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FX and Commodity Derivatives
How can I help you utilise your quant resources more effectively?
I have been a front office quantitative analyst since September 1998. I specialise in foreign currency and commodity derivatives and have a wealth of experience in stochastic calculus, numerical methods and market conventions. I have enough practical expertise to review candidate pricing models and algorithms and to advise on suitability. I know how to design and architect well crafted quant libraries and implement models in C++ and similar languages.
I also know to deliver on time and on budget.
I am available for training and consultancy in order to help you realise significant productivity gains in your organisation. Contact me for a free initial discussion, in confidence.
How can I help you progress in your quant career?
I am available for interview preparation and coaching. If you're paying for a gym or a personal trainer, then you know the difference this can make physically. Now, how about in your professional career? Contact me for a free initial discussion, in confidence.
Can't I just read something?
Foreign currency options are described in my book Foreign Exchange Option Pricing: A Practitioner's Guide (published 2010 by Wiley Finance).
I am writing a second book on commodity options, Commodity Option Pricing: A Practitioner's Guide, due to be published through Wiley Finance in late 2013 or early 2014.
The author at the Wiley bookstand, at Global Derivatives Amsterdam [16 Apr 2013].
That's a lot to read. I haven't got time. What else can I do?
Once again, contact me for a free initial discussion, let's discuss.