Marco Marchioro’s website
I am a risk management quant and I created this website to share what I have learned in my quant career. Quantitative finance is often viewed as a perplexing subject by most people. Some believe that you cannot understand this topic unless you have a Ph.D. in physics.
While I think that the best way to learn Quantitative Finance is to work alongside a quant, there are still many other ways to familiarize yourself with the subject. To start, if you like the technical details you can read one of my papers on the subject; or you can check out the presentations or just watch one of my videos.
Another very important piece of the puzzle is the connection between Quantitative Finance and software development. For example, Statpro (for which I act as Chief Research Advisor) has developed an outstanding tool, namely Revolution, to help their clients to handle the analytics needed for portfolio management. In this way StatPro clients can benefit from a much more holistic service that includes a lot of advanced quantitative-analysis tools. On a smaller scale I am involved in the Lux Project to provide a budgeting and forecasting tool to small and medium enterprises. Recently there is a trend in the world of startups to prioritize funds to company dealing in the FinTech business.
A few years ago, I created QuantIsland: a quantitative-analysis consulting firm with the aim to provide quantitative finance expertise to companies. The firm focuses on developing new models for pricing functions, risk analytics, and performance measurement tools. Through QuantIsland I have also been giving in-classroom and web training on advanced topics in quantitative analytics: risk modeling, fundamentals of derivative pricing, and fixed-income attribution for both performance and risk.
The interest rate derivatives lectures can be found here
The old website can still be found here until August 2016