This is a list of *notable* **quantitative analysts** (by *surname*); see also List of financial economists.

## Pioneers

- Kenneth Arrow, (August 23, 1921 – February 21, 2017), American economist, Social choice theory.
- Louis Bachelier, (1870���1946), French mathematician, Pioneer of financial mathematics.
- Jacob Bernoulli, (1654–1705), Swiss mathematician, discovered the mathematical constant
*e*while studying Compound interest. - Fischer Black, (January 11, 1938 – August 30, 1995), American economist, famous for Black–Scholes equation.
- Michael Brennan, (born 1942), co-designed the Brennan-Schwartz interest rate model, and pioneer of real options theory.
- Phelim Boyle, (born 1941), (Irish physicist), initiated the use of Monte Carlo methods and Trinomial trees in option pricing.
- John Carrington Cox, (born 1943), one of the inventors of the Cox-Ross-Rubinstein model.
- Emanuel Derman, (born 1945), particle physicist, co-author of Black–Derman–Toy model.
- Richard A. Epstein, (born March 5, 1927), notable American game theorist and physicist.
- Eugene Fama, (born February 14, 1939) American economist, work on portfolio theory and asset pricing, laureate Nobel Memorial Prize in Economic Sciences.
- Victor Glushkov, (August 24, 1923 – January 30, 1982), founding father of information theory in the Soviet Union.
- Benjamin Graham, (May 8, 1894 – September 21, 1976) American economist and professional investor and first proponent of value investing.
- Myron J. Gordon, (October 15, 1920 – July 5, 2010) American economist; noted for Gordon model.
- Robert Arthur Haugen, (June 26, 1942 – January 6, 2013, from Chicago, Illinois),first academic article on the nature and power of the expected return factor model.
- Thomas Ho, author of the Ho–Lee model and key rate duration.
- John C. Hull, noted for the Hull-White model.
- Jonathan E. Ingersoll, (born 1949), one of the authors of the Cox–Ingersoll–Ross model of the yield curve.
- Kiyoshi Itō, (September 7, 1915 – November 10, 2008) was a Japanese mathematician whose work is now called Itō calculus.
- Robert A. Jarrow, a co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives.
- John Kelly, (1923–1965), American physicist, Bell Labs scientist, best known for formulating the Kelly criterion.
- Sang Bin Lee, author of the Ho–Lee model.
- Martin L. Leibowitz, developed dedicated portfolio theory.
- Francis Longstaff, (born 1956), known for the Longstaff-Schwartz interest rate model.
- Frederick Macaulay, (1882–1970), Canadian-American economist, introduced the concept of Bond duration.
- Harry Markowitz, (born August 24, 1927), American economist, Nobel Memorial Prize in Economic Sciences. Pioneering work in Modern Portfolio Theory.
- Benoît Mandelbrot, (November 20, 1924 – October 14, 2010) was a French American mathematician, the father of fractal geometry.
- Robert C. Merton, (born July 31, 1944), American economist, and laureate Nobel Memorial Prize in Economic Sciences.
- John von Neumann, (December 28, 1903 – February 8, 1957), Hungarian American mathematician made major contributions to a vast range of fields
- Victor Niederhoffer, (born December 10, 1943), American, the father of Statistical arbitrage and of Market microstructure studies.
- Stephen Ross, (February 3, 1944 – March 3, 2017), American, known for initiating several important theories and models in financial economics.
- Mark Rubinstein, (June 8, 1944 – May 9, 2019), American, a senior academic in the field of finance, focusing on derivatives, particularly options.
- Myron Scholes, (born July 1, 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation.
- Eduardo Schwartz, (born 1940), American, pioneering research in the real options method of pricing investments under uncertainty.
- Claude Shannon, (April 30, 1916 – February 24, 2001), American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory".
- William F. Sharpe, American, (born June 16, 1934), Nobel Memorial Prize in Economic Sciences, one of the originators of the Capital Asset Pricing Model.
- George Soros, Hungarian-American (born August 12, 1930), pioneered the concept of reflexivity.
- Nassim Taleb, Lebanese, (born 1960), considers himself less a businessman than an epistemologist of randomness.
- Thales, Greek, (c. 624 BC – c. 546 BC), one of the Seven Sages of Greece, made the first recorded option trade.
- Ed Thorp, American, (born August 14, 1932, Chicago), author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by card counting.
- Alan White, noted for the Hull-White model.
- Oldrich Vasicek, (born 1942), Czech, breakthrough paper, describing the dynamics of the yield curve.

