The QuantLib Group
Authors
The QuantLib Group members are:
- Ferdinando Ametrano, Banca Caboto SpA, administrator
- Luigi Ballabio, StatPro Italia srl, administrator
- Mario Aleppo, StatPro Italia srl
- Marco Bianchetti, Banca Caboto SpA
- Nicolas Di Césaré
- Cristina Duminuco, Banca Caboto SpA
- Dirk Eddelbuettel
- Giorgio Facchinetti, Banca Caboto SpA
- Neil Firth, Mathematical Institute, University of Oxford
- Chiara Fornarola, Banca Caboto SpA
- Nicola Jean, StatPro Italia srl
- Katiuscia Manzoni, Banca Caboto SpA
- Marco Marchioro, StatPro Italia srl
- Mario Pucci, Banca Caboto SpA
- Sadruddin Rejeb
- Enrico Sirola, StatPro Italia srl
- Klaus Spanderen
- Niels Elken Sønderby
- François du Vignaud, Banca Caboto SpA
- Joseph Wang
- François du Vignaud, Banca Caboto SpA
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, Joe Byers, Antoine Cellerier, Aurelien Chanudet, Yiping Chen, Warren Chou, Jon Davidson, Daniele De Francesco, Piter Dias, Silvia Frasson, Matteo Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary Kennedy, Allen Kuo, James Lee, Roland Lichters, André Louw, Enrico Michelotti, Tiziano Müller, Gilbert Peffer, Walter Penschke, Gianni Piolanti, Fabio Ramponi, Peter Schmitteckert, David Schwartz, Eugene Shevkoplyas, Maxim Sokolov, Marco Tarenghi, Charles Whitmore, Bernd Johannes Wuebben, and Jeff Yu.QuantLib also includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance".
QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.