Leung, Tim Siutang
- PhD Candidate in Financial Engineering at Princeton University. Site includes resume, research information, photos, contact information.
- http://www.princeton.edu/~siutang

Howison, Sam
- Director, Nomura Centre for Quantitative Finance, University of Oxford. Exotic derivatives, transaction costs, and market models. Publications, talks.
- http://www.maths.ox.ac.uk/~howison/

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

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/

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

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/

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