NAME

group - The QuantLib Group

Authors

The QuantLib Group members are:

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Ferdinando Ametrano, Banca IMI SpA, administrator
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Luigi Ballabio, StatPro Italia srl, administrator
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Marco Bianchetti, Banca IMI SpA
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Nicolas Di Ceare
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Dirk Eddelbuettel
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Neil Firth, Mathematical Institute, University of Oxford
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Nicola Jean, StatPro Italia srl
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Chris Kenyon
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Roland Lichters
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Marco Marchioro, StatPro Italia srl
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Klaus Spanderen
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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, AndreLouw, John Maiden, Katiuscia Manzoni, Enrico Michelotti, Tiziano Muler, 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 Sonderby, Marco Tarenghi, Francois du Vignaud, Charles Whitmore, Bernd Johannes Wuebben, and Jeff Yu.

QuantLib also includes code taken from Peter Jakel's book 'Monte Carlo Methods in Finance'.

QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.