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9783031012716

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Greg Anderson is a director in the rates quant group at Bank of America Merrill Lynch. Previously, he was in the fixed income research group at MSCIBarra. He holds a PhD in mathematics from the University of California at Berkeley. Alec N. Kercheval is professor of mathematics at Florida State University, where he has been director of the financial mathematics graduate program. He earned a PhD in mathematics from the University of California, Berkeley, and has taught at Boston University, Indiana University, Bloomington and the University of Texas at Austin. Prior to arriving at Florida State University, he worked in the fixed income research group at MSCIBarra, a financial consulting firm in Berkeley, California.

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