## Other well-known figures

- Cliff Asness, (born 1966), co-founder of AQR Capital Management, credited with popularizing value and momentum strategies.
- Jamil Baz
- Jean-Philippe Bouchaud, (born 1962), French physicist and econophysicist, former editor of
*Quantitative Finance*. - Damiano Brigo, (born 1966), Italian, known for results in systems theory, probability and mathematical finance.
- Aaron Brown, (born 1956), American risk expert, known for the idea that the economics of modern global derivatives evolved from gambling.
- Gunduz Caginalp, (Turkish), known for work in quantitative behavioral finance.
- Bill Chen, (born 1970), (American), known for work in Statistical Arbitrage.
- Neil Chriss, American, mathematician, academic, hedge fund manager, first director of the Courant Institute Mathematical Finance Program.
- Jakša Cvitanić, Croatian, (born February 26, 1962), Professor of Mathematical Finance at the California Institute of Technology.
- Raphael Douady, (born November 15, 1959) French mathematician, Head of Laboratory of Excellence on Financial Regulation at the Sorbonne.
- Darrell Duffie, (born 1954) Canadian, Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
- Bruno Dupire, known for showing how to derive a local volatility model.
- Frank J. Fabozzi, American, prolific author, co-developer of the Kalotay–Williams–Fabozzi model.
- J. Doyne Farmer, (born 1952 in Houston, Texas), American, one of the founders of the Prediction Company.
- Jim Gatheral, Scottish, known for work on the volatility smile and the volatility surface.
- Hélyette Geman French mathematician known for change of numeraire methods in mathematical finance.
- Kenneth C. Griffin, (born October 15, 1968 in Daytona Beach, Florida), is an American hedge fund manager.
- Patrick Hagan, (October 1879 – 14 July 1916) known for SABR Volatility Model
- Albert Hibbs, (October 19, 1924 Akron, Ohio–February 24, 2003) noted mathematician and the "voice" of JPL.
- Farshid Jamshidian, contributions to interest rate modelling, including the use of the forward measure and "Jamshidian's trick" amongst others.
- Peter Jaeckel, German mathematician who has influenced the development of the use of Monte Carlo methods in Mathematical Finance.
- Mark S. Joshi, (1969 – 2017) author, researcher and consultant in mathematical finance.
- Andrew Kalotay, (born Hungary 1941), Hungarian-American, Wall Street quant and chess master, statistician and mathematician.
- Nicole El Karoui, (born 1944), mathematician, and pioneer in the development of Mathematical Finance.
- Piotr Karasinski, quantitative finance pioneer; best known for the Black–Karasinski model.
- Sheen T. Kassouf, (1929–2006) economist known for research in financial mathematics.
- David X. Li, (born 1960), Chinese, pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations (CDOs).
- Andrew Lo, (born 1960), leading authority on hedge funds and financial engineering; he proposed the Adaptive market hypothesis.
- David Luenberger, (born 1937) mathematical scientist known for his research and his textbooks.
- William Margrabe author of Margrabe's formula.
- Fabio Mercurio, (born September 26, 1966), Italian, mathematician, internationally known for incomplete markets theory.
- Attilio Meucci, Italian, applied mathematician, known for refining the Black-Litterman model and other portfolio and risk management methodologies.
- Salih Neftçi, (July 14, 1947 – April 15, 2009) leading expert in the fields of stochastic processes and financial engineering.
- Norman Packard, (born 1954), American, is a chaos theory physicist and one of the founders of the Prediction Company and ProtoLife.
- William Perraudin, British, economist, specialising in the fields of risk and pricing of debt instruments.
- Riccardo Rebonato, former physicist specializing in yield curve modeling and risk management.
- Isaak Russman, Russian, (March 7, 1938 – July 11, 2005) was a mathematician and economist.
- David E. Shaw, (born 1951) computer scientist and computational biochemist who founded D. E. Shaw & Co.
- Peng Shige, (born December 1947), Chinese, mathematician noted for his contributions in stochastic analysis and mathematical finance.
- Steven E. Shreve, academic and widely read author in mathematical finance.
- James Harris Simons, (born 1938), American, hedge fund manager, mathematician, and philanthropist.
- William Toy, pioneering modeller in the area of interest rate derivatives.
- Stuart Turnbull, Jarrow–Turnbull model
- Paul Wilmott, (born 1959) researcher, consultant and lecturer in quantitative finance.
- Marc Yor, (1949–2014), French mathematician, known for work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes.