Researchers and practioners in Mathematical_Economics_and_Financial_Mathematics 1. Challet, Damien - Nomura Centre for Quantitative Finance, University of Oxford. Econophysics, nonequilibrium systems, optimization and software bug dynamics. Publications, software. 2. Howison, Sam - Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks. 3. Joshi, Mark - Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources. 4. Leung, Tim Siutang - PhD Candidate in Financial Engineering at Princeton University. Site includes resume, research information, photos, contact information. 5. 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. 6. Derman, Emanuel - Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae. 7. 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.

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