People (Mathematical Economics and Financial Mathematics)

People Sites:

Sepp, Artur 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. (People) http://www.hot.ee/seppar/papers.htm Stapleton, Richard 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. (People) http://www.richard.stapleton1.btinternet.co.uk/ Derman, Emanuel Derman, Emanuel: Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae. (People) http://www.ederman.com/ Leung, Tim Siutang Leung, Tim Siutang: PhD Candidate in Financial Engineering at Princeton University. Site includes resume, research information, photos, contact information. (People) http://www.geocities.com/siutangleung/index.html Joshi, Mark Joshi, Mark: Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources. (People) http://www.markjoshi.com/