Derman, Emanuel - http://www.ederman.com/
Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae. |
Howison, Sam - http://people.maths.ox.ac.uk/~howison/
Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks. |
Joshi, Mark - http://www.markjoshi.com/
Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources. |
Leung, Tim Siutang - http://www.ams.jhu.edu/~timleung/
Assistant Professor at Johns Hopkins University. Resume, research information, and contact information. |
Sepp, Artur - http://www.hot.ee/seppar/papers.htm
Purdue University. Financial Mathematics and Engineering, Option Pricing under Stochastic Volatility and Jump Diffusions; Levy processes, Exotic Options; Credit Risk; Derivatives. Publications and reports. |