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CONTRIBUTORS

Michel Araten (11), JPMorgan Chase, New York, NY 10017.

Stefan Benvegnh (22), (CKRS1), Credit Portfolio Analytics, Credit Suisse, Ztirich,
CH-8070 Switzerland.
Arian B. Berkelaar (6), Quantitative Strategies, Risk & Analytics Department, World
Bank Group, Washington, DC 20433.
John F.O. Bilson (25), Illinois Institute of Technology, Chicago, IL 60616.
Michel Crouhy (20), Research and Development (Financial Engineering), IXIS

Corporate and Investment Bank 47, Paris, 75013 France.


Marcelo Cruz (14), RiskMaths LLP, New York, NY, 10010
Jrn Danielsson (23), Department of Accounting and Finance, London School of

Economics, London, WC2A 2AE United Kingdom.


Ashish Dev (19), Enterprise Risk Management, KeyCorp, Cleveland, OH 44114.
Kevin Dowd (9), Nottingham University Business School,
Nottingham, NG8 1BB United Kingdom.

Jubilee Campus,

Sebastian G. Fritz (22), CIB/Credit Risk Management, Risk Analytics & Instruments, Deutsche Bank AG, Frankfurt, 60325 Germany.
Dan Galai (20), School of Business Administration,
Jerusalem, 91905 Israel.

The Hebrew University,

Kay Giesecke (24), Department of Management Science and Engineering, Stanford


University, Stanford, CA 94305.
Lisa Goldberg (24), Barra Inc., Berkeley, CA 94704.
George A. Holt (27), Kamakura Corporation, Honolulu, HI 96822.
Angela Isaac (18), Protiviti, Chicago, IL 60521.

Numbers in parentheses indicate the chapter to which the author has contributed.

xxi

xxii

Contributors

Martin Jermakyan (3), Vemadun, LLC., New York, NY 10012.


Esa Jokivuolle (21), Financial Markets Department, Bank of Finland, Helsinki,
FIN-00101 Finland.
Sean C. Keenan (10), GE Commercial Finance, Stamford, CT 06927.
Riidiger Kiesel (17), Abt. Finanzmathematik, Universit~it Ulm, Ulm, 89069 Germany.
Adam Kobor (6), Quantitative Strategies, Risk & Analytics Department, World Bank
Group, Washington, DC 20433.
David R. Koenig (31), Professional Risk Managers' International Association,
Northfield, MN 55057.
Roy Kouwenberg (6), School of Management, Asian Institute of Technology, Klong
Luang, Pathumthani, 12120 Thailand.
James Lain (1), James Lam & Associates, Inc., Wellesley, MA 02481.
Anlong Li (28), Emerging Markets Credit Derivatives, Barclays Capital, New York,
NY 10166.
Thomas Liebmann (17), Bundesanstalt FUr Finanzdienstleistungsaufsicht, Bonn,
53117 Germany.
Stevan Maglic (12), Merrill Lynch, New York, NY 10080.
William Margrabe (15), The William Margrabe Group, Inc., Middletown, MD
21769.
Nenad Marinovich (12), Merrill Lynch, New York, NY 10080.
Robert Mark (20), Black Diamond, Lafayette, CA 94549.
Randy L. Marshall (18), Financial Risk Solutions Practice, Protiviti Inc., New York,
NY 10019.
Jorge Mina (5), RiskMetrics Group, New York, NY 10005.
Ludger Overbeck (16), Institut ftir Mathematik, Universit~it GiefAen, Giessen, 35392
Germany.
Wilfried H. Paus (22), Credit Risk Management, Risk Analytics & Instruments,
Deutsche Bank AG, CRM-RAI, Frankfurt am Main, 60325 Germany.
Richard L. Peterson (30), Market Psychology Consulting, San Francisco, CA 94114.
Thomas M. Porcano (15), Richard T. Farmer School of Business Administration,
Miami University, Oxford, OH 45056.
Nolke Posthuma (8), Research Department, ABP Investments, Schiphol, 1118 BH
The Netherlands.
Numbers in parentheses indicate the chapter to which the author has contributed.

xxiii

Contributors

Vijay R. Raghavan (28), Cantor Fitzgerald, New York, NY 10022.


Vandana Rao (19), Indiana University East, Richmond, IN 47374.
Jim Ryan (18), Protiviti, Chicago, IL 60521.
Milind Sharma (7), Deutsche Bank, New York, NY 10005.
l-lersh Shefrin (29), Department of Finance, Leavey School of Business, Santa Clara
University, Santa Clara, CA 95053.
David M. Shull (15), Richard T. Farmer School of Business Administration, Miami
University, Oxford, OH 45056.
Jorge R. Sobehart (10), Citigroup Risk Architecture, New York, NY 10022.
Gerhard Stahl (17), Bundesanstalt ftir Finanzdienstleistungsaufsicht, Gruppe Risikomodellierung (QRM), Bonn, 53117 Germany.
Tanya Styblo Beder (4), Tribeca Investments, Citigroup Investments Inc., New York,
NY 10022.
Jahangir Sultan (13), The Hughey Center for Financial Services, Bentley College,
Waltham, MA 02154.
Pieter Jelle van der Sluis (8), Research Department, ABP Investments, Schiphol,
1118 BH The Netherlands.
Donald R. van Deventer (2), Kamakura Corporation, Honolulu, HI 96822.
Gilles Zumbach (26), Consulting in Financial Research, 1228 Saconnex d'Arve,
Switzerland.

Numbers in parentheses indicate the chapter to which the author has contributed.

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