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<title>Neil Chriss</title>

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<span id="openzim-page-title" class="mw-page-title-main"><span class="mw-page-title-main">Neil Chriss</span></span>

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<p><b>Neil A. Chriss</b> is a <a href="Mathematician" title="Mathematician">mathematician</a>, <a href="Academic" class="mw-redirect" title="Academic">academic</a>, <a href="Hedge_fund" title="Hedge fund">hedge fund</a> manager,<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> <a href="Philanthropist" class="mw-redirect" title="Philanthropist">philanthropist</a> and a founding board member of the charity organization "<a href="Math_for_America" title="Math for America">Math for America</a>" which seeks to improve math education in the <a href="United_States" title="United States">United States</a>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> Chriss also serves on the board of trustees of the <a href="Institute_for_Advanced_Study" title="Institute for Advanced Study">Institute for Advanced Study</a>.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup>

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<div class="mw-heading mw-heading2"><h2 id="Early_career">Early career</h2></div>

<p>Chriss learned programming at the age of 11. He developed a videogame called D' Fuse and sold it to Tymac when he was a sophomore in high school. The game quickly faded when the Commodore 64 with 64K of memory and much better graphics appeared.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>

</p><p>Chriss went to the <a href="University_of_Chicago" title="University of Chicago">University of Chicago</a>, where he majored in mathematics. Following his junior year in college, he worked at <a href="Fermilab" title="Fermilab">Fermilab</a> with Myron Campbell and Bruce Denby; he developed a neural network to find <a href="Bottom_quark" title="Bottom quark">b-quark</a> jets.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> He then earned his master's degree in <a href="Applied_mathematics" title="Applied mathematics">applied mathematics</a> at <a href="Caltech" class="mw-redirect" title="Caltech">Caltech</a>.<sup id="cite_ref-hmc.edu_6-0" class="reference"><a href="#cite_note-hmc.edu-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup>

</p><p>Chriss studied <a href="Pure_mathematics" title="Pure mathematics">pure mathematics</a> at the <a href="University_of_Chicago" title="University of Chicago">University of Chicago</a>, working in the <a href="Langlands_program" title="Langlands program">Langlands Program</a>. He received a Ph.D. in 1993, with the thesis <i>A Geometric Construction of the Iwahori-Hecke Algebra</i>.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup> With <a href="Victor_Ginzburg" title="Victor Ginzburg">Victor Ginzburg</a>, he wrote a book on <a href="Algebraic_geometry" title="Algebraic geometry">algebraic geometry</a> and <a href="Representation_theory" title="Representation theory">representation theory</a>.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup>

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<div class="mw-heading mw-heading2"><h2 id="Academia">Academia</h2></div>

<p>Chriss's first academic job (1993–1994) was at the <a href="University_of_Toronto" title="University of Toronto">University of Toronto</a>, where he wrote "Representation Theory and Complex Geometry" with Ginzburg. At Toronto, <a href="John_M._Liew" class="mw-redirect" title="John M. Liew">John M. Liew</a> introduced Chriss to "<a href="Quantitative_analyst" class="mw-redirect" title="Quantitative analyst">quant</a>" finance, <a href="Probability_theory" title="Probability theory">probability theory</a>, <a href="Stochastic_calculus" title="Stochastic calculus">stochastic calculus</a> and <a href="Black%E2%80%93Scholes" class="mw-redirect" title="Black–Scholes">Black–Scholes</a> option pricing theory.

</p><p>At the <a href="Institute_for_Advanced_Study" title="Institute for Advanced Study">Institute for Advanced Study</a> in 1994–1995, Chriss began the book "Black–Scholes and Beyond: Option Pricing Models" (Irwin, 1996). In 1995, he was hired for the summer in the Quantitative Strategies group of <a href="Emanuel_Derman" title="Emanuel Derman">Emanuel Derman</a> at <a href="Goldman_Sachs" title="Goldman Sachs">Goldman Sachs</a>. In 1994, Derman and Kani published a paper<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> that showed how to fit a <a href="Binomial_options_pricing_model" title="Binomial options pricing model">binomial tree</a> to price all options trading in the market at that time. Chriss helped extend their work from binomial to <a href="Trinomial_tree" title="Trinomial tree">trinomial trees</a>.<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup>

</p><p>Chriss received a grant from NSF and went to <a href="Harvard_University" title="Harvard University">Harvard University</a> Mathematics Department in 1996. Despite the offer of an assistant professorship at Harvard in 1997, he moved to Wall Street.

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<div class="mw-heading mw-heading2"><h2 id="Wall_Street">Wall Street</h2></div>

<p>Risk Magazine named Chriss one of the "Top Ten to Watch in the next Ten Years" in 1997.<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup>

</p><p>In 1997, Chriss joined the quant research group in <a href="Morgan_Stanley" title="Morgan Stanley">Morgan Stanley</a> to work on portfolio trading for their cash equities <a href="Program_trading" title="Program trading">program trading</a> desk. He wrote a paper "Optimal execution of portfolio transactions" with <a href="Robert_Almgren" title="Robert Almgren">Robert Almgren</a>.<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup> The Institutional Investor<sup id="cite_ref-13" class="reference"><a href="#cite_note-13"><span class="cite-bracket">[</span>13<span class="cite-bracket">]</span></a></sup> published an article about Algorithmic Trading in its November 2004 issue, titled "The Orders Battle", which noted that Chriss's paper "helped lay the groundwork for arrival-price algorithms being developed on Wall Street." The work has been widely cited since.<sup id="cite_ref-14" class="reference"><a href="#cite_note-14"><span class="cite-bracket">[</span>14<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-15" class="reference"><a href="#cite_note-15"><span class="cite-bracket">[</span>15<span class="cite-bracket">]</span></a></sup> Chriss also wrote <a href="Algorithmic_Trading" class="mw-redirect" title="Algorithmic Trading">Algorithmic Trading</a> articles: "Competitive bids for principal program trades",<sup id="cite_ref-16" class="reference"><a href="#cite_note-16"><span class="cite-bracket">[</span>16<span class="cite-bracket">]</span></a></sup> "Value under liquidation".<sup id="cite_ref-17" class="reference"><a href="#cite_note-17"><span class="cite-bracket">[</span>17<span class="cite-bracket">]</span></a></sup> At Morgan Stanley, Peter Muller inspired Chriss to pursue quantitative trading.

</p><p>In 1998, Chriss moved into <a href="Investment_management" title="Investment management">portfolio management</a>, joining the Goldman Sachs Asset Management (GSAM) Quantitative Strategies group to develop a new trading strategy, after Cliff Asness, <a href="John_M._Liew" class="mw-redirect" title="John M. Liew">John M. Liew</a> and Bob Krail left to form <a href="AQR_Capital_Management" class="mw-redirect" title="AQR Capital Management">AQR Capital Management</a>.

</p><p>In 2000, Chriss left Goldman Sachs to found ICor Brokerage Inc., a derivatives trading firm.<sup id="cite_ref-hmc.edu_6-1" class="reference"><a href="#cite_note-hmc.edu-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup> In 2001, ICor joined forces with <a href="Reuters" title="Reuters">Reuters</a>, forming a joint venture, ICor Brokerage Ltd.<sup id="cite_ref-ICorReutersMerger_18-0" class="reference"><a href="#cite_note-ICorReutersMerger-18"><span class="cite-bracket">[</span>18<span class="cite-bracket">]</span></a></sup> Reuters bought out ICor in 2004.<sup id="cite_ref-ICorReutersBuyout_19-0" class="reference"><a href="#cite_note-ICorReutersBuyout-19"><span class="cite-bracket">[</span>19<span class="cite-bracket">]</span></a></sup>

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<div class="mw-heading mw-heading2"><h2 id="Mathematical_finance_education">Mathematical finance education</h2></div>

<p>Chriss was asked by <a href="New_York_University" title="New York University">New York University</a> <a href="Courant_Institute_of_Mathematical_Sciences" title="Courant Institute of Mathematical Sciences">Courant Institute of Mathematical Sciences</a> to be the first (part-time) director of the Program in Mathematics in Finance.<sup id="cite_ref-20" class="reference"><a href="#cite_note-20"><span class="cite-bracket">[</span>20<span class="cite-bracket">]</span></a></sup> At Courant from 1997 to 2003, Chriss recruited <a href="Jim_Gatheral" title="Jim Gatheral">Jim Gatheral</a>, Steve Allen, Peter Fraenkel (now head of Quantitative IT at <a href="UBS" title="UBS">UBS</a>) and <a href="Nassim_Taleb" class="mw-redirect" title="Nassim Taleb">Nassim Taleb</a>.

</p><p>In 2003 Chriss became executive director of the University of Chicago Financial Mathematics Program.

