Iwould like to thank Steve Heston not only for having bestowed his model to the financial engineering community, but also for contributing the Foreword to this book and to Leif B.G. Andersen, Marco Avellaneda, Peter Christoffersen, Jim Gatheral, Espen Gaarder Haug, Andrew Lesniewski, and Alan Lewis for their generous endorsement. And to my team at Wiley—Bill Falloon, Meg Freeborn, Steven Kyritz, and Tiffany Charbonier—thank you. I am also grateful to Gilles Gheerbrant for his strikingly beautiful cover design.
Special thanks also to a group who offered moral support, advice, and technical reviews of the material in this book: Amir Atiya, Sébastien Bossu, Carl Chiarella, Elton Daal, Redouane El-Kamhi, Judith Farer, Jacqueline Gheerbrant, Emmanuel Gobet, Greg N. Gregoriou, Antoine Jacquier, Dominique Legros, Pierre Leignadier, Alexey Medvedev, Sanjay K. Nawalkha, Razvan Pascalau, Jean Rouah, Olivier Scaillet, Martin Schmelzle, and Giovanna Sestito. Lastly, a special mention to Kevin Samborn at Sapient Global Markets for his help and support.
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