Xie xie ni Bernanke

I just wanted to take a moment to say thank you to Mr Bernanke and the FOMC. I work in finance and these rate cuts are really great for my career sustainability. Without you’re gifts to the markets (at the expense of the USD, the long-term US economic health, and those who were responsible enough [...]

Quants R Us

Howdy!
It’s been a while since I’ve been able to find the time to post anything. Work is completely insane, but I’m loving it
I’ve been in a “tool” building frenzy lately. When you’re building quant models, one of the best uses of them is sensitivity analysis, i.e. trying to see how sensitive securities are [...]