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.

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.

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

Leung, Tim Siutang
PhD Candidate in Financial Engineering at Princeton University. Site includes resume, research information, photos, contact information.

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