Editor-in-Chief

• Rama Cont
• Center for Financial Engineering
• Columbia University, USA
• &
• CNRS, France
• Email: rama.cont@columbia.edu

Section Editors

• History of Quantitative Modeling in Finance
• Perry Mehrling
• Columbia University, USA
• Email: pgm10@columbia.edu

• Murad Taqqu
• Boston University, USA
• Email: murad@math.bu.edu

• Mathematical Tools
• Phillip Protter
• Cornell University, USA
• Email: pep4@cornell.edu

• Asset Pricing Models
• Paolo Guasoni
• Boston University, USA
• Email: guasoni@bu.edu

• Arbitrage Theory
• Walter Schachermayer
• Technical University of Vienna, Austria
• Email: wschach@fam.tuwien.ac.at

• Option Pricing: Fundamentals
• Mark Davis
• Imperial College London, UK
• Email: mark.davis@imperial.ac.uk

• Foreign Exchange Derivatives
• Uwe Wystup
• MathFinance AG, Germany
• Email: uwe.wystup@mathfinance.com

• Equity Derivatives: Products and Strategies
• Marco Avellaneda
• New York University, USA
• Email: avellaneda@courant.nyu.edu

• Ali Hirsa
• Caspian Capital Management & Columbia University, USA
• Email: ali.hirsa@ccm.natixis.com

• Equity Derivatives: Pricing Models
• Rama Cont
• Columbia University, USA
• Email: rama.cont@columbia.edu

• James Gatheral
• Merrill Lynch & Co, Inc., USA
• Email: jim_gatheral@msn.com

• Credit Risk
• Greg Gupton
• Fitch Ratings, USA
• Email: webmaster@defaultrisk.com

• Rüdiger Frey
• University of Leipzig, Germany
• Email: ruediger.frey@math.uni-leipzig.de

• Credit Derivatives
• Philipp Schönbucher
• ETH Zürich, Switzerland
• Email: p@schonbucher.de

• William Morokoff
• Standard and Poors, USA
• Email: william_morokoff@standardandpoors.com

• Interest Rate Derivatives
• Leif Andersen
• Bank of America, UK
• Email: leif.andersen@bofasecurities.com

• Vladimir Piterbarg
• Barclays Capital, UK
• Email: vladimir.piterbarg@barclayscapital.com

• Partial Differential Equations and Computational Methods
• Peter Forsyth
• University of Waterloo, Canada
• Email: paforsyt@uwaterloo.ca

• Damien Lamberton
• University of Marne-la-Vallée, France
• Email: damien.lamberton@univ-mlv.fr

• Simulation Methods in Financial Engineering
• Eckhart Platen
• University of Technology Sydney, Australia
• Email: eckhard.platen@uts.edu.au

• Peter Jaeckel
• ABN Amro, UK
• Email: p@jaeckel.org

• Asset Allocation and Portfolio Optimization
• Xunyu Zhou
• University of Oxford, UK
• Email: zhouxy@maths.ox.ac.uk

• Michael Stutzer
• University of Colorado, USA
• Email: michael.stutzer@colorado.edu

• Risk Management
• Michel Crouhy
• IXIS Corporate & Investment Bank, France
• Email: mcrouhy@ixis-cib.com

• Rüdiger Frey
• University of Leipzig, Germany
• Email: ruediger.frey@math.uni-leipzig.de

• Energy and Commodity Derivatives

• Helyette Geman
• Birkbeck College, University of London, UK
• Email: h.geman@bbk.ac.uk

• Christopher Harris
• RWE Innogy, UK
• Email: chris.harris@rwenpower.com

• Market Microstructure
• Jean-Philippe Bouchaud
• Capital Fund Management, France
• Email: jean-philippe.bouchaud@cea.fr

• Charles M. Jones
• Columbia University, USA
• Email: cj88@columbia.edu

• Financial Econometrics
• Ole Barndorff-Nielsen
• University of Århus, Denmark
• Email: oebn@imf.au.dk

• Eric Renault
• University of North Carolina, USA
• Email: renault@email.unc.edu

• Asset-Backed and Mortgage-Backed Securities
• Rama Cont
• Columbia University, USA
• Email: rama.cont@columbia.edu

• Actuarial Methods
• Soren Asmussen
• University of Århus, Denmark
• Email: asmus@imf.au.dk

• Hailiang Yang
• University of Hong Kong, P. R. China
• Email: hlyang@hkusua.hku.hk

Associate Editor

• Peter Tankov
• Université Paris VII, France
• Email: tankov@math.jussieu.fr