I am currently working on two
new books:Both my recent books were published by Cambridge University Press. I wrote a chapter for
My older financial maths papers can be downloaded from www.quarchome.org where I used to work.
I am an associate professor in the Centre for Actuarial Studies at Melbourne University.
I am available for consulting and in-house training courses around the world. Here's my publication list. Brief cv.
I will be giving a course in London at the Institute of Physics in London in March. Here's the flyer.
Working papers, advice and code downloads are available here.
Here's my advice for wannabe quants.
Here's my list of recommended books.
Here's my books and careers forum for wannabe quants.
Here's a list of mathematical finance
researchers' pages.