Thursday, February 22, 2007

of bonds and raiders

After securitizing David Bowie's music and cat bonds, I guess there was a dearth of assets for securitization. Behold the new "death" bonds (as an aside, reminds me of death metal which I unwittingly subjected myself to some distant time ago - the effects are for everyone to see..). Bottomline: Insurance-linked securities are here to stay..

We just had an announcement about our commencement speaker - it would be Aaron Brown. I dont think I have read his book - but I guess it would be on my to do list as I take a break after MFE for 2 months. cool website name - eRaider!!

Aaron Brown is an executive director in risk methodology at Morgan Stanley. He is the author of The Poker Face of Wall Street (Wiley 2006) on the interaction of gambling and finance, which was listed among the ten best books of 2006 by Business Week. His corporate governance website, was named Best of the Web in Theory and Practice of Investing by Forbes. In his 25 year career he has worked as a trader, portfolio manager, head of mortgage securities, risk manager and finance professor. He holds degrees in Applied Mathematics from Harvard University and Finance from the University of Chicago. He serves on the editorial board of the Global Association of Risk Professionals, writes a regular column for Wilmott, is a member of the National Book Critics Circle and speak and writes frequently on quantitative finance and risk management.


Blogger maitreyi said...

Hi Swaroop, I read your blog frequently, just got my MFE admit today. Thanks for putting up a great blog!

12:58 PM, March 02, 2007  
Blogger Quantjock said...


Congrats.. I should be around campus after graduation, so I am sure I will see the next batch around!!

3:07 PM, March 03, 2007  

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