Prof. Carol Gresse Université de Paris-Nanterre, CEREG, Université de Paris-Dauphine Carole Gresse is Professor of Finance at Paris-Nanterre University, where she teaches investment selection, international finance and market microstructure. She is a graduate of ESCP-EAP Graduate School of Management and holds a PhD from Paris-Dauphine University. Her dissertation was awarded by the Paris Stock Exchange and granted for publication by theContinue reading

Dr. George Skiadopoulos Athens University of Economics and Business George Skiadopoulos is the ADEX Research Fellow in Financial Engineering at the Financial Engineering Research Centre (FRC) of the Athens University of Economics and Business (AUEB) and an Associate Research Fellow at the Financial Options Research Centre (FORC) at the University of Warwick. He holds a Ph.D. in Financial Derivatives from theContinue reading

Dr. Hyungsok Ahn Constellation Power Source, New York Hyungsok Ahn is a vice president at Constellation Power Source. Separated from Goldman Sachs last year, Constellation Power Source is a leading power marketer in the USA. He is responsible for developing energy derivative pricing models and pricing exotic structure products such as various tolls and gas storage deals. Prior to this heContinue reading

Prof. Michael Dempster Cambridge University Michael Dempster is Professor of Finance & Director, Centre for Financial Research, Judge Institute of Management, University of Cambridge. He has taught and researched in leading universities on both sides of the Atlantic and is currently co-Editor-in-Chief (with J Doyne Farmer) of Quantitative Finance. He has been consultant to a number of global financial institutions andContinue reading

Dr. Emmanuel Acar Bank of America, London Emmanuel Acar is a Principal and Manager of Risk Management Advisory, London, at Bank of America. He previously worked at Citibank as a Vice-President in the FX Engineering Group. He was a proprietary trader for almost ten years at Dresdner Kleinwort Benson, BZW and Banque Nationale de Paris? London Branch. He has experience inContinue reading

Dr. Nick Webber City University Nick Webber lectures in Finance at City University and he is a frequent speaker at academic and industry conferences. Before this Nick was based at Warwick Business School. Nick took a PhD in Theoretical Physics from Imperial College, London. He worked in industry, in computing and industrial modelling, before turning to research. His chief current researchContinue reading

Matt Snyder and Graham Tyler Wood Mackenzie, London Matt Snyder is Managing Consultant for Wood Mackenzie Consulting in London. He has consulted on numerous projects for large, remote gas assets located primarily in Latin America. His studies have included components from all phases of the value chain: from the wellhead to the burner tip. The analyses have included extensive modeling ofContinue reading

Dr. Luke Olsen Barclays Capital Luke Olsen is associate director of quantitative research and analytics for the convertible bonds business. His responsibilities include development and implementation of valuation models, analytical tools and front-office systems. Before joining the convertible bonds team in 1997, Luke worked on the Equity Derivatives Quantitative Research desk at BZW. Luke joined BZW after completing his PhD inContinue reading

Prof. Mark Salmon City University Mark Salmon is Deutsche Morgan Grenfell Professor of Financial Markets and Director of the Financial Econometrics Research Centre at City University Business School. Prior to this he was Professor of Economics at the European University Institute in Florence and has also acted as Chairman of the Economics Department there from 1993-1995. From 1990-1992, he was theContinue reading

Prof. Richard Baillie Michigan State Richard T. Baillie is the A J Pasant Professor of Economics and Finance at Michigan State University. He has a PhD from the London School of Economics (1978) and has been at MSU since 1986. He has also been a part time professor at Queen Mary, University of London since 1999. His main research interests areContinue reading

Dr. Marlies van Boven Newton Asset Management Marlies van Boven is a Quantitative Strategist at Newton Investment Management, wholly owned subsidiary of Mellon Bank. She is responsible for Quantitative Equity Research. Her research interests focus on multi-factor stock selection models and tactical asset allocation issues. She has a Ph.D. in Finance from the Financial Options Research Centre at the University ofContinue reading

Dr. Jacques Pézier ICMA Centre, University of Reading (Formerly – University of Warwick) Jacques Pézier is currently a Visiting Professor at the ICMA Centre, Henley Business School, University of Reading. His current research interests are in investment management (intelligent use of personal views, optimal design of structured products and portfolio insurance, performance criteria), risk management (optimal capital allocation, banking regulations) andContinue reading

Prof. Stewart Hodges University of Warwick Stewart Hodges directs the Financial Options Research Centre and is Professor of Financial Management at the University of Warwick. He is an associate editor of the Journal of Derivatives and has published widely. His current research interests include the role of derivatives in incomplete markets and their use in investment management.

Prof. William Perraudin Birkbeck College and Bank of England William Perraudin is a professor of finance at Birkbeck College, London, and is a Special Advisor to the Bank of England. He holds a PhD from Harvard University and his research focuses on continuous time pricing, credit risk modelling, strategic contingent claims models and risk management. Before coming to Birkbeck, he taughtContinue reading