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He has worked as a financial engineer and risk manager at Merrill Lynch, London, as Professor of Financial Mathematics at King's College London, as Professor of Mathematical Finance at Imperial College London, and as Professor of Mathematics at Brunel University.
In mathematical finance, the Greek λ is the logarithmic derivative of derivative price with respect to underlying price.
It also provides the functions expected of a modern scripting language, including support for regular expressions, XML, Unicode (UTF-8), TCP/IP and UDP networking, matrix and array processing, advanced math, statistics and Bayesian statistical analysis, financial mathematics, and distributed computing support.
In mathematics, he has made important contributions in the field of Sobol sequences; in Mathematical Finance, he has been influential in the development of Monte Carlo methods in finance, and has also contributed, i.a., to the LIBOR market model, and to volatility modelling.