The QuantLib Group
Authors
The QuantLib Group members are:
- Ferdinando Ametrano, Banca IMI SpA, administrator
- Luigi Ballabio, StatPro Italia srl, administrator
- Marco Bianchetti, Banca IMI SpA
- Nicolas Di Césaré
- Dirk Eddelbuettel
- Neil Firth, Mathematical Institute, University of Oxford
- Nicola Jean, StatPro Italia srl
- Chris Kenyon
- Roland Lichters
- Marco Marchioro, StatPro Italia srl
- Klaus Spanderen
- Joseph Wang
Contributors
We gratefully acknowledge contributions from Xavier Abulker, Toyin Akin, Mario Aleppo, 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, Cristina Duminuco, Giorgio Facchinetti, Chiara Fornarola, Silvia Frasson, Matteo Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary Kennedy, Allen Kuo, Paul Laderoute, James Lee, Gang Liang, Robert Lopez, André Louw, John Maiden, Katiuscia Manzoni, Enrico Michelotti, Tiziano Müller, Guillaume Pealat, Gilbert Peffer, Walter Penschke, Gianni Piolanti, Mario Pucci, Fabio Ramponi, Sadruddin Rejeb, Peter Schmitteckert, David Schwartz, Eugene Shevkoplyas, Enrico Sirola, Maxim Sokolov, Niels Elken Sønderby, Marco Tarenghi, François du Vignaud, 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.