People

• Science: Math: Applications: People  (5)

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.