This book is based upon my Ph.D. dissertation at École des Mines de Paris. I would like to thank my advisor, Alain Galli, for his guidance and help. Many thanks go to Margaret Armstrong and Delphine Lautier and the entire
CERNA team for their support.
A special thank-you goes to Yves Rouchaleau for helping make all this
possible in the first place.
I would like to sincerely thank other committee members, Marco
Avellaneda, Lane Hughston, Piotr Karasinski, and Bernard Lapeyre, for their comments and time.
I am grateful to Farshid Asl, Peter Carr, Raphael Douady, Robert Engle, Stephen Figlewski, Espen Haug, Ali Hirsa, Michael Johannes, Simon Julier, Alan Lewis, Dilip Madan, Vlad Piterbarg, Youssef Randjiou, David Wong, and the participants at ICBI 2003 and 2004 for all the interesting discussions and idea exchanges.
I am particularly indebted to Paul Wilmott for encouraging me to speak with Wiley about converting my dissertation into this book.
Finally, I would like to thank my wife, Firoozeh, and my daughters, Neda and Ariana, for their patience and support.