| The results 1 to 7 from 7 | |
|
|
|
|
| | Challet, Damien |
| | Nomura Centre for Quantitative Finance, University of Oxford. Econophysics, nonequilibrium systems, optimization and software bug dynamics. Publications, software.
http://people.maths.ox.ac.uk/~challet/ - New window - Cached - Archive - |
|
|
| | Derman, Emanuel |
| | Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
http://www.ederman.com/ - New window - Cached - Archive - |
|
|
| | Howison, Sam |
| | Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks.
http://people.maths.ox.ac.uk/~howison/ - New window - Cached - Archive - |
|
|
| | Joshi, Mark |
| | Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.
http://www.markjoshi.com/ - New window - Cached - Archive - |
|
|
| | Leung, Tim Siutang |
| | PhD Candidate in Financial Engineering at Princeton University. Resume, research information, photos, and contact information.
http://www.princeton.edu/~siutang/ - New window - Cached - Archive - |
|
|
| | 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.
http://www.hot.ee/seppar/papers.htm - New window - Cached - Archive - |
|
|
| | 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.
http://www.rstapleton.com - New window - Cached - Archive - |
|
|
|