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<div class="mw-heading mw-heading2"><h2 id="Hedge_funds">Hedge funds</h2></div>

<p>In 2003, Chriss joined the Stamford, Connecticut hedge fund <a href="SAC_Capital" class="mw-redirect" title="SAC Capital">SAC Capital</a>, working there until early 2007.

</p><p>Chriss then founded the hedge fund "Hutchin Hill Capital". <a href="Renaissance_Technologies" title="Renaissance Technologies">Renaissance Technologies</a>' Meritage Fund provided $300 million of capital to Hutchin Hill.

</p>

<div class="mw-heading mw-heading2"><h2 id="Recent_research">Recent research</h2></div>

<p>With R. Almgren, Chriss wrote a paper on optimizing a portfolio.<sup id="cite_ref-21" class="reference"><a href="#cite_note-21"><span class="cite-bracket">[</span>21<span class="cite-bracket">]</span></a></sup> They submitted a <a rel="nofollow" class="external text" href="http://www.freshpatents.com/Method-and-system-for-portfolio-optimization-from-ordering-information-dt20060824ptan20060190371.php">patent application</a> on the method.

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<div class="mw-heading mw-heading2"><h2 id="Books">Books</h2></div>

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</style><cite id="CITEREFNeil_A._Chriss1996" class="citation book cs1">Neil A. Chriss (1996). <span class="id-lock-registration" title="Free registration required"><a rel="nofollow" class="external text" href="https://archive.org/details/blackscholesbeyo00chri_0"><i>Black–Scholes and Beyond: Option Pricing Models</i></a></span>. McGraw-Hill Professional. <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>0-7863-1025-1</bdi>.</cite></li>

<li><cite id="CITEREFNeil_A._Chriss1997" class="citation book cs1">Neil A. Chriss (1997). <i>Black–Scholes and Beyond Interactive Toolkit</i>. McGraw-Hill Professional. <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>0-7863-1140-1</bdi>.</cite></li>

<li><cite id="CITEREFNeil_Chriss_and_Victor_Ginzburg1997" class="citation book cs1">Neil Chriss and Victor Ginzburg (1997). <i>Representation Theory and Complex Geometry</i>. Birkhauser Boston. <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>0-8176-3792-3</bdi>.</cite></li></ul>

<p><a href="Nigel_Goldenfeld" title="Nigel Goldenfeld">Nigel Goldenfeld</a>, a professor of physics at <a href="University_of_Illinois" class="mw-redirect" title="University of Illinois">University of Illinois</a>, recommends Chriss's book <i>Black–Scholes and Beyond</i> to those of his students "contemplating a career in quantitative finance", as giving an "Excellent overview of modern day finance, financial models, and their shortcomings. A great blend of practical and theoretical knowledge, clearly presented".<sup id="cite_ref-ProfGoldenfeld_22-0" class="reference"><a href="#cite_note-ProfGoldenfeld-22"><span class="cite-bracket">[</span>22<span class="cite-bracket">]</span></a></sup>

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<div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2></div>

<ul><li><a rel="nofollow" class="external text" href="https://www.ams.org/bull/2000-37-03/S0273-0979-00-00864-8/S0273-0979-00-00864-8.pdf">AMS review of <i>Representation Theory and Complex Geometry</i></a></li></ul>

<div class="mw-heading mw-heading2"><h2 id="References">References</h2></div>

<li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text">Imogen Rose-Smith, (July 20, 2011) <a rel="nofollow" class="external text" href="http://www.institutionalinvestor.com/Article/2867611/Search/Neil-Chrisss-Multistrat-Hedge-Fund-Puts-Up-The-Numbers.html?Keywords=%22Neil+Chriss%22">"Neil Chriss's Multistrat Hedge Fund Puts Up The Numbers"</a>. <i><a href="Institutional_Investor_(magazine)" title="Institutional Investor (magazine)">Institutional Investor</a></i>.</span>

</li>

<li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="https://web.archive.org/web/20120407063227/http://www.mathforamerica.org/web/guest/about-us/board/neil-chriss">"Neil Chriss biography at "Math for America" webpage"</a>. Archived from <a rel="nofollow" class="external text" href="http://www.mathforamerica.org/web/guest/about-us/board/neil-chriss">the original</a> on 2012-04-07<span class="reference-accessdate">. Retrieved <span class="nowrap">2011-11-27</span></span>.</cite></span>

</li>

<li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><a rel="nofollow" class="external text" href="http://www.ias.edu/news/press-releases/2011/12/19/chriss">Institute for Advanced Study Appoints Neil Chriss to Board of Trustees</a></span>

</li>

<li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text">R. Lindsay and Barry Schachter, "How I became a Quant", Wiley (2007), <a href="ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <bdi>978-0-470-05062-0</bdi></span>

</li>

<li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text">Denby, Cambell, Bedeschi, Chriss, et al.,, "Neural Networks for Triggering," IEEE Tians. Nucl. Sci, 37(2) (1990), 248–254</span>

</li>

<li id="cite_note-hmc.edu-6"><span class="mw-cite-backlink">^ <a href="#cite_ref-hmc.edu_6-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-hmc.edu_6-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="https://archive.today/20120801093220/http://www.hmc.edu/about1/governance/boardoftrustees1/board-of-trustee-biographies.html">"Board of Trustee Biographies"</a>. Archived from <a rel="nofollow" class="external text" href="http://www.hmc.edu/about1/governance/boardoftrustees1/board-of-trustee-biographies.html">the original</a> on 2012-08-01<span class="reference-accessdate">. Retrieved <span class="nowrap">2012-01-08</span></span>.</cite></span>

</li>

<li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text">The thesis followed up on <a href="David_Kazhdan" title="David Kazhdan">David Kazhdan</a> and <a href="George_Lusztig" title="George Lusztig">George Lusztig</a>, "Proof of the Deligne-Langlands conjecture for Hecke algebras", Invent. Math, 87 (1987), 153–215</span>

</li>

<li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text">Victor Ginzburg and Neil Chriss. <i>Representation Theory and Complex Geometry</i>. Birkhäuser, 1997.</span>

</li>

<li id="cite_note-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-9">^</a></b></span> <span class="reference-text">I.Kani and E.Derman, "Riding on a Smile", <i><a href="Risk_(magazine)" title="Risk (magazine)">Risk</a></i> <b>7</b>(2) (1994), pp. 32–39</span>

</li>

<li id="cite_note-10"><span class="mw-cite-backlink"><b><a href="#cite_ref-10">^</a></b></span> <span class="reference-text">E. Derman, I. Kani, N. Chriss, "Implied trinomial trees of the volatility smile", <i>Journal of Derivatives</i> (1996)</span>

</li>

<li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text"><cite id="CITEREFJacob_Wolinsky2012" class="citation news cs1">Jacob Wolinsky (July 9, 2012). <a rel="nofollow" class="external text" href="http://www.valuewalk.com/2012/07/hutchin-hill-took-down-jpmorgan/">"Exclusive: How Hutchin Hill Took Down JPMorgan"</a>. ValueWalk.</cite></span>

</li>

<li id="cite_note-12"><span class="mw-cite-backlink"><b><a href="#cite_ref-12">^</a></b></span> <span class="reference-text">R.Almgren and N.Chriss, "Optimal execution of portfolio transactions" J. Risk, 3 (Winter 2000/2001) pp.5–39</span>

</li>

<li id="cite_note-13"><span class="mw-cite-backlink"><b><a href="#cite_ref-13">^</a></b></span> <span class="reference-text"><a rel="nofollow" class="external text" href="http://www.institutionalinvestor.com">The Institutional Investor</a> magazine</span>

</li>

<li id="cite_note-14"><span class="mw-cite-backlink"><b><a href="#cite_ref-14">^</a></b></span> <span class="reference-text">David Leinweber, "Algo vs. Algo", The Institutional Investor's Alpha, February 2007</span>

</li>

<li id="cite_note-15"><span class="mw-cite-backlink"><b><a href="#cite_ref-15">^</a></b></span> <span class="reference-text">A TRADE Guide to Broker Algorithms, The TRADE, Issue 3, Jan–Mar 2005</span>

</li>

<li id="cite_note-16"><span class="mw-cite-backlink"><b><a href="#cite_ref-16">^</a></b></span> <span class="reference-text">Robert Almgren and Neil Chriss, "Bidding principles" <i>Risk</i>, June 2003</span>

</li>

<li id="cite_note-17"><span class="mw-cite-backlink"><b><a href="#cite_ref-17">^</a></b></span> <span class="reference-text">Robert Almgren and Neil Chriss, "Value under liquidation", <i>Risk</i>, Dec. 1999</span>

