SciComp - Futures Volatility Surface Calibrator


Dear All,

I'm going to use this blog to give people access to miscellaneous research lectures of mine, to keep them abreast of my current areas of research, to give some subtle publicity for various projects, of mine and of friends and colleagues, and to propose informal social events.

The photo should give you a ballpark idea of what I look like, should you want to accost me. Although I don't usually have that silly look on my face - that photo was taken at a book launch party, and all the attention clearly went to my head - sometimes I smile, but more usually I'm scowling. Don't take it personally!