Karsten Buecker

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I have spent ten years of my youth studying pure mathematics. However, the more I learnt, the more difficult the p-adic modular forms became... Thus I am now working as a quantitative analyst at a medium-sized hedge fund in London. We are researching diverse trading strategies involving European equities, vanilla options and more complex structured products such as credit derivatives.

I obtained my PhD in algebraic number theory at Cambridge University , and after that spent about a year each in the Institut Fourier in Grenoble and at the University of Durham as postdoctoral research fellow.My thesis deals with connections between representations of the absolute Galois group, elliptic curves, L-functions, and modular forms. This framework ("Langlands' philosophy") yielded the proof of the Taniyama-Weil conjecture and Fermat's Last Theorem by Wiles in 1995. My more humble contribution studies some of the ingredients in the case of modular forms on Siegel upper half-space, and formsthe basis of two 20-page papers (unfortunately my memory is fading fast, so don't ask me any technical questions!):

More recently, I have done some numerical work on the pricing of arithmetically averaged asian options, i.e. financial instruments whose payoff depends on the average price achieved by the underlying over a specified time. Calls and puts can be priced with a C++ program implementing the Geman-Yor formula. I also contributed numerical examples for an alternative double integral formula in a working paper with Duncan Kelly-Lyth.

Here are some financial links:

Financial news are available at bloomberg, the market fool ,and ukinvest .

For old times' sake, here are some number theory links:

NCSA--A Beginner's Guide to HTML
Chess is bad for your brain and Frisbee is bad for your knees.
So you'll just have to get on your bike!
 Munching some chocolate will keep you going!



Travel to Europe by tunnel or P & O ferries or Seafrance - you'll get ripped off any way. Much better to fly .

If anyone's selling a decent 2-bedrom flat in North London, let me know .


Created 6 Dec 1999, updated 20 Jan 2002. Maintained byKarsten.