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Kenneth Arrow , (1921–2017), American economist, Social choice theory .Louis Bachelier , (1870–1946), French mathematician, Pioneer of financial mathematics .Jacob Bernoulli , (1654–1705), Swiss mathematician, discovered the mathematical constant e Compound interest .Fischer Black , (1938–1995), American economist, famous for Black–Scholes equation .Michael Brennan , (born 1942), co-designed the Brennan-Schwartz interest rate model, and pioneer of real options theory.Vinzenz Bronzin (1872–1970), Italian mathematics professor; published option pricing formulae in 1908, as well as a formulation of put–call parity .Phelim Boyle , (born 1941), (Irish physicist), initiated the use of Monte Carlo methods and Trinomial trees in option pricing .John Carrington Cox , (born 1943), one of the inventors of the Cox-Ross-Rubinstein model .Emanuel Derman , (born 1945), particle physicist, co-author of Black–Derman–Toy model .Richard A. Epstein , (1927–2016), notable American game theorist and physicist.Eugene Fama , (born 1939) American economist, work on portfolio theory and asset pricing, laureate Nobel Memorial Prize in Economic Sciences .Victor Glushkov , (1923–1982), founding father of information theory in the Soviet Union.Benjamin Graham , (1894–1976) American economist and professional investor and first proponent of value investing .Myron J. Gordon , (1920–2010) American economist; noted for Gordon model.Robert Haugen , (1942–2013) US financial economist and a pioneer in the field of quantitative investing and low-volatility investing .Thomas Ho , author of the Ho–Lee model and key rate duration .John C. Hull , noted for the Hull–White model .Jonathan E. Ingersoll , (born 1949), one of the authors of the Cox–Ingersoll–Ross model of the yield curve .Kiyoshi Itō , (1915–2008) was a Japanese mathematician whose work is now called Itō calculus .Robert A. Jarrow , a co-creator of the Heath–Jarrow–Morton framework for pricing and credit risk model utilized in the financial field.John Kelly , (1923–1965), American physicist, Bell Labs scientist, best known for formulating the Kelly criterion .Sang Bin Lee , author of the Ho–Lee model .Martin L. Leibowitz , developed dedicated portfolio theory .Francis Longstaff , (born 1956), known for the Longstaff-Schwartz interest rate model .Frederick Macaulay , (1882–1970), Canadian-American economist, introduced the concept of Bond duration .Harry Markowitz , (1927–2023), American economist, Nobel Memorial Prize in Economic Sciences . Pioneering work in Modern Portfolio Theory .Benoît Mandelbrot , (1924–2010) was a French American mathematician, the father of fractal geometry .Robert C. Merton , (born 1944), American economist, and laureate Nobel Memorial Prize in Economic Sciences .John von Neumann , (1903–1957), Hungarian American mathematician made major contributions to a vast range of fieldsVictor Niederhoffer , (born 1943), American, the father of Statistical arbitrage and of Market microstructure studies.Stephen Ross , (1944–2017), American, known for initiating several important theories and models in financial economics .Mark Rubinstein , (1944–2019), American, a senior academic in the field of finance , focusing on derivatives , particularly options .Myron Scholes , (born 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation.Eduardo Schwartz , (born 1940), American, pioneering research in the real options method of pricing investments under uncertainty .Claude Shannon , (1916–2001), American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory ".William F. Sharpe , (born 1934), American Nobel Memorial Prize in Economic Sciences , one of the originators of the Capital Asset Pricing Model .Nassim Nicholas Taleb , (born 1960), Lebanon, considers himself less a businessman than an epistemologist of randomness .Thales , (c. 624 BC – c. 546 BC), Greek, one of the Seven Sages of Greece , made the first recorded option trade.Ed Thorp , (born 1932), American author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by card counting .Alan White , noted for the Hull-White model .Oldrich Vasicek , (born 1942), Czech, breakthrough paper, describing the dynamics of the yield curve ; see Vasicek model .
