The purpose of this page is to
provide copies of papers on mathematical finance produced
by current and former
members of the Quantitative Research Centre (or QUARC for short).
Papers, notes and presentations on
- Interest rate modelling
- Equity and FX modelling
- Risk Management
- Credit Derivatives
- Inflation Derivatives
The current head of QUARC is Sukhdeep Mahal
Current QUARC members:
| Colin Barker |
| Shalom Benaim |
| Oswaldo Dieguez |
| Matthew Dodgson |
| Dherminder Kainth |
| Jan Kwiatkowski |
| Sukhdeep Mahal |
| Leena Murgai |
| Yajun Xia |
Former QUARC members:
| James Burridge |
| Teresa Cardoso |
| Narinder Claire |
| Christopher Hunter |
| Peter Jäckel |
| Mark Joshi |
| Lorenzo Liesch |
| Riccardo Rebonato |
| Nagulan Saravanamuttu |
| Alan Stacey |
| Jochen Theis |
Books by members of the QUARC team.