About Fabian R Lischka
I’m a German programmer and applied mathematician based in Hong Kong. I’ve worked as a derivatives quant with top tier banks in rates and equities.
My interests are not confined to STEM matters, but encompass
- travel
- aviation (particularly in small planes)
- skepticism
- liberty
- atheism
- information security and privacy, see my site InfoSec101
- The Economist
- the metric system
- pinball machines, red wine, chocolate, fragrances, food, etc. etc.
Education
- 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’m not paying that organization currently, 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.
Flying
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.