Guests

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Name/Affiliation	Room	Phone	Period
Becherer, Dirk Humboldt-Universität zu Berlin	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Dirk Becherer (Humboldt-Universität zu Berlin) Personal homepage https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik/stoch-employees/fp-prof-Becherer Fields of interest Stochastic Analysis, Financial Mathematics Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Beiglböck, Mathias Universität Wien	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Mathias Beiglböck (Universität Wien) Personal homepage https://www.mat.univie.ac.at/~mathias/ Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Beiglböck, Mathias University of Vienna	HG G 47.1	-	15 - 17 Feb. 2023
Title and affiliation Prof. Mathias Beiglböck (University of Vienna) Personal homepage https://www.mat.univie.ac.at/~mathias/ Invited by Beatrice Acciaio Stay period from 15-Feb-2023 until 17-Feb-2023
Belomestny, Denis Universität Duisburg-Essen	HG G 50.2	+41 44 632 2293	15 - 17 Nov. 2023
Title and affiliation Prof. Denis Belomestny (Universität Duisburg-Essen) Personal homepage https://www.uni-due.de/mathematik/ag_belomestny/belomestny Invited by Martin Schweizer Stay period from 15-Nov-2023 until 17-Nov-2023
Biagini, Francesca Ludwig-Maximilians-Universität München	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Francesca Biagini (Ludwig-Maximilians-Universität München) Personal homepage https://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_biagini/index.html Fields of interest Insurance markets modeling, quadratic hedging methods, mathematical models for financial asset bubbles, model uncertainty for insurance markets Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Blessing, Jonas University of Konstanz	HG G 50.2	+41 44 632 2293	22 - 24 Feb. 2023
Title and affiliation Mr. Jonas Blessing (University of Konstanz) Personal homepage https://www.mathematik.uni-konstanz.de/stochastics-and-financial-mathematics/members-of-the-group/jonas-blessing/ Invited by Josef Teichmann Stay period from 22-Feb-2023 until 24-Feb-2023
Bouchard, Bruno Université Paris-Dauphine (Paris 9)	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Bruno Bouchard (Université Paris-Dauphine (Paris 9)) Personal homepage https://www.ceremade.dauphine.fr/~bouchard/bouchard.htm Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Bäuerle, Nicole Karlsruher Institut für Technologie	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Nicole Bäuerle (Karlsruher Institut für Technologie) Personal homepage http://www.math.kit.edu/stoch/~baeuerle/ Fields of interest Stochastic processes and control, Stochastic orderings, Finance and Insurance mathematics, Stochastic networks Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Carlier, Guillaume Université Paris Dauphine	HG G 50.2	+41 44 632 2293	31 May - 2 Jun. 2023
Title and affiliation Prof. Guillaume Carlier (Université Paris Dauphine) Personal homepage https://www.ceremade.dauphine.fr/~carlier/ Invited by Beatrice Acciaio Stay period from 31-May-2023 until 2-Jun-2023
Cerny, Ales University of London	HG G 50.2	+41 44 632 2293	27 - 30 Jun. 2023
Title and affiliation Prof. Ales Cerny (University of London) Invited by Martin Schweizer Stay period from 27-Jun-2023 until 30-Jun-2023
Di Nunno, Giulia University of Oslo	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Giulia Di Nunno (University of Oslo) Personal homepage https://www.mn.uio.no/math/english/people/aca/giulian/ Fields of interest Stochastic analysis, calculus, and control. Applications of stochastic analysis with focus on mathematical finance: modeling, pricing, hedging and other optimal portfolio problems under full, partial, and inside information; sensitivity and robustness; markets with memory; energy finance. Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Dyachenko, Artem Uni Trier	HG G 50.2	+41 44 632 2293	9 - 15 Jul. 2023
Title and affiliation Dr. Artem Dyachenko (Uni Trier) Invited by Martin Schweizer Stay period from 9-Jul-2023 until 15-Jul-2023
Dyachenko, Artem Uni Trier	HG G 50.2	+41 44 632 2293	9 - 20 Oct. 2023
Title and affiliation Dr. Artem Dyachenko (Uni Trier) Invited by Martin Schweizer Stay period from 9-Oct-2023 until 20-Oct-2023
Fontana, Claudio Università degli Studi di Padova	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Dr. Claudