Guests

Name/Affiliation Room Phone Period E-mail
Peters, Gareth
University College London

HG G 39.1

+41 44 632 3587 30 Aug. 2017 - 1 Jan. 2018
Title and affiliation
Prof. Gareth Peters (University College London)
Fields of interest
Computational statistics and methodology; Financial mathematics with a primary focus in two sub-areas (i) risk and insurance modelling and (ii) Limit Order Book models and high frequency trading; Statistical signal processing
Invited by
Mario Valentin Wüthrich
Stay period
from 30-Aug-2017 until 1-Jan-2018
Hofert, Marius
University of Waterloo

HG G 39.5

+41 44 632 3591 15 Sep. 2017 - 15 Mar. 2018
Title and affiliation
Prof. Marius Hofert (University of Waterloo)
Invited by
Paul Embrechts
Stay period
from 15-Sep-2017 until 15-Mar-2018
Rüschendorf, Ludger
Albert-Ludwigs-Universität Freiburg

HG G 38.1

+41 44 632 3586 21 Feb. - 1 Jun. 2018
Title and affiliation
Prof. Ludger Rüschendorf (Albert-Ludwigs-Universität Freiburg)
Invited by
Mario Valentin Wüthrich
Stay period
from 21-Feb-2018 until 1-Jun-2018
Kratz, Marie
ESSEC Business School

SEC D 7

+41 44 633 8049 23 Feb. - 23 Mar. 2018
Title and affiliation
Prof. Marie Kratz (ESSEC Business School)
Invited by
Paul Embrechts
Stay period
from 23-Feb-2018 until 23-Mar-2018
Weber, Stefan
Leibniz Universität Hannover

SEC D 7

+41 44 633 8049 19 - 23 Mar. 2018
Title and affiliation
Prof. Stefan Weber (Leibniz Universität Hannover)
Invited by
Paul Embrechts
Stay period
from 19-Mar-2018 until 23-Mar-2018
Fahrenwaldt, Matthias
Heriot-Watt University

HG F 42.1

+41 44 632 8615 11 - 13 Apr. 2018
Title and affiliation
Prof. Matthias Fahrenwaldt (Heriot-Watt University)
Invited by
Mario Valentin Wüthrich
Stay period
from 11-Apr-2018 until 13-Apr-2018
Mancini, Loriano
Università della Svizzera Italiana
- - 19 Apr. 2018
Title and affiliation
Prof. Loriano Mancini (Università della Svizzera Italiana)
Invited by
Patrick Cheridito
Stay period
from 19-Apr-2018 until 19-Apr-2018
Wang, Ruodu
University of Waterloo

HG G 39.5

+41 44 632 3591 1 May - 30 Jun. 2018
Title and affiliation
Prof. Ruodu Wang (University of Waterloo)
Fields of interest
Actuarial science, quantitative methods for financial risk management and high-dimensional statistical inference
Invited by
Paul Embrechts
Stay period
from 1-May-2018 until 30-Jun-2018
Bauer, Daniel
University of Alabama

HG F 42.1

+41 44 632 8615 2 - 4 May 2018
Title and affiliation
Prof. Daniel Bauer (University of Alabama)
Invited by
Mario Valentin Wüthrich
Stay period
from 2-May-2018 until 4-May-2018
Platen, Eckhard
University of Technology, Sydney

HG G 39.6

+41 44 632 6967 17 - 25 May 2018
Title and affiliation
Prof. Eckhard Platen (University of Technology, Sydney)
Fields of interest
Numerical Methods in Finance; Financial Market Modelling; Asset Pricing Theory; Estimation of Discretely Observed Financial Markets; and Stochastic Differential Equations, Portfolio Optimization, Pensions.
Invited by
Patrick Cheridito
Stay period
from 17-May-2018 until 25-May-2018
Donatien, Hainaut
Université catholique de Louvain

HG F 42.1

+41 44 632 8615 22 - 25 May 2018
Title and affiliation
Prof. Hainaut Donatien (Université catholique de Louvain)
Invited by
Mario Valentin Wüthrich
Stay period
from 22-May-2018 until 25-May-2018
Zhang, Yinglin
Ludwig-Maximilians-Universität München

HG G 32.2

+41 44 632 0394 22 - 23 May 2018
Title and affiliation
Ms. Yinglin Zhang (Ludwig-Maximilians-Universität München)
Invited by
Patrick Cheridito
Stay period
from 22-May-2018 until 23-May-2018
Hu, Ying
Université de Rennes 1

HG G 32.2

+41 44 632 0394 28 May - 2 Jun. 2018
Title and affiliation
Prof. Ying Hu (Université de Rennes 1)
Invited by
Patrick Cheridito
Stay period
from 28-May-2018 until 2-Jun-2018
Gao, Guangyuan
Renmin University of China

HG G 42.2

+41 44 632 3597 16 - 30 Sep. 2018
Title and affiliation
Dr. Guangyuan Gao (Renmin University of China)
Invited by
Mario Valentin Wüthrich
Stay period
from 16-Sep-2018 until 30-Sep-2018
Stadje, Mitja
Universität Ulm

HG G 32.2

+41 44 632 0394 19 - 28 Sep. 2018
Title and affiliation
Prof. Mitja Stadje (Universität Ulm)
Invited by
Patrick Cheridito
Stay period
from 19-Sep-2018 until 28-Sep-2018
Vanduffel, Steven
Vrije Universiteit Brussel

HG F 42.1

+41 44 632 8615 23 - 25 Oct. 2018
Title and affiliation
Prof. Steven Vanduffel (Vrije Universiteit Brussel)
Invited by
Mario Valentin Wüthrich
Stay period
from 23-Oct-2018 until 25-Oct-2018
Delong, Łukasz
Warsaw School of Economics

HG F 42.1

+41 44 632 8615 6 - 9 Nov. 2018
Title and affiliation
Prof. Łukasz Delong (Warsaw School of Economics)
Invited by
Mario Valentin Wüthrich
Stay period
from 6-Nov-2018 until 9-Nov-2018
Cooke, Roger
Resources for the Future

SEC D 7

+41 44 633 8049 11 - 13 Dec. 2018
Title and affiliation
Prof. Roger Cooke (Resources for the Future)
Invited by
Paul Embrechts
Stay period
from 11-Dec-2018 until 13-Dec-2018
Genest, Christian
McGill University

HG E 65.1

+41 44 632 4015 17 - 18 Dec. 2018
Title and affiliation
Prof. Christian Genest (McGill University)
Invited by
Paul Embrechts
Stay period
from 17-Dec-2018 until 18-Dec-2018
Nešlehová, Johanna
McGill University

HG E 65.1

+41 44 632 4015 17 - 18 Dec. 2018
Title and affiliation
Prof. Johanna Nešlehová (McGill University)
Invited by
Paul Embrechts
Stay period
from 17-Dec-2018 until 18-Dec-2018
JavaScript has been disabled in your browser