The Mathematics of Financial Models: Solving Real-World Problems with Quantitative Methods

About the Author

KANNOO RAVINDRAN consults globally with financial institutions (e.g., banks, insurance companies, etc.) on all aspects of derivatives trading, modeling, and risk-management (inclusive of pricing/development/hedging of guarantees embedded in insurance and investment products). In addition, he lectures around the world (including universities) on these topics. He also runs a private equity fund trading volatility, arbitraging mispriced assets, and purchasing distressed assets. As the pioneer in applying derivatives to risk-manage market exposures relating to variable annuities, he has been involved in various aspects of implementing risk-management programs associated with these products. His unique perspective blends exotic derivatives trading and portfolio management in nearly every asset class (e.g., interest rate, currency, equity, commodity, mortality, and credit) with real-time, hands-on experience in building models/process/systems/controls/hedges relating to managing risks both as a market maker and a hedger.