:: Collaborations ::

:: About Us ::

1. Who we are
2. Our aims
3. How you can help

:: Who We Are ::

Quantnotes.com is founded by Alessio Farhadi, Henry Tang and Raffaello Vardavas.

Alessio Farhadi comes from a physics background from Imperial College London. His PhD research focused on applications of non-equilibrium statistical mechanics and stochastic processes to cloud physics. In the past he has worked on the effects of 'herding behaviour' within market agents, and analogies between market price dynamics and hydrodynamic turbulence using high-frequency data. He currently works as a trader at BNP Paribas London specialising in Credit Options and Arbitrage.

You can contact Alessio at alessio@quantnotes.com.

Henry Tang is a graduate of Mechanical Engineering at Imperial College. His PhD research involves the study of turbulent partially-premixed flame propagation using conditional-averaging method, as applied to computational modelling of combustion phenomena in car engines.

His main interests are in the application of mathematical models to value financial instruments. Henry is currently working as a strategic management consultant at Marakon Associates.

You can contact Henry at henry@quantnotes.com.

Raffaello Vardavas is an associate researcher at the RAND Corporation in Santa Monica, California. He has a Ph.D. in physics from Imperial College London and has worked as an assistant researcher postdoc in the UCLA applied mathematics department and infectious disease modeling group.

His interests include statistical mechanics and applied probability and how these can be used by other disciplines besides physics. This motivated his curiosity in mathematical finance & econophysics and is a co-founder of Quantnotes.com.

You can contact Raffaelle at raffaello@quantnotes.com.

Samy Mohammed graduated with a Chemical Engineering degree from Imperial College London in 2001. He is currently completing a PhD in Quantitative Finance, also at Imperial College London, where his chosen field of research is the pricing and hedging of exotic Energy Derivatives, with emphasis on the natural gas and electricity markets. His other interests are the pricing of Credit risk and Credit Derivatives using simulation based approaches.

You can contact Samy at samy.mohammed@quantnotes.com.

Special thanks to Augusto Ribeiro and Nikoo Saber for their help in providing materials and feedback for the website.

:: Our Aims ::

We aim to provide premium publications and research quality information. Every month we provide introductory articles where you will learn about various financial instruments and how mathematics you may be familiar with is applied daily by banks to fairly price these instruments.

In addition,

• Publications contributed by individuals, research groups and companies are available for download.
• Provide links to software/calculators in the form of C++ source code, Mathematica workbook and Excel spreadsheet.
• Books on various topics are critically reviewed by our knowledgeable in-house editors to give you expert, unbiased opinions.
• We also provide discussion forums and listings of events and jobs related to finance for those interested.

:: How You Can Help ::

We welcome contributions of all forms (unpublished essays/papers, pre-prints, reports, useful links, info) from our visitors. Those interested can contact webmaster@quantnotes.com for more info.

Alternatively, write to the same address if you wish to sponsor an ad space on our website.