COLLABORATION NETWORK
Most of the financial literature is not anchored in mathematical (i.e., formally rigorous and logical) arguments. Through collaborations with leading pure mathematicians, we contribute to develop the discipline of Mathematical Finance within the edifice of modern Mathematics. Below is a summarized collaboration network, which makes it easy to visualize three main clusters: Pure Mathematics (centered around Paul Erdös and the FieldsNevanlinna medallists), Mathematical Finance (centered around the CarrGemanMadanYor team) and Financial Econometrics (centered around the Nobel Laureates in Economics).
Contrary to common belief, modern mathematical research is a highly collaborative enterprise, where teams of researchers pursue a common interest and build upon each other's innovations. A formalized field lends itself to teamworking because concepts can be rigorously defined and debated (see the Polymath project for astonishing examples of massive collaboration). It would be interesting to compute the network's density and average path lengths in pure mathematics, mathematical finance, econometrics and finance. I suspect those statistics would tell us something about the degree of formalism and rigor in those subjects.
An author collaboration network. [Source: American Mathematical Society, SSRN] 
COAUTHORS
Below is the list (in alphabetic order) of the ~30 coauthors with whom I have had the fortune to do research and publish some of our results.
NAME  FIELD  # WORKS  COMMENTS 
Dr. Robert Almgren 
Market Microstructure High Frequency Trading 
[1] 

Dr. David H. Bailey 
Experimental Mathematics Computational Research Mathematical Finance 
[1], [2], [3], [4], [5], [6], [7], [8] 

Dr. Wes Bethel  Computer Science  [1] 

Dr. Jonathan M. Borwein, FRSC, FAAAS, FBAS, FAA 
Variational Analysis Computational Research Mathematical Finance 
[1], [2] 

Dr. Neil J. Calkin 
Graph Theory Combinatorial Methods Number Theory 
[1], [2] 

Dr. Peter P. Carr 
Mathematical Finance Stochastic Processes Optimal Control 
[1] 

Dr. David A. Easley 
Market Microstructure High Frequency Trading Computer Science 
[1], [2], [3], [4], [5], [6], [7], [8] 

Dr. Matthew D. Foreman 
Set Theory Mathematical Finance 
[1] 

Dr. Ming Gu  Optimization and Numerical Methods  [1] 

Dr. Terry Hendershott 
Market Microstructure High Frequency Trading 
[1] 

Dr. Charles Jones 
Market Microstructure High Frequency Trading 
[1] 

Dr. Michael Kearns 
Machine Learning High Frequency Trading Operations Research 
[1] 

Dr. David J. Leinweber 
Machine Learning Mathematical Finance 
[1], [2] 

Dr. Oliver Linton, FBA 
Market Microstructure High Frequency Trading 
[1] 

Dr. Albert Menkveld 
Market Microstructure High Frequency Trading 
[1] 

Dr. Yuryi Nevmyvaka 
Machine Learning High Frequency Trading Operations Research 
[1] 

Dr. Richard Olsen 
Market Microstructure High Frequency Trading 
[1] 

Dr. George Sofianos 
Market Microstructure High Frequency Trading 
[1] 

Dr. Michael Sotiropoulos 
Market Microstructure High Frequency Trading 
[1] 

Dr. Maureen O'Hara 
Market Microstructure High Frequency Trading 
[1], [2], [3], [4], [5], [6], [7], [8] 

Dr. Achim Peijan  Mathematical Finance  [1] 

Dr. Eva del Pozo  Mathematical Finance  [1] 

Dr. Riccardo Rebonato  Mathematical Finance  [1] 

Dr. Oliver Ruebel  Computer Science  [1] 

Dr. Horst Simon 
Computer Science Supercomputing Algorithms 
[1] 

Ralph Vince 
Computer Science Game Theory 
[1] 

Dr. Kesheng Wu  Computer Science  [1] 

Dr. JeanPierre Zigrand 
Market Microstructure High Frequency Trading 
[1] 

Dr. Jim Zhu 
Variational Analysis Computational Research Mathematical Finance 
[1], [2], [3] 
