APPLIED MATHEMATICS OF FINANCE

by Robert A. Lutz

First published 1999

Marcus Chen stares at columns of derivatives data streaming across his monitor at Meridian Capital. The numbers tell a story his colleagues refuse to see. As a senior quantitative analyst, Marcus builds mathematical models that predict market behavior, but the elegant equations he crafts daily mask a brutal reality. His algorithms generate millions in profits while destroying lives he never sees. When a pension fund collapse traces back to his risk assessment model, Marcus faces an impossible choice. He can protect his career by staying silent, or expose the systematic flaws that make his work both lucrative and dangerous. The woman he loves works for the regulatory agency investigating his firm. His mentor demands loyalty to the company that made his fortune possible. Marcus discovers that applied mathematics cuts both ways in finance.

Genres: business, thriller, mathematics, finance, academic, algorithms

Vibes: suspenseful, thought-provoking

Tropes: moral-dilemma, whistleblower

Setting: Meridian Capital

Period: 21st-century

175 pages · Paperback · Kendall Hunt Publishing

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