Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biog...
Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Deriv...
Manchester University. Interest rate models and the pricing of interest rate derivatives; Portfolio...
Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transac...
Assistant Professor at Johns Hopkins University. Resume, research information, and contact informat...