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Derivative Products Risk Advisors, Inc.

This blog is designed and maintained by David Schwartz, Managing Director and CEO of Derivative Products Risk Advisors, Inc. (DPRA)

Tuesday, May 19, 2020

Financial Mathematics


DPRA Financial Mathematics - Public Version
Posted by David Schwartz at 2:58 PM No comments:
Labels: Financial Mathematics, Financial Numerical Analysis
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Derivatives Products Risk Advisors, Inc.

Derivatives Products Risk Advisors, Inc. ("DPRA") is a boutique capital markets financial product valuation and risk management consultancy providing experience based, theoretically sound risk management, software, and valuation model audit plus general risk advisory services to the top management of derivative products and structured finance market makers and large end users.

David Schwartz
Managing Director
DavidS.DPRA@gmail.com
(646) 450-0438

David Schwartz

I am the Managing Director of Derivative Products Risk Advisors, Inc. For the past 10+ years, I have been a capital and derivative markets financial model and risk management consultant. I both review and assist in the theory, development, and implementation of mathematical valuation, sensitivities, and risk models. My competitive advantage and real value-added is my ability and successful experience in reporting to senior management concise, understandable summaries highlighting actionable issues and areas of likely concern.

I studied capital markets, option valuation, and mathematical finance at Stanford University's Graduate School of Business in the early 1980s and started working on Wall Street in 1986.


Resume of David Schwartz, March 2010

Favorite Quotations


  1. Sunlight is the best disinfectant. -- Supreme Court Justice Louis Brandeis

  2. However beautiful the strategy, you should occasionally look at the results. -- Sir Winston Churchill

  3. Everyone is entitled to his own opinion, but not to his own facts. -- Daniel Patrick Moynihan

  4. It is better to be roughly right than precisely wrong. -- John Maynard Keynes

  5. She preaches universal love and hates everyone. -- Anonymous

  6. I believe that banking institutions are more dangerous to our liberties than standing armies. -- Thomas Jefferson

  7. Experience is the name every one gives to their mistakes. -- Oscar Wilde

  8. America's three biggest contributions to Western Civilization: 1) central heating, 2) hot showers, and 3) the 'breakfast meeting.' -- Anonymous and rather sarcastic Englishman

  9. Personally I'm always ready to learn, although I do not always like being taught. -- Sir Winston Churchill

  10. We do not disagree. -- My wife

  11. I agree with you one percent. One percent! -- Stuart Seffern

  12. I spent most of my millions on women and booze, the rest I just wasted. -- Anonymous


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