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About the author. FRANS DE WEERT is mathematician by training. Afterobtaining his masters in Mathematics, specializing in probabilitytheory and financial mathematics at the University of Utrecht, hewent on to do a research degree, M.Phil, in probability theory atthe University of Manchester.

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Frans de Weert is mathematician by training who is currently working as an equity derivatives trader at Barclays Capital, New York. After obtaining his masters in Mathematics, specializing in probability theory and financial mathematics at the University of Utrecht, he went on to do a research degree, M.Phil, in probability theory at the University of Manchester.

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