The QuantLib Group
Authors
The QuantLib Group members are:
- Ferdinando Ametrano, Monte Paschi Asset Management sgr, administrator
- Luigi Ballabio, StatPro Italia srl, administrator
- Mario Aleppo, StatPro Italia srl
- Nicolas Di Césaré
- Dirk Eddelbuettel
- Neil Firth, Mathematical Institute, University of Oxford
- André Louw, Decillion Pty
- Marco Marchioro, StatPro Italia srl
- Sadruddin Rejeb
- Niels Elken Sønderby
- Enrico Sirola, StatPro Italia srl
- Liguo Song
- Joseph Wang
QuantLib also includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance".
Contributors
We gratefully acknowledge contributions from Xavier Abulker, Toyin Akin, Sercan Atalik, James Battle, Christopher Baus, Thomas Becker, Adolfo Benin, Luca Berardi, David Binderman, Theo Boafo, Antoine Cellerier, Aurelien Chanudet, Jon Davidson, Daniele De Francesco, Piter Dias, Matteo Gallivanoni, Roman Gitlin, Tomoya Kawanishi, Gary Kennedy, Enrico Michelotti, Gilbert Peffer, Walter Penschke, Gianni Piolanti, Peter Schmitteckert, David Schwartz, Maxim Sokolov, Klaus Spanderen, Marco Tarenghi, Charles Whitmore, Bernd Johannes Wuebben, and Jeff Yu.This product includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.