Carol Alexander is an expert in crypto asset and derivatives markets, financial risk analysis, high-frequency data analysis, blockchains, pricing and hedging financial instruments, volatility analysis, investment strategies, benchmarking and portfolio management. She has a dual career in both industry and as an academic and is currently Professor of Finance at the University of Sussex and Visiting Professor at Peking University Business School. She has also edited the Journal of Banking and Finance since 2013. Throughout her corporate and academic careers Carol has designed and implemented mathematical models for pricing, trading, hedging and risk assessment for a wide range of asset management and investment banking clients, including some of the largest global exchanges such as the New York Stock Exchange, the Intercontinental Exchange and the FTX.US Exchange. She is the sole author of the best-selling textbook “Market Models” and of the four-volume textbook series Market Risk Analysis. Her latest textbook “Corruption and Fraud in Financial Markets” was edited with Douglas Cumming. In 2022 was votedas a top 10 Women Quants on Wall Street, the top 10 Quant Professors and the top 10 Crypto Voices, in polls conducted by Rebellion Research.

She has held corporate roles as a Director and Head of Market Risk Modelling for Nikko Securities; as a Director of Algorithmics Inc., the Toronto-based firm which provided risk modelling software to financial institutions and banks globally; and as a Bond Analyst for Phillips & Drew, City of London. She is consulting expert witness for Richards Butler, Fideres Partners and White and Case. Carol is a member of the Bachelier Prize Commitee,  the Leverhulme Prize in Economics Committee, and she is on the Steering Committee for the Centre for Financial Industries at the Fields Institute and on various advisory committees for research councils and industry associations. She has a BSc in Mathematics with Experimental Psychology and a PhD in Algebraic Number Theory from the University of Sussex, and an MSc in Mathematical Economics and Econometrics from the London School of Economics.

Nassim Nicholas Taleb spent 21 years as a risk taker (quantitative  trader) before becoming a researcher in philosophical, mathematical and (mostly) practical problems with probability.


Taleb is the author of a multivolume essay, the Incerto (The Black Swan, Fooled by Randomness, Antifragile, and Skin in the Game) covering broad facets of uncertainty. His work has been published  into 49 languages.

In addition to his trader life, Taleb has also written, as a backup of the Incerto, more than 70 technical and scholarly papers in mathematical statistics, genetics, quantitative finance, statistical physics, medicine, philosophy, ethics, economics, international affairs, around the notion of risk and probability  (grouped in the Technical Incerto).

Taleb is currently Distinguished Professor of Risk Engineering at NYU's Tandon School of Engineering (retired) [and, finance related bio only: scientific advisor for Universa Investments]. His current focus is on the properties of systems that can handle disorder ("antifragile").

Taleb refuses all honors and anything that "turns knowledge into a spectator sport".

Agostino Capponi is an Associate Professor in the Department of Industrial Engineering and Operations Research at Columbia University, where he is also the founding director of the Columbia Center for Digital Finance and Technology. His current research interests are in financial technology, market microstructure, systemic and liquidity risk, and economic networks.

Agostino's research has been funded by major agencies, including NSF, DARPA, DOE, IBM, GRI, INET, Ripple, and the Ethereum foundation. His research has been recognized with the 2018 NSF CAREER award, and with a JP Morgan AI Research Faculty award. His research has also been covered by various media outlets, including Bloomberg, the Financial Times, Vox, and the Oxford Business Law.

Agostino is a fellow of the crypto and blockchain economics research forum, and an academic fellow of Alibaba's Luohan academy. He serves as an editor of Management Science in the Finance Department, co-editor of Mathematics and Financial Economics, and area editor of Operations Research Letters.

He also serves as an associate editor of major journals in his field, including Operations Research, the SIAM Journal on Financial Mathematics, Finance and Stochastics, and Stochastic Systems.  Agostino is the former Chair of the SIAG/FME Activity Group and of the INFORMS Finance Section, and is currently a member of the Council of the Bachelier Finance Society.