About Fabian R Lischka
I’m a German programmer and applied mathematician based in Hong Kong. I’ve worked as a derivatives quant with bulge bracket banks in rates and equities.
My interests encompass (in alphabetical order, obviously):
- aviation (particularly in small planes)
- The Economist
- information security and privacy (see my site InfoSec101)
- the metric system
- pinball machines
- Stoic philosophy
- UNESCO world heritage
- Industrial Engineering (“Wirtschaftsingenieurwesen”), Diplom, Karlsruhe, Germany. Thesis (in German, PDF, 936 kB) on the Capital Asset Pricing Model and its Time Continuous Extension.
- Financial Maths, MSc, Warwick, UK. Thesis on on Convertible bonds with credit risk (with Mark Davis), published in Applied Probability, eds. R. Chan, Y-K. Kwok, D. Yao and Q. Zhang, ISBN: 0-8218-3191-7, pp 45-58.
- Scientific Computing and Computational Mathematics, MS, Stanford, CA
- Hacker School, New York, NY
- Statistics, Graduate Diploma, Hong Kong Statistical Society, HK
- Passed Chartered Alternative Investment Analyst exams. Note: I have ceased paying that organization, and have thus “forfeited the right to use the CAIA designation”, a recognized symbol of the “education and expertise that distinguish the Members from other investment professionals.”. I’m NOT a Member.
I learned flying in Palo Alto, California (a great area to fly, with airports from untowered (Half Moon Bay) all the way to Class B (San Francisco International)). The image above was taken in Las Vegas in August 2010. On the right is N6074F, a Cessna 172 from Stanford Flying Club which my brother and I had flown in from Palo Alto, California (KPAO).
On the left is N182VE, aka “Lucky Lady too”, a Cessna 182, which Bob Gannon is flying around the world. I met Bob there briefly. Inspiring guy!
I’ve flown Cessnas in the US (AZ, CA, CT, FL, GA, IL, IN, NY, TN, WI; around the Statue of Liberty, and from Oshkosh to Chicago O’Hare), and in Australia, Cambodia, CMNI (Commonwealth of Northern Mariana Islands), Germany, Guam, Hong Kong, Kenya, Namibia, Nicaragua, Philippines, South Africa, Thailand, and the United Kingdom.