Guests

Name/Affiliation Room Phone Period E-mail
Arai, Takuji
Keio University

HG G 39.4

+41 44 632 3590 1 Apr. 2011 - 31 Mar. 2012
Title and affiliation
Prof. Takuji Arai (Keio University)
Fields of interest
Mathematical Finance
Invited by
Martin Schweizer
Stay period
from 1-Apr-2011 until 31-Mar-2012
Baudoin , Fabrice
Purdue University

HG G 39.3

+41 44 632 3395 15 May - 15 Jun. 2012
Title and affiliation
Prof. Fabrice Baudoin (Purdue University)
Fields of interest
Diffusions and Differential Geometry, Partial differential Equations, Functional Inequalities, Subelliptic Operators, Stochastic Analysis and Gaussian Processes, Stochastic Calculus and Applications to Finance
Invited by
Josef Teichmann
Stay period
from 15-May-2012 until 15-Jun-2012
Choulli , Tahir
University of Alberta

HG G 39.4

+41 44 632 3590 15 Jul. - 15 Aug. 2012
Title and affiliation
Prof. Tahir Choulli (University of Alberta)
Fields of interest
Incomplete Markets: Hedging and Pricing, Arbitrage in Financial Markets, Mathematical Economics, Mathematical Insurance and Risk Management, (Semi)-Martingale Theory, Stochastic Analysis: Classical and Quantum
Invited by
Martin Schweizer
Stay period
from 15-Jul-2012 until 15-Aug-2012
Gulisashvili, Archil
Ohio University, Athens

HG G 38.2

+41 44 632 9362 1 Feb. - 1 Apr. 2012
Title and affiliation
Prof. Archil Gulisashvili (Ohio University, Athens)
Fields of interest
Financial Mathematics: Stochastic Volatility Models, Asymptotic Behavior of the Stock Price Density, Implied Volatility in Stochastic Stock Price Models. Schrödinger Semigroups and Feynman-Kac Propagators:Smoothing Properties,Non-Autonomous Kato Classes
Invited by
Josef Teichmann
Stay period
from 1-Feb-2012 until 1-Apr-2012
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