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

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