Hello and welcome to ‘What Quants Do’! On this blog I am to delve a bit into the wonderful world of mathematical finance, and the things that I do in my day job as a quant. There’ll be a mix of nice results, graphs, reviews of papers and books, and probably several streams of consciousness…
Finally, I’m hoping that I’ll get a bit of discussion going, since that’s always the bit I enjoy most about other people’s blogs.
Looking forward to it!