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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/ 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 Derman, Emanuel -
Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
http://www.ederman.com/ Leung, Tim Siutang -
PhD Candidate in Financial Engineering at Princeton University. Resume, research information, photos, and contact information.
http://www.princeton.edu/~siutang/ 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 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/ 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/
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