Morgan Stanley quant joins Caspian Capital

Hirsa spent four years as vice-president of quantitative analysis at Morgan Stanley. He said his move was motivated by the desire to have a more direct involvement in trading and the design of trading strategies. At Caspian, his responsibilities will include the design and evaluation of new trading strategies. He reports to Massoud Heidari, Caspian's chief investment officer.

Hirsa has also published a number of papers and was co-author of ‘Why be Backward?’ – see Risk January 2003 – which dealt with pricing exotic American-style put options using the 'Dupire' equation, regarded by many as a key inspiration behind a new generation of pricing models.

  • LinkedIn  
  • Save this article
  • Print this page  

You must be signed in to use this feature.

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 indvidual account here: