May 18th, 2007, 4:56 pm
Those profiled. Not many I would have expected. Peter Carr, Bruno Dupire, Bjorn Flesaker, and Peter Jäckel are ones I'd think of in the typical 'Quant' category. Some others are recognized names of people who use quantitative strategies in their funds or investments, I assume to give a broader view of research.While there are alot of names that could be mentioned, a few [industry quants] that might have been included would be Lipton, Piterbarg, Andreasen, Andersen, Rebonato, Babbs, Joshi, Gatheral, Cheyette, Brigo, Musiela, etc. [no slight to ones left off]. Chapter 1: David Leinweber, Leinweber & Co. Chapter 2: Ronald N. Kahn, Global Head of Advanced Equity Strategies, Barclays Global Investors. Chapter 3: Gregg E. Berman, Vice Chairman, RiskMetrics Group. Chapter 4: Evan Schulman, Chairman, Upstream Technologies, LLC. Chapter 5: Leslie Rahl, President, Capital Market Risk Advisors. Chapter 6: Thomas C. Wilson, Chief Insurance Risk Officer, ING Group. Chapter 7: Neil Chriss, Managing Director of Quantitative Strategies, SAC Capital Management, LLC. Chapter 8: Peter Carr, Head of Quantitative Financial research, Bloomberg. Chapter 9: Mark Anson, CEO, Hermes Pensions Management Ltd.; CEO, British Telecommunications Pension Scheme Chapter 10: Bjorn Flesaker, Senior Quant, Bloomberg L.P. Chapter 11: Peter Jäckel. Chapter 12: Andrew Davidson, President, Andrew Davidson & Co., Inc. Chapter 13: Andrew B. Weisman, Managing Director, Merrill Lynch. Chapter 14: Clifford S. Asness, Managing and Founding Principal, AQR Capital Management, LLC. Chapter 15: Stephen Kealhofer, Managing Partner, Diversified Credit Investments. Chapter 16: Julian Shaw, Head Risk Management & Quantitative Research, Permal Group. Chapter 17: Steve Allen, Deputy Director, Masters Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University. Chapter 18: Mark Kritzman, President and CEO, Windham Capital Management, LLC. Chapter 19: Bruce I. Jacobs and Kenneth N. Levy, Principals, Jacobs Levy Equity Management. Chapter 20: Tanya Styblo Beder, Chairman, SBCC. Chapter 21: Allan Malz, Head of Risk Management, Clinton Group. Chapter 22: Peter Muller, Senior Advisor, Morgan Stanley. Chapter 23: Andrew J. Sterge, President, AJ Sterge (a division of Magnetar Financial, LLC). Chapter 24: John F. (Jack) Marshall, Ph.D., Senior Principal of Marshall, Tucker & Associates, LLC and Vice Chairman of the International Securities Exchange.
Last edited by
jfuqua on May 18th, 2007, 10:00 pm, edited 1 time in total.