My work

If you want to read something interesting about what is like to be a quant I refer you to My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman.

On the technical side my main suggestion is The concepts and practice of mathematical finance by Mark Joshi. Other book suggestions can be found at http://quantlib.org/books.shtml

My humble contribution to quantitative finance is the QuantLib project, a free software C++ framework for modelling, trading, and risk management.

Few notes about my own work:

• Curriculum Vitae
• Courses and seminars