Mathematics

Elisa Alòs is an associate professor in the Department of Economics and Business at the Universitat Pompeu Fabra (Barcelona). She completed her Ph.D. in Mathematics in...

Numerical Methods in Computational Finance

Daniel J. Duffy's new book, Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach is due to come out on 3 March,...

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Malliavin Calculus: An Interview with Elisa Alòs

Elisa Alòs is an associate professor in the Department of Economics and Business at the Universitat Pompeu Fabra (Barcelona). She completed her Ph.D. in Mathematics in 1998 at the University of...

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An Interview with Ernest P. Chan

On 21 May, 2025, our Editor Dr Paul Bilokon interviewed Dr Ernest P. Chan,...

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A brief history of the foreign exchange market

This is an excerpt from Paul Bilokon's book An Introduction to Foreign Exchange (Thalesians...

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Who Is Who in Quantitative and Computational Finance in 2025

In 2025, the world of quantitative and computational finance is more packed — and...

Finance Editor -

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and...

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Malliavin Calculus: An Interview with Elisa Alòs

An Interview with Ernest P. Chan

A brief history of the foreign exchange market

Mathematics

Malliavin Calculus: An Interview with Elisa Alòs

Numerical Methods in Computational Finance

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Malliavin Calculus: An Interview with Elisa Alòs

An Interview with Ernest P. Chan

A brief history of the foreign exchange market

Who Is Who in Quantitative and Computational Finance in 2025

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

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