I've been fortunate to work in a number of investment banks over many years as well as doing a stint in consultancy. I've spent more years than I care to remember on trading floors, working on derivative structuring and risk management. Along the way, I've acquired reams of well-researched notes and models, which I'd like to share with anyone who might find them useful or interesting.

The papers on the site look at the theory and mechanics of trading and the derivative markets in the City.

The ‘Money’ section is a gentle, largely non-mathematical introduction.

Later papers provide access to some fascinating subjects to readers with a reasonable, non-specialist knowledge of maths, and a general business acumen, working their way through in sequence – and, of course, provide a nice resource for more experienced readers dipping in and out.

Aside from real life observations and practical comments, all papers provide comprehensive cross-referencing of seemingly disparate topics to provide a comprehensive and wide-ranging understanding.

I'd love to think that these resources might give students and quants the information I wished I'd had years ago.

I also have in mind university STEM students thinking of a career in the City and wanting to know what kind of maths they might encounter there, as well as lecturers looking for practical material for seminars and lectures.

Whatever your background, I hope you find this information useful. Please keep an eye out for more papers appearing on this new site in due course.

Thanks and enjoy!

Pete