People

Challet, Damien
Nomura Centre for Quantitative Finance, University of Oxford. Econophysics, nonequilibrium systems, optimization and software bug dynamics. Publications, software.
http://people.maths.ox.ac.uk/~challet/

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
PhD Candidate in Financial Engineering at Princeton University. Resume, research information, photos, and contact information.
http://www.princeton.edu/~siutang/

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