Guests

Name/Affiliation Room Phone Period E-mail
Cuchiero, Christa
Universität Wien

HG G 38.2

+41 44 632 9362 1 Oct. 2016 - 28 Feb. 2017
Title and affiliation
Prof. Christa Cuchiero (Universität Wien)
Fields of interest
Stochastic portfolio theory, Large financial markets, Multiple yield curve modeling, Energy and electricity modeling
Invited by
Josef Teichmann
Stay period
from 1-Oct-2016 until 28-Feb-2017
Czichowsky, Christoph
LSE

HG G 50.1

+41 44 632 6966 15 - 18 May 2016
Title and affiliation
Prof. Christoph Czichowsky (LSE)
Fields of interest
duality, financial mathematics, market frictions, mean-variance portfolio optimization, optimal portfolio choice, shadow prices, stochastic analysis, stochastic optimal control, transaction costs
Invited by
Martin Schweizer
Stay period
from 15-May-2016 until 18-May-2016
Dolinsky, Yan
The Hebrew University of Jerusalem

HG G 50.1

+41 44 632 6966 24 - 26 Mar. 2016
Title and affiliation
Prof. Yan Dolinsky (The Hebrew University of Jerusalem)
Fields of interest
Mathematical finance, Stochastic analysis; stochastic optimization. Optimal stopping. Limit theorems in probability.
Invited by
Martin Schweizer
Stay period
from 24-Mar-2016 until 26-Mar-2016
Schmidt, Thorsten
University of Freiburg

HG G 50.1

+41 44 632 6966 26 - 27 Apr. 2016
Title and affiliation
Prof. Thorsten Schmidt (University of Freiburg)
Invited by
Josef Teichmann
Stay period
from 26-Apr-2016 until 27-Apr-2016
Taylor, David
University of Cape Town

HG G 50.1

+41 44 632 6966 6 - 11 Dec. 2016
Title and affiliation
Prof. David Taylor (University of Cape Town)
Invited by
Josef Teichmann
Stay period
from 6-Dec-2016 until 11-Dec-2016
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