Researchers and practitioners in Mathematical_Economics_and_Financial_Mathematics

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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
Assistant Professor at Johns Hopkins University. Resume, research information, 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.
[Mozilla Einstein]
Last update:
May 19, 2009 at 11:15:47 UTC
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