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See also:

  • Challet, Damien - Nomura Centre for Quantitative Finance, University of Oxford. Econophysics, nonequilibrium systems, optimization and software bug dynamics. Publications, software.
  • Derman, Emanuel - Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
  • Howison, Sam - Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks.
  • Joshi, Mark - Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.
  • Leung, Tim Siutang - PhD Candidate in Financial Engineering at Princeton University. Resume, research information, photos, and contact information.
  • Sepp, Artur - Purdue University. Financial Mathematics and Engineering, Option Pricing under Stochastic Volatility and Jump Diffusions; Levy processes, Exotic Options; Credit Risk; Derivatives. Publications and reports.
  • Stapleton, Richard - Manchester University. Interest rate models and the pricing of interest rate derivatives; Portfolio Theory given Background Risk; Option Pricing Theory and Techniques. Publications, teaching material.