MoneyScience Tutors

 

Daniel J. Duffy
Daniel has BA (Mod), MSc and PhD degrees, all of which in mathematics and numerical analysis. He has been working with numerical methods on finance, industry and engineering since 1979. He has written four books on numerical methods and C++ for quantitative finance and he has developed a number of new schemes for this field as well as more than 20 years of training experience.
Jon Gregory
A popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University.
Patrick Burns
In 2002 Patrick Burns founded Burns Statistics, which focuses on consulting and software for asset management. Prior to that he spent 4 years at Citigroup in London in the Equity Research and Equity departments where he worked on quantitative models for trading and risk measurement. Before entering finance Patrick was a lead developer of S-PLUS in its early days. He has a PhD in Statistics from the University of Washington in Seattle.
Mark Joshi

Mark Joshi obtained a B.A. in mathematics from the University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994. He was an Assistant Lecturer in the department of pure mathematics and mathematical statistics at Cambridge University from 1994 to 1999. Following which he worked for the Royal Bank of Scotland from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined Melbourne University in November 2005 as an Associate Professor.

 

Mark’s book "The Concepts and Practice of Mathematical Finance," CUP 2003 has become a standard introductory text in the area, and his other book "C++ Design Patterns and Derivatives Pricing," CUP 2004, has also proved popular. He has published twenty pure mathematics papers, as well as writing over twenty papers on financial mathematics, many of which deal with the practical aspects of implementing market models.

Wim Schoutens

Wim Schoutens is a research professor in the Department of Mathematics at the Catholic University of Leuven, Belgium. He is a regular independent consultant and trainer to the banking industry on equity modeling, structured products, credit derivatives, and other financial engineering problems. His research interests cover all areas of financial Mathematics, in particular Lévy jump models. Wim is author of the Wiley book “Lévy Processes in Finance: Pricing Financial Derivatives” and editor (together with A.E. Kyprianou and Paul Wilmott) of the Wiley-book “Exotic Option Pricing and Advanced Lévy Models”.