People Websites

Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.

Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.

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.

Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks.

Assistant Professor at Johns Hopkins University. Resume, research information, and contact information.