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  1. John

    PRMIA event on 2/3/2015: Managing Emerging Systemic Risks

    http://www.prmia.org/civicrm/event/info?reset=1&id=6562 Managing Emerging Systemic Risks Tuesday, February 3, 2015 New York Life Insurance, 51 Madison Avenue, New York, NY 10010 In our interconnected world no emerging risk can be ignored. Multiple marginal risks today can amplify and cascade...
  2. John

    Subprime crisis: the fallout in Taiwan

    For those of you who read Chinese, the excerpt of this original article (from Taiwan's Business Weekly magazine) can be found here udnÁp¦X®Ñ³øÅu - ·s»D®É¨Æ - °Ó·~©P¥Z - ³s°Ê¶Å±þ¤H¡n¥æ©ö*ûªº¿W®a§i¥Õ I will translate the remainder of the article when I get a chance.
  3. John

    Wharton Team Wins Financial Engineering Case Competition

    came across this today April 25: Wharton Team Wins Financial Engineering Case Competition Hosted by Tepper School - Carnegie Mellon University
  4. John

    Interview with a Hedge Fund Manager

    n+1 If you like this interview, you will love the print version of n+1. Latest issue features articles on the Virginia Tech shootings, the history of the cubicle, Gawker.com, and much more. Subscribe here. + + + Year in Review, Continued The Financial Situation Interview with a Hedge Fund...
  5. John

    CMBS/CMBX webcast

    A great webcast of last week presentation from Commercial Mortgage Securities Association (CMSA) http://cmbs.org/whatsnew/stateoftheindustry_12-11-07.html Issues covered includes trading and recent development in CMBX, as well as the similarities and differences between CMBX and ABX index.
  6. John

    Non-risk neutral Black Scholes

    how would you derive a BS, taking an PDE approach, but assuming that we are operating in a non-risk neutral world, thus allowing the possiblity of arbitrage?
  7. John

    What Happened To The Quants In August 2007?

    http://web.mit.edu/alo/www/Papers/august07.pdf Some highlights from this paper:
  8. John

    LTCM & Bear Stearns

    came across this blog, this aspiring writing blurbed some interesting thoughts in regarding to LTCM, BS and the ciclical natural of markets. A tryst with insanity!
  9. John

    August subprime mortgage remittance report

    August subprime mortgage remittance report concerning deals in the subprime ABX.HE index. Source: JPMorgan
  10. John

    July mortgage remittance report

    According to JPMorgan's report today:
  11. John

    Subprime Contagion? see Professor Raynes's quote in the article

    AG investigating credit agencies role in subprime losses - Jul. 5, 2007 Professor Raynes makes another appearance in a national print media
  12. John

    Professor Raynes quoted in Bloomberg article on CDO

    http://www.bloomberg.com/apps/news?pid=20601039&sid=aUnp.hEzlt.8&refer=home
  13. John

    Bear Stearns Bails Out Fund With Big Loan

    Bear Stearns Bails Out Fund With Big Loan - WSJ.com
  14. John

    Structured Finance Analyst: Day in the Life

    http://news.efinancialcareers.com/A_DAY_IN_THE_LIFE_ITEM/newsItemId-7939
  15. John

    CDOs in Plain English

    http://www.securitization.net/pdf/content/Nomura_CDOs_PlainEnglish_13Sept04.pdf
  16. John

    FWD: Follow Ups Are Important - Even When There's No Reply

    http://news.jobsinthemoney.com/ITEM_FR/newsItemId-100157 Follow Ups Are Important - Even When There's No Reply By Carol Lippert Gray Jul 5 2006 Conventional wisdom says you should always follow up with prospective employers after you've sent them a resume or met them for an interview. But...
  17. John

    A Day in the Life [of investment bankers & professionals]

    A Day in the Life [of investment bankers & professionals Another site with investment bankers letting us sneak a peek into their daily work life. Gotta love these sort of stories, really help you understand what the pros do. http://news.efinancialcareers.com/A_DAY_IN_THE_LIFE
  18. John

    Goldman Sachs Insiders: Day in The Life

    Sneak a peak into daily working life of Goldman Sachs investment bankers: >>> Day In The Life At Goldman Sachs, our people are our most important asset. We have graduates from every kind of university, from a broad variety of degrees. To read more about our professionals please choose one...
  19. John

    A day in the life of a risk manager (Part I)

    Chapter 1: A day in the life of a risk manager. A great read on what a risk manager in an investment bank does from hour to hour... FOr those of you interested in reading the entire book, there's a copy at NY Science, Industry & Business Library (The same bldg as the CUNY Graduate Center. The...
  20. John

    The Risk Manager of the Future: Scientist or Poet?

    From the RMA Journal
  21. John

    PRMIA & GARP risk management organization

    Good for networking and learning the lingos of this trade for those interested in a career as risk management. http://prmia.org/public/tour.php?id=1 http://www.garp.org/ I have attended several PRMIA events, definitely worth your time. Sometimes event hosts even provide snacks and drinks on...
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