I was a quant (aka, financial engineer) and leading a quant team. I always started introducing myself by "I love playing with models" so that most people would be astonished by this pun. Indeed, financial derivative instrument and dynamic hedge and relevent models are really really sexy to me. To experiment innovative instrument and hedge idea, programming capability is a must and that is also my leisure fun.

some posts：

• my financial engineering stuff
• other applied math stuff
• buzz stuff
• JoshPrivateNote, for my own study
• 書櫃 books i think meaningful

Misc

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