financial engineering

Showing posts with label financial system. Show all posts

Showing posts with label financial system. Show all posts

Wednesday, 19 September 2007

Bank runs

Northern Rock, Alliance & Leicester, Bradford & Bingley...
See this article.

Posted by quant-obsession 0 comments

Labels: financial system

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About me

quant-obsession: London, United Kingdom; Graduated from LSE last year, then interned as a quantitative analyst with a IB, currently a risk manager with a global bank.

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Investment banks

ABN Amro
Bank of America
Barclays Capital
Bear Stearns
BNP Paribas
CIBC World Markets
Citigroup
Credit Suisse
Deutsche Bank
Dresdner Kleinwort
Goldman Sachs
HSBC
JP Morgan
Lehman Brothers
Macquarie
Merrill Lynch
Morgan Stanley
Royal Bank of Canada
Royal Bank of Scotland
Societe Generale
UBS

Quant Finance programmes

Baruch CUNY
Cambridge
CMU
Columbia (MAFN)
Columbia (MSFE)
Cornell
ETH Zurich
Imperial College
LSE
NYU
Oxford
Princeton
Stanford
U Chicago
U Toronto
UC Berkeley

Quant Finance resources

CanaryWharfJobs
eFinancialCareers
Emanuel Derman
FEN
FinMath
Global Derivatives
IAFE
PerformanceTrading
Quant Network
QuantFinanceJobs
Quantnotes
QuantRecruiter
QUANTster
Wilmott

Market news

Bloomberg
BusinessWeek
Daily Telegraph
Economist
efinancialnews
FT
Reuters
WSJ
Yahoo! Finance

Book List

A Non-random Walk Down Wall Street by Andrew Lo & Craig MacKinlay
A Random Walk Down Wall Street by Burton Malkiel
An Introduction to the Mathematics of Financial Derivatives by Salih Neftci
Analysis of Financial Time Series by Ruey Tsay
Arbitrage Theory in Continuous Time by Tomas Bjork
Brownian Motion and Stochastic Calculus by Ioannis Karatzas & Steven Shreve
Continuous-time Finance by Robert Merton
Credit Derivatives: CDOs and Structured Credit Products by Satyajit Das
Credit Risk: Pricing, Measurement and Management by Darrell Duffie & Kenneth Singleton
Dynamic Asset Pricing Theory by Darrell Duffie
Dynamic Hedging by Nassim Taleb
Elementary Stochastic Calculus, with Finance in View by Thomas Mikosch
Equity Hybrid Derivatives by Marcus Overhaus
Fischer Black and the Revolutionary Idea of Finance by Perry Mehrling
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets by Nassim Taleb
Implementing Derivative Models by Les Clewlow & Chris Strickland
Interest Rate Modelling by Jessica James & Nick Webber
Interest Rate Models: Theory and Practice by Damiano Brigo & Fabio Mercurio
Interest-Rate Option Models by Riccardo Rebonato
Investment Under Uncertainty by Avinash Dixit & Robert Pindyck
Martingale Methods in Financial Modelling by Marek Museila & Marek Rutkowski
Modeling Derivatives in C++ by Justin London
Monte Carlo Methods in Financial Engineering by Paul Glasserman
My Life as a Quant by Emanuel Derman
Numerical Methods in Finance: A MATLAB-based Introduction by Paolo Brandimarte
Options, Future and Other Derivatives by John Hull
Paul Wilmott on Quantitative Finance by Paul Wilmott
Principles of Financial Engineering by Salih Neftci
Principles of Mathematical Analysis by Walter Rudin
Probability with Martingales by David Williams
Quantitative Methods in Derivative Pricing by Domingo Tavella
Stochastic Calculus for Finance: Continuous-time Models by Steven Shreve
Stochastic Calculus for Finance: The Binomial Asset Pricing Model by Steven Shreve
Stochastic Differential Equations by Bernt Oksendal
The Concepts and Practice of Mathematical Finance by Mark Joshi
The Econometrics of Financial Markets by John Campbell, Andrew Lo & Craig MacKinlay
The Mathematics of Financial Derivatives by Paul Wilmott, Sam Howison & Jeff Dewynne

Blog Archive

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► 2007 (48)
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