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	Howison, Sam - http://www.maths.ox.ac.uk/~howison/ Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks.
	Derman, Emanuel - http://www.ederman.com/ Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
	Challet, Damien - http://www.maths.ox.ac.uk/~challet/ Nomura Centre for Quantitative Finance, University of Oxford. Econophysics, nonequilibrium systems, optimization and software bug dynamics. Publications, software.
	Leung, Tim Siutang - http://www.princeton.edu/~siutang/ PhD Candidate in Financial Engineering at Princeton University. Resume, research information, photos, and contact information.
	Joshi, Mark - http://www.markjoshi.com/ Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.

	Stapleton, Richard - http://www.rstapleton.com 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.
	Sepp, Artur - http://www.hot.ee/seppar/papers.htm Purdue University. Financial Mathematics and Engineering, Option Pricing under Stochastic Volatility and Jump Diffusions; Levy processes, Exotic Options; Credit Risk; Derivatives. Publications and reports.

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