Problems and Solutions in Mathematical Finance: Stochastic Calculus, Volume I

About the Authors

Eric Chin is a quantitative analyst at an investment bank in the City of London where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness on commodity and credit products. Prior to joining the banking industry he worked as a senior researcher at British Telecom investigating radio spectrum trading and risk management within the telecommunications sector. He holds an MSc in Applied Statistics and an MSc in Mathematical Finance both from University of Oxford. He also holds a PhD in Mathematics from University of Dundee.

Dian Nel has more than 10 years of experience in the commodities sector. He currently works in the City of London where he specialises in oil and gas markets. He holds a BEng in Electrical and Electronic Engineering from Stellenbosch University and an MSc in Mathematical Finance from Christ Church, Oxford University. He is a Chartered Engineer registered with the Engineering Council UK.

Sverrir Ólafsson is Professor of Financial Mathematics at Reykjavik University; a Visiting Professor at Queen Mary University, London and a director of Riskcon Ltd, a UK based risk management consultancy. Previously he was a Chief Researcher at BT Research and held academic positions at The Mathematical Departments of Kings College, London; UMIST Manchester and The University of Southampton. Dr Ólafsson is the author of over 95 refereed academic papers and has been ...