Financial Market Articles

I have been a bit of a Wall Street maverick for over 25 years, working and gaining significant expertise in a variety of areas, including options trading; volatility modeling, quantitative strategies, financial technology, market risk, credit risk and high frequency trading. I mainly specialize in three main asset classes – Equities, FX and commodities.  I also know the Indian markets quite well where I have several ventures going.
I have worked at various banks, hedge funds, trading shops and entrepreneurial ventures of my own as well as consulted to a variety of companies.

Here i present some of my papers and writings on various topics in the financial markets

What Ails Market risk management – March 2008

Volatility surfaces for risk and OCC portfolio margin

Factors detrimental to growth of options in India

Skew Vega

Efficient binomial model