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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.richard.stapleton1.btinternet.co.uk/
Derman, Emanuel
Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
http://www.ederman.com/
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