• Jean-Pierre Fouque -- Jean-Pierre (JP) is a professor of Applied Probability at UC - Santa Barbara.  He is extremely bright, very patient, and a great mentor and friend.  Having JP as my adviser at UCSB was a bit like winning the lottery on a daily basis.
  • Winslow Carter-Strong -- Winslow was a fellow graduate student at UC - Santa Barbara.  If you are interested in a scientific approach to self-improvement and happiness, you would be well-served to check out Winslow's website: Biohack Yourself.
  • Sebastian Jaimungal -- Sebastian is a professor of Mathematical Finance at the University of Toronto.  I've had the pleasure of working with Sebastian on a number of occasions.  The speed at which he calculates things approaches c (i.e. the speed of light).   Most importantly, Sebastian is just a lot of fun to be around.
  • Jorge Zubelli -- Jorge works at Instituto Nacional de Matematica Pura e Aplicada (IMPA) in Rio de Janeiro, Brazil.  I met Jorge at the Fields Institute at the University of Toronto.  Since then, I've seen him at numerous conferences on financial mathematics.  Jorge was extremely kind to fund a trip I made to IMPA and to hold a research position for me while I was exploring postdoc opportunities.  Like me, Jorge thoroughly enjoys coffee.  Unlike me, Jorge is a vegetarian and attends yoga classes at 5 AM.
  • David Berenstein -- David is a professor of physics at UCSB.  I had the joy of taking quantum field theory from him.  I thoroughly enjoyed David's teaching and continued to enjoyed talking with him well after it became clear that I was not interested in becoming the next great theoretical physicist.  David maintains an entertaining blog: Shores of the Dirac Sea.
  • Ronnie Sircar -- Ronnie is a Professor in the ORFE department at Princeton and Co-Editor-in-Chief of the SIAM Journal on Financial Mathematics.  Ronnie works closely with all of the postdocs in the ORFE department that are part of the Research Training Group in Stochastic Analysis.   As such, he's the closest thing I have to an adviser at Princeton.  Like my PhD adviser JP, Ronnie very bright, a lot of fun to work with, and he always makes himself available when I have questions.  Most importantly, Ronnie is the provider of at least one free lunch per week.
  • Matheus Grasselli -- Matheus is a Professor of Financial Mathematics at McMaster University.  During my time at UCSB, Matheus gave two very entertaining seminars (both of which were in my all-time Top 5).  It is quite easy to identify Matheus at conferences.  He is the one sporting the Brazilian national soccer team jersey.
  • Peter Carr -- Peter is the Executive Director of the Masters in Math Finance Program at the Courant Institute at New York University as well as the Global Head of Market Modeling at Morgan Stanley.  I have heard Peter speak at numerous conferences and I have had the pleasure of discussing research with him on a few occasions.  More than any other academic, Peter's work strikes me as new, creative, practical and important.  Peter also has a witty sense of humor that seems to fly under the radar of many financial mathematicians.  The fact that many financial mathematicians completely miss Peter's jokes makes his jokes even more humorous to those of us that understand them.
  • Rafael Mendoza-Arriaga -- Rafael is a Professor in the McCombs School of Business at the University of Texas.  I have always enjoyed reading his papers; they are creative and well-written.  As a result, I find myself citing Rafael quite often in my own papers.
  • Roger Lee -- Roger is a Professor of Mathematics at the University of Chicago.  He is also the master of model-free implied volatility results (among other things).  Coincidentally, Roger is the son-in-law of my freshman physics professor Marvin Marshak.
  • Stephan Sturm -- I met Stephan when he was a postdoc at Princeton.  Now he is a professor at WPI.  Stephan is extremely bright and very very giving of his time.  He deserves a good deal of credit for helping me with a number of mathematical problems I could not solve on my own. 
  • Vadim Linetsky -- Vadim is a professor at Northwestern University.  I somewhat owe my current career path to Vadim.  I became interested in finance after reading Vadim's paper about path integrals in finance.  Soon after, I wrote an e-mail to Vadim inquiring as to how a physicist could make a career in math finance.  Vadim suggested that I talk with Jean-Pierre Fouque, who UCSB had just hired, and who later became my adviser.
  • Alvaro Cartea -- Alvaro is a Reader of Financial Mathematics at University College London.  I met Alvaro through Sebastian Jaimungal; the two of them have co-authored a few high-frequency trading papers together.  Alvaro took me out for a very enjoyable Thanksgiving dinner ... at a pub ... in Oxford, UK.
  • Rene Carmona -- Rene is a Professor in the ORFE department at Princeton Co-Editor-in-Chief of the SIAM Journal on Financial Mathematics.  What amazes me about Rene is that he is able to do more in one day than I think is humanly possible.  And, despite his busy schedule, he is very giving of his time.
  • Andrea Pascucci -- Actually, I have yet to meet Andrea in person.  But, I have corresponded enough with him through e-mail that, when I do meet him, I'm sure I will get along with him.  Andrea also has some pretty neat methods for solving PDEs.
  • Antoine Jacquier -- I met Antoine (Jack) at a workshop at the Fields Institute in 2010.  We were both graduate students at the time.  After talking with Jack, I remember thinking, "this guy is smart...and friendly...he would be a good person to work with."  As chance would have it, we met again at the SIAM annual meeting in 2012.  We started talking about research, and soon after, we starting working together.  I really enjoy working with Jack -- not only because he is bright and hard-working -- but also because he is incredibly precise.
  • Jim Gatheral -- Jim is a bit like Troy McClure from the Simpsons in that you might remember him from a number of things: the author of "The Volatility Surface," the man who introduced the world to the Stochastic Volatility Inspired (SVI) parameterization of implied volatility, the editor of Quantitative Finance, or as a professor at NYU or Baruch College.  I remember Jim as the Scottish physicist turned financial mathematician who likes to share a drink or two after a long day of talks at a conference.
  • Stefano Pagiarani -- Like my other Italian co-author, I have not met Stefano.  Hopefully we can fix this situation soon.  Anyway, Stefano is hard working, smart, and looking for a postdoc.  If I had a grant to hire him, I would do so in a heart-beat.  If you are looking for a postdoc with interests in financial math...well...you found your perfect candidate.
  • Tim Leung -- Tim is a professor in the IEOR Department at Columbia University.  His work strikes me as both relevant (surprisingly, this is not the norm in financial mathematics), creative, and well-written.  I am not sure where/when I met Tim; I've seen him at so many conferences, I feel as though I always knew him.  Tim and I have not yet collaborated on a project.  But, we hope to change that soon.
  • Birgit Rudloff -- Birgit is a professor in the ORFE department at Princeton University.  She was a fantastic friend during my three years at Princeton.  I thoroughly enjoyed the many lunchtime conversations we had.  Birgit has an adventurous personality.  She has been known to ride a motorcycle from time to time, juggle things like torches, and, like me, has spent some time living in and traveling around Latin America.
  • Michael Coulon -- Michael and I shared an office during my first year in Princeton.  It was by far the most entertaining, and least productive, year of my academic career.  Perhaps the highlight of my time sharing an office with Michael occurred when he and I missed celebrating 11:11:11 AM on 11/11/11 while we were looking for room 111 in Sherrerd Hall.  There was also a rather entertaining episode involving a bunny singing a happy birthday telegram and a Princeton professor with no sense of humor.

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