Dr. Claudio Albanese

Visiting Professor of Mathematical Finance at King's College London

Claudio Albanese holds a Chair in Mathematical Finance at King's College London where he manages an Executive Doctoral programme. His PhD is from ETH Zurich. He was previously on the faculty at NYU, Princeton and the University of Toronto. His research is equally divided between stochastic volatility and credit correlation models and spans derivaatives across several asset classes.

Mike B. Giles

Professor of Scientific Computing, Professorial Fellow in Mathematical Finance St Hugh's College, University of Oxford

Prof. Giles' primary research focus is on computational finance, working on improving the accuracy, efficiency and analysis of Monte Carlo and finite difference methods. Recent research highlights include the use of adjoint techniques to compute sensitivities, and a new multilevel Monte Carlo method. Prof. Giles is also interested in various aspects of scientific computing, including high performance parallel computing. He recently began work on the exploitation of graphics cards for scientific applications in both finance and computational engineering. Prior to his move into computational finance, Prof. Giles spent 25 years researching computational fluid dynamics.

Gerald Hanweck, Jr.

Founder and Principal Partner of Hanweck Associates

Gerald Hanweck, Jr., is founder and principal partner of Hanweck Associates. Previously, Mr. Hanweck served as JPMorgan's Chief Equity Derivatives Strategist from 2000 to 2003, and led the bank's U.S. Fixed-Income Derivatives Strategy team. He has taught master's-level business courses at Northwestern University's Kellogg Graduate School of Management and at University of Chicago GSB, in addition to dozens of seminars on financial derivatives. Before joining JPMorgan in 1993, he worked as a derivatives researcher at Discount Corporation of New York Futures, and as a software developer at Microsoft. He has a PhD, Managerial Economics and Decision Science from Kellogg Graduate School of Management, and an AB, Mathematics from Princeton University.

Ronald S. Indeck

Founder and Chief Technology Officer to Exegy, Inc

Ronald Indeck received the BSEE, MSEE, and PhD degrees from the University of Minnesota. He is a Founder and Chief Technology Officer to Exegy, Inc. He was a National Science Foundation Research Fellow at Tohoku University in Sendai, Japan. Since 1988, he has been in the Department of Electrical Engineering at Washington University where he is the Das Family Distinguished Professor and Director of the Center for Security Technologies. He has published more than 50 peer reviewed technical papers and been awarded more than a dozen patents. He has received many awards including the NSF Presidential Young Investigator Award from President Bush, the Missouri Bar Association Inventor of the Year, the IBM Faculty Development Award, the Washington University Distinguished Faculty Award, the IEEE Centennial Key to the Future Award, and the IEEE Young Professional Award. He is a Fellow of the IEEE, member of the American Physical Society, and many other professional organizations.

Dean Tallam

Sales Representative for SciComp

Dean Tallam is a sales representative for SciComp, a provider of an automated coding technology (C/C++ source code) for quickly developing derivatives pricing and risk models (including CUDA-enabled Monte Carlo pricing models) from concise, high-level model specifications. Dean has over 20 years of experience in the financial services industry serving in sales, business development, client services and consulting positions with firms such as NumeriX, SunGard, PWC and JP Morgan Chase. Dean has an MBA degree from Columbia University.