Resources

Articles

• How to Become a Good Financial Engineer
  (On-line article from Financial Engineering News)
  
  
• Financial Engineering Education: A Survey of Educational Programs in Financial Engineering by Jim Finnegan
  
  
• A One-on-One Interview with Dr. Andrew Lo by Jim Finnegan
  (Dr. Lo is the 2002 SunGard/IAFE Financial Engineer of the Year.)
  
  
• Rocket Science and Business by Andrew Lyasoff
  
  
• Three Page Primer in Financial Calculus by Andrew Lyasoff
  
  
• Bachelier and his Times: A Conversation with Bernard Bru by Murad Taqqu
  
  
• Financial Risk and Heavy Tails by Murad Taqqu and Brendan O. Bradley
  
  
• Physicists Graduate from Wall Street by Jennifer Ouellette
  (Article in The Industrial Physicist, Dec. 1999)
  
  A Calculus of Risk by Gary Stix
  (Feature article in Scientific American, May 1998)
  
  
• Secrecy on Wall Street by Emanuel Derman
  (Article in Risk, Aug. 2004)
  
  
• Finding a Job in Finance by Emanuel Derman
  (Article in Risk, May 2004)
  
  A Guide for the Perplexed Quant by Emanuel Derman
  (Article adapted from a speech given on Oct. 12, 2000 upon receiving the IAFE/SunGard 2000 Financial Engineer of the Year Award)
  
  
• The Great Pretender by Emanuel Derman
  (Article in Derivatives Strategy about financial modeling, Jan. 2001)
  
  The Einsteins of Wall Street by Jeremy Bernstein
  (Article in Commentary Magazine, Sep. 2004)
  
  What is Financial Engineering? (definitions from noted experts in the field)
  (On-line article from Financial Engineering News)
  
  Black-Scholes the Easy Way by John Norstad
  (Article written Feb. 1999; updated Oct. 2003)
  
  
• Dragon Slayer Went to the Street
  (Article written by a CA School of Business member)
  
  
• A Derivative Life: The Way of an Entrepreneur by J. Orlin Grabbe
  (Article from The Laissez Faire Times, Vol. 5, No. 15, Apr. 9, 2001)

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