Web Directory

» Derman, Emanuel
   Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
   http://www.ederman.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/

» 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/

» Leung, Tim Siutang
   Assistant Professor at Johns Hopkins University. Resume, research information, and contact information.
   http://www.ams.jhu.edu/~timleung/

» 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

» 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