On derivatives and quants

Alexander Lipton on how the role of quants is adapting to the new financial environment

quant-charts
Knowing the figures: a number of senior quants strongly objected to using simplistic models for pricing CDOs way before the crisis

This is the first in a regular series of columns by Alexander Lipton giving the quants' view on key topics in the industry. Lipton is a Connection Science Fellow at MIT and an Adjunct Professor of Mathematics at NYU. He held various senior managerial quant positions at Bank of America Merrill Lynch for 10 years until May 2016. Earlier, he served as a quant at several investment banks and a prominent hedge fund. He was named Risk magazine's first quant of the year in 2000.


As the landscape of

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here