From Quantitative Finance

Contents 1 People 1.1 Academics 1.2 Programmers 1.3 Friends and Colleagues 2 Organisations 2.1 Financial Services Firms 2.2 Professional Bodies 2.3 Regulators

People

Academics

• 
  Emanuel Derman is a Professor at Columbia University and director of their program in financial engineering, and is also the Head of Risk at Prisma Capital Partners. He was Head of Goldman Sachs' Quantitative Risk Strategies Group. His book My Life as a Quant: Reflections on Physics and Finance was one of Business Week's top ten books of the year for 2004.

• 
  Eugene Fama is a Robert R. McCormick Distinguished Service Professor of Finance at The University of Chicago Graduate School of Business, where he spent all of his teaching career, and Director of Research of Dimensional Fund Advisors. He is a co-author of The Theory of Finance, the father of efficient market theory and a major contributor to portfolio theory and asset pricing, both theoretical and empirical.

• 
  John Hull is the Maple Financial Group Professor of Derivatives and Risk Management in the Joseph L. Rotman School of Management at the University of Toronto. His is the author of Options, Futures, and Other Derivatives, the financial engineering "bible".

• 
  Mark Joshi is an Associate Professor in the Centre for Actuarial Studies at Melbourne University. He was Head of QuaRC at the Royal Bank of Scotland Group for six years. Mark has published several important books on quantitative finance, including The Concepts and Practice of Mathematical Finance.

• 
  Berc Rustem is a Professor of Computational Methods in Operations Research at Imperial College London known for his distinguished achievements in nonlinear programming, robust control, financial problems, and macro modelling. I attended his courses on computational finance and optimisation and assisted him in teaching.

• Steven E. Shreve is an Orion Hoch Professor at Carnegie Mellon University. He works in the general area of stochastic processes with applications to financial markets and heavy-traffic limits of queueing systems. He is the co-author with I. Karatzas of the graduate text Brownian Motion and Stochastic Calculus. He is also the author of the two-volume work Stochastic Calculus for Finance. He directs the B.S. program in Computational Finance at Carnegie Mellon and serves on the Steering Committee for the Master's program in Computational Finance.

• 
  Michael J. Stutzer is a Professor of Finance and Director of the Richard M. Burridge Center for Securities Analysis and Valuation, Leeds School of Business, University of Colorado, Boulder. He has published extensively on optimal asset allocation and derivative valuation.

• 
  Paul Wilmott is a researcher, consultant and lecturer in quantitative finance. The Financial Times called him a "cult derivatives lecturer". He is the founder of the Diploma in Mathematical Finance at Oxford University. Amongst other things, he has written Paul Wilmott Introduces Quantitative Finance and Paul Wilmott on Quantitative Finance. His website is a major convergence point for the quantitative finance community.

Programmers

• 
  Joshua Bloch is a Principal Engineer at Google. He was previously a Distinguished Engineer at Sun Microsystems and a Senior Systems Designer at Transarc. He led the design and implementation of numerous Java platform features, including the JDK 5.0 language enhancements and the Java Collections framework. He is the author of the Jolt Award-winning book Effective Java. He holds a PhD in Computer Science from Carnegie-Mellon University and a BS in Computer Science from Columbia.

• Martin Fowler is a famous author and international speaker on software architecture, specialising in object-oriented analysis and design, UML, design patterns, and agile software development methodologies, including extreme programming. He has written a number of books, including UML Distilled. Martin is currently Chief Scientist at ThoughtWorks, a systems integration and consulting company.

• 
  Scott Meyers is one of the world's foremost experts on C++ software development. He wrote the best-selling Effective C++ series, is consulting editor for Addison Wesley's Effective Software Development Series, and is an inaugural member of the Advisory Board of The C++ Source. He has server on the technical advisory boards of several start-up companies. A programmer since 1972, he holds an MS in Computer Science from Stanford University and a PhD from Brown University.

Friends and Colleagues

• Saeed Amen is a colleague of mine at Lehman Brothers, a Quantitative Strategist in Fixed Income. We went to school together (Imperial College) and both did JMC.

Organisations

Financial Services Firms

• Barclays Capital
• BNP Paribas
• Bear Stearns (BSC)
• Credit Suisse (CS)
• Deutsche Bank (DB)
• Goldman Sachs (GS)
• JP Morgan Chase (JPM)
• Lehman Brothers (LEH)
• Merrill Lynch (MER)
• Morgan Stanley (MS)
• Royal Bank of Scotland (RBS)
• Société Générale
• UBS (UBS)

Professional Bodies

• Securities & Investment Institute. The professional body for practicioners in the securities and investment industry. They are responsible for the SII Certificate programme. If you are a practicioner, chances are the FSA has made you sit some of their exams (probably financial regulation andSFD).

Regulators

• Financial Services Authority (FSA). The regulator of all providers of financial services in the UK. (The Bank of England retains responsibility for systemic risk.)

 
 

	Enter your search terms Submit search form
	Web www.bilokon.co.uk