Firstly, this blog is not necessarily targeted at any specific group of people. Financial Engineering is still a very opaque field, and for those that know the term, it can hold some negative connotations associated with the subprime mortgage crisis. Coming from an engineering background and still in my first year of my masters, I am far from holding a complete grasp of this relatively new field. So I guess this blog will serve as my travel log - my path to discovering the mysterious reasons to why we even exist - as I look down every peculiar path, and seek to position the discipline's place in society. For a starter, I think most people would agree with me that much of financial engineering has to do with managing and maintaining the intricate web of the self-serving interests of powerful institutions and individuals in our society. However, this is of course not necessarily a new development in the field of finance. Beginning with the Rothschild family, finance has always had a strong association with the notion of power. The technological developments in the past decade has upped the ante, in many interesting ways that we still do not fully comprehend...
Secondly, I will introduce many computational models that I come across either in my classes, or in my own personal time on the internet. As I try to make sense of these models, I cannot guarantee any specific model to be correctly implemented.
Lastly, on the off-chance that you randomly found your way here, I hope that you will find my blog to be interesting. In the end, my blog is about the things that I find to be interesting and worthwhile. Please enjoy and join me in my thoughts :)
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