Editorial Board

Editor-in-Chief
  • Rama Cont
Centre National de Recherche Scientifique (CNRS), Paris & Department of Mathematics, Imperial College London

Section Editors

  • History of Quantitative Modeling in Finance
  • Perry Mehrling
  • Columbia University, USA
  • Email: pgm10@columbia.edu
  • Mathematical Tools
  • Phillip Protter
  • Cornell University, USA
  • Email: pep4@cornell.edu
  • Asset Pricing Models
  • Paolo Guasoni
  • Boston University, USA
  • Email: guasoni@bu.edu
  • Credit Derivatives
  • Philipp Schönbucher
  • Goldman Sachs, London, UK
  • Email: p@schonbucher.de
  • Partial Differential Equations and Computational Methods
  • Peter Forsyth
  • University of Waterloo, Canada
  • Email: paforsyt@uwaterloo.ca
  • Simulation Methods in Financial Engineering
  • Eckhart Platen
  • University of Technology Sydney, Australia
  • Email: eckhard.platen@uts.edu.au
  • Asset Allocation and Portfolio Optimization
  • Xunyu Zhou
  • University of Oxford, UK
  • Email: zhouxy@maths.ox.ac.uk
  • Energy and Commodity Derivatives
  • Financial Econometrics
  • Ole Barndorff-Nielsen
  • University of Århus, Denmark
  • Email: oebn@imf.au.dk
  • Actuarial Methods
  • Soren Asmussen
  • University of Århus, Denmark
  • Email: asmus@imf.au.dk

Associate Editor