</li>

<li id="cite_note-ICorReutersMerger-18"><span class="mw-cite-backlink"><b><a href="#cite_ref-ICorReutersMerger_18-0">^</a></b></span> <span class="reference-text"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="http://www.finextra.com/fullstory.asp?id=3008">"Reuters and ICor combine for electronic derivatives"</a>. Finextra Research<span class="reference-accessdate">. Retrieved <span class="nowrap">2008-06-30</span></span>.</cite></span>

</li>

<li id="cite_note-ICorReutersBuyout-19"><span class="mw-cite-backlink"><b><a href="#cite_ref-ICorReutersBuyout_19-0">^</a></b></span> <span class="reference-text"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="http://www.finextra.com/fullstory.asp?id=11438">"Reuters assumes full control of ICor Brokerage; targets interest rate swaps"</a>. Finextra Research<span class="reference-accessdate">. Retrieved <span class="nowrap">2008-06-30</span></span>.</cite></span>

</li>

<li id="cite_note-20"><span class="mw-cite-backlink"><b><a href="#cite_ref-20">^</a></b></span> <span class="reference-text"><a rel="nofollow" class="external text" href="http://www.math.nyu.edu/financial_mathematics/">NYU Program in Mathematics in Finance</a></span>

</li>

<li id="cite_note-21"><span class="mw-cite-backlink"><b><a href="#cite_ref-21">^</a></b></span> <span class="reference-text">Robert Almgren and Neil Chriss, "Optimal portfolios from ordering information", <i>Journal of Risk</i>, Fall 2006</span>

</li>

<li id="cite_note-ProfGoldenfeld-22"><span class="mw-cite-backlink"><b><a href="#cite_ref-ProfGoldenfeld_22-0">^</a></b></span> <span class="reference-text"><cite id="CITEREFGoldenfeld,_Nigel2009" class="citation web cs1">Goldenfeld, Nigel (March 2009). <a rel="nofollow" class="external text" href="http://guava.physics.uiuc.edu/~nigel/finance.html">"Job Hunting on Wall Street"</a>. <i>Finance for Physicists</i>. University of Illinois<span class="reference-accessdate">. Retrieved <span class="nowrap">December 9,</span> 2011</span>.</cite></span>

</li>

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</style></div><div role="navigation" class="navbox authority-control" aria-labelledby="Authority_control_databases_frameless&#124;text-top&#124;10px&#124;alt=Edit_this_at_Wikidata&#124;link=https&#58;//www.wikidata.org/wiki/Q6988376#identifiers&#124;class=noprint&#124;Edit_this_at_Wikidata1887" style="padding:3px"><table class="nowraplinks hlist mw-collapsible autocollapse navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Authority_control_databases_frameless&#124;text-top&#124;10px&#124;alt=Edit_this_at_Wikidata&#124;link=https&#58;//www.wikidata.org/wiki/Q6988376#identifiers&#124;class=noprint&#124;Edit_this_at_Wikidata1887" style="font-size:114%;margin:0 4em">Authority control databases </div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">International</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://isni.org/isni/0000000110721133">ISNI</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://viaf.org/viaf/77536188">VIAF</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://id.oclc.org/worldcat/entity/E39PBJxxcxbvjCd9VrghpR48YP">WorldCat</a></span></li></ul></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">National</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://d-nb.info/gnd/135675979">Germany</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://id.loc.gov/authorities/n94055924">United States</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://catalogue.bnf.fr/ark:/12148/cb14466934w">France</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://data.bnf.fr/ark:/12148/cb14466934w">BnF data</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="http://data.bibliotheken.nl/id/thes/p165154799">Netherlands</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://authority.bibsys.no/authority/rest/authorities/html/67474">Norway</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://www.nli.org.il/en/authorities/987007457006605171">Israel</a></span></li></ul></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Academics</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://www.mathgenealogy.org/id.php?id=47959">Mathematics Genealogy Project</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://zbmath.org/authors/?q=ai:chriss.neil-a">zbMATH</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://mathscinet.ams.org/mathscinet/MRAuthorID/615928">MathSciNet</a></span></li></ul></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">People</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://www.deutsche-digitale-bibliothek.de/person/gnd/135675979">DDB</a></span></li></ul></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Other</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://www.idref.fr/058936491">IdRef</a></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://lux.collections.yale.edu/view/person/bdc9c4ca-663b-48bc-bbe2-8595c277b77c">Yale LUX</a></span></li></ul></div></td></tr></tbody></table></div></div><div><div class="zim-footer">

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