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I would like to thank both Dr Chris Dennis and Dr Chris Kenyon for kindly agreeing to review this book prior to publication and for their work on a number of research topics that are contained within this book. Any errors or omissions are my own, however.

I would also like to thank the many colleagues and peers from both market and academia with whom I have had useful discussions on quantitative finance over many years. This includes colleagues from my current and past employers but also includes a great many others.

I owe a debt of gratitude to my many teachers over a number of years, but perhaps most of all to my DPhil supervisor, Professor James Binney, whose own publications inspired me ultimately to write my own book.

Finally I would like to thank friends and family for putting up with my absence during the writing process.