K|Quant.com

By clicking on the links on the left hand side you can access the referenced websites. A new browser window will open with the selected site. Please let me know of any broken links or outdated descriptions.

Wilmott	The leading online quantitative finance community, founded by Paul Wilmott. The articles are informative and the forums are very active, with information for beginners as well as experienced quants. Ranging from career advice, job listings, and brain teasers to highly technical discussions, Wilmott.com offers something for everyone.
NumaWeb	Educational site with a good reference section, a book shop powered by global-investor.com, and an active job board.
CQF.info	This is the little brother of Wilmott.com. Not quite as active thus far but growing quickly. Quite a few people participate in both forums. Definitely worth a try.
Nuclear Phynance	The interesting thing about this site (besides the odd name) is that nobody knows about it. A recent Google search yielded a measly six results (excluding duplicates). And yet, inexplicably, the forums are very active and the overlap with other sites is quite small. Recommended.
eFinancialCareers	Financial job site with some very informative articles about the current state of the markets. Need to know which areas are hot? This is the perfect site to catch the latest trends and to find up-to-date job listings. Mostly focused on European positions.
Quant Notes	Nice site with some original content, links, and job listings. Put together by three junior quants.
Risk Latte	Based in Hong Kong. Company targets the Executive Education segment of the quantitative finance market and provides quant services to institutions. The site features some nice quizzes, research papers, and links.
FE News	Features some interesting articles and columns concerning the financial engineering and risk management space. Also takes a closer look at some of the quantitative finance MSc programs.
FinMath	The layout of this site is terrible and the navigation impossible. However, the raw information about upcoming events, books (including tables of content), academic programs, and so on is very complete. So if you have time to dig through a pile of unorganized content then you are sure to find some nuggets of information that are useful.
Global Derivatives	Nice site! Includes a good overview of the available academic programs in quantitative finance, specifically indicating the highlights and notable faculty members of each program. Global Derivatives also features a nice mathematics glossary, focusing on terms from financial mathematics.


Emanuel Derman	Former head of the Quantitative Strategies Group at Goldman Sachs and later in charge of Derivatives Analysis and Firmwide Risk. Today, he is a professor at Columbia University and the author of My Life as a Quant: Reflections on Physics and Finance (read my review here). Through my limited interactions with him I can also state that he is very approachable and down-to-earth.
Paul Wilmott	Named a Cult Derivatives Lecturer by the Financial Times, Wilmott is best known for his unconventional textbooks on quantitative finance. (see textbooks here). Wilmott holds a PhD from Oxford and works in London as a researcher and consultant. Wilmott.com is one of the most popular online destinations for aspiring and practicing quants.
Peter Carr	As the Head of Quantitative Research at Bloomberg and Director of the Masters in Math Finance at New York University, Carr managed to combine an outstanding academic career with a successful professional pathway. Carr is a well-known figure in the field of quantitative finance and he was recently named Quant of the Year by Risk Magazine for his accomplishments. While working two jobs and hanging out with New York's Billionaire Mayor Michael Bloomberg, he somehow managed to find time to read my website; so you really don't have an excuse not to read his site.
Mark Rubinstein	Co-author of the often cited Cox-Ross-Rubinstein option pricing model and currently a professor at UC Berkeley. Last time I attended one of Rubinstein's lectures in Berkeley, he derived the optimal bet size for horse races and explained how to short sell horses in a market that doesn't allow short positions. Very entertaining and memorable.
Daniel Duffy	Like Wilmott, Duffy is an entrepreneur, author, trainer, and consultant. He is the founder of DataSim.nl and author of Financial Instrument Pricing Using C++ (see computer science books here). Duffy's books and training sessions discuss the actual implementation of quantitative models -- an important area of quantitative finance that is often neglected by other authors. His PhD dissertation focused on finite difference methods for convection-diffusion equations. Duffy can also be found in the forums of Wilmott.com.
Mark Joshi	Graduate of MIT and lecturer at Cambridge and Oxford. Joshi works at Royal Bank of Scotland and is the author of the excellent text C++ Design Patterns and Derivatives Pricing. My quick review of this book (which he agreed was fair) can be read here. He is also an active participant and contributor at several online finance forums. In their books, Duffy and Joshi both address the practical issues of implementing derivatives pricing engines in C++. Both texts are recommended because they use different approaches and techniques.
Sam Howison	Professor of Mathematics at Oxford University and co-author of the fine book The Mathematics of Financial Derivatives (Wilmott et al). When I recently met Howison at Oxford, he proposed the following game: if a fair coin is flipped three times, all eight outcomes {HHH, HHT, HTH, etc} are equally likely. So let's say I pick a sequence of length three at random and later he picks such a sequence as well. Then we flip a coin until the last three tosses match up with one of our selections. The matching selection wins. Is it still a fair game? Does it matter who chooses first?
Jonathan Berk	Professor of Finance at UC Berkeley and a former advisor to Market Engine Corporation, the company I co-founded (read more here). Berk is also an avid skier and, believe it or not, his Winter Finance Workshop includes Helicopter Skiing!
Helyette Geman	Professor of Finance at the University of Paris, Dauphine and author of Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals, and Energy. Geman is an expert on Levy processes and time-changing Brownian motion to model stochastic volatility, implied volatility and jumps of in asset prices. She has authored numerous well-known papers and perhaps her best known article dates back to 1993 when Geman-Yor showed a closed-form valuation of arithmetic-average Asian options using Laplace transforms. I met Geman at a seminar at Imperial College in London where I also learned that she was the PhD advisor to Nicholas Taleb.
Nassim Taleb	To quote directly from his home page, Taleb is an "essayist, researcher, and practitioner of uncertainty focusing on the attributes of unexpected events and large deviations, 'Black Swans'." I couldn't have summarized it better. Taleb is the author of Dynamic Hedging (listed here) and Fooled by Randomness, listed here in the Biography section. He also has a great passion for "Italians"; don't ask :-).
Steven Shreve	Professor of Finance at Carnegie Mellon and author of several excellent books on stochastic processes, including Brownian Motion and Stochastic Calculus, Methods of Mathematical Finance and most recently, Stochastic Calculus for Finance, a great two-volume introduction. His lecture notes can be found here and should be read by every aspiring quant.
Victor Niederhoffer	Well-known speculator and fund manager. Niederhoffer managed money for George Soros before starting his own fund. He is also the author of Education of a Speculator and Practical Speculation and is currently involved with an online site called Daily Speculations.
Peter Jaeckel	Jackel has a PhD from Oxford University and he currently works for Commerzbank Securities in London as a front office quant. His claim to fame is the very good book Monte Carlo Methods in Finance (listed here in the finance section). Jaeckel has also teamed up with Paul Wilmott as a lecturer in the Certificate of Quantitative Finance (CQF) program.
Paul Glasserman	Professor at Columbia University and author of Monte Carlo Methods in Financial Engineering.
John Hull	Professor of Finance at the University of Toronto and author of Options, Futures and Other Derivatives, as well as other introductory texts (see educational textbooks here). Hull is considered one of the godfathers of accessible quantitative finance literature. He is also known for the Hull-White model and other financial innovations.
Espen Haug	Known as The Collector because he has assembled a collection of Black-Scholes implementations in over 30 programming languages on his website. He is also the author of The Complete Guide to Option Pricing Formulas and is a frequent contributor to the Wilmott Magazine. His site has some nice original content, including an introduction to the very amusing Manhatten option. Haug works as a proprietary trader in New York.