Cliff Asness , (born 1966), American, co-founder of AQR Capital Management , credited with popularizing value and momentum strategies.David Blitz , (born 1973), Dutch, founding researcher of Robeco Quantitative Investments contributor to factor investing literature.Jean-Philippe Bouchaud , (born 1962), French physicist and econophysicist, former editor of Quantitative Finance .Damiano Brigo , (born 1966), Italian, known for results in systems theory , probability and mathematical finance .Aaron Brown , (born 1956), American risk expert, known for the idea that the economics of modern global derivatives evolved from gambling.Gunduz Caginalp , (1952–2021), Turkish American, researcher known for work in quantitative behavioral finance .Neil Chriss , American, mathematician , academic , hedge fund manager, first director of the Courant Institute Mathematical Finance Program.Jakša Cvitanić , (born 1962), Croatian, Professor of Mathematical Finance at the California Institute of Technology .Raphael Douady , (born 1959) French mathematician, Head of Laboratory of Excellence on Financial Regulation at the Sorbonne.Darrell Duffie , (born 1954) Canadian, Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business .Bruno Dupire , (born 1958), French, known for showing how to derive a local volatility model.Frank J. Fabozzi , American, prolific author, co-developer of the Kalotay–Williams–Fabozzi model .J. Doyne Farmer , (born 1952), American, one of the founders of the Prediction Company .Jim Gatheral , Scottish, known for work on the volatility smile and the volatility surface.Hélyette Geman French mathematician known for change of numeraire methods in mathematical finance.Kenneth C. Griffin , (born 1968), is an American hedge fund manager.Albert Hibbs , (1924–2003) noted American mathematician and the "voice" of JPL .Peter Jaeckel , German mathematician who has influenced the development of the use of Monte Carlo methods in Mathematical Finance.Mark S. Joshi , (1969–2017) British Australian author, researcher and consultant in mathematical finance .Andrew Kalotay , (born 1941), Hungarian-American, Wall Street quant and chess master, statistician and mathematician.Nicole El Karoui , (born 1944), mathematician, and pioneer in the development of Mathematical Finance.Piotr Karasinski , quantitative finance pioneer; best known for the Black–Karasinski model .Sheen T. Kassouf , (1929–2006) economist known for research in financial mathematics.David X. Li , (born c. 1960s), Chinese, pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations (CDOs).Andrew Lo , (born 1960), leading authority on hedge funds and financial engineering ; he proposed the Adaptive market hypothesis .David Luenberger , (born 1937), mathematical scientist known for his research and his textbooks.William Margrabe author of Margrabe's formula .Fabio Mercurio , (born 1966), Italian, mathematician, internationally known for incomplete markets theory.Attilio Meucci , Italian, applied mathematician, known for refining the Black–Litterman model and other portfolio and risk management methodologies.Salih Neftçi , (1947–2009) leading expert in the fields of stochastic processes and financial engineering.Norman Packard , (born 1954), American, is a chaos theory physicist and one of the founders of the Prediction Company and ProtoLife .William Perraudin , British, economist, specializing in the fields of risk and pricing of debt instruments .Riccardo Rebonato , former physicist specializing in yield curve modeling and risk management.Isaak Russman , (1938–2005) was a Russian mathematician and economist.David E. Shaw , (born 1951) computer scientist and computational biochemist who founded D. E. Shaw & Co .Peng Shige , (born 1947), Chinese, mathematician noted for his contributions in stochastic analysis and mathematical finance .Steven E. Shreve , academic and widely read author in mathematical finance.James Harris Simons , (1938–2024), American hedge fund manager, mathematician, and philanthropist.Case Sprenkle , early researcher in option pricing theory.Stuart Turnbull , co-developer of the Jarrow–Turnbull model for credit risk Pim van Vliet , (born 1977), Dutch quantitative fund manager, researcher with contributions to low-volatility investing .Paul Wilmott , (born 1959) UK researcher, consultant and lecturer in quantitative finance.Marc Yor , (1949–2014), French mathematician, known for work on stochastic processes , especially properties of semimartingales , Brownian motion and other Lévy processes .
