:: Collaborations ::

:: Mathematical Finance ::

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1. Mathematics of Financial Markets , by Professor Mark Davies, from the book Mathematics Unlimited - 2001 and Beyond published by Springer. More books by Springer on the subject of mathematical finance can be found here.

2. Valuation of American Options and for a wealth of articles, research papers and services offered by d-fine, please visit http://www.d-fine.co.uk/

Brief Profile of d-fine: With c.150 highly qualified professionals and offices in Frankfurt and London, d-fine is one of the largest consulting firms in Europe dedicated exclusively to the financial services industry. d-fine professionals all have very strong quantitative as well as IT skills. Moreover, they have a wealth of experience stemming from hundreds of sophisticated projects, from mathematical models to real time interfaces, from plain vanilla loans to exotic derivatives, from credit rating systems to full Basel II implementations, from treasury systems to asset liability management, from portfolio optimization to risk adjusted capital allocation.

3. Pricing Complex Options using a Simple Monte Carlo Simulation , Peter Fink, Senior Vice President and Head of Marketing, SMBC Capital Markets, Inc., New York, November 2000.

4. Future Possibilities in Finance Theory and Finance Practice , Prof. Robert C. Merton, Keynote First World Congress of the Bachelier Finance Society June 28, 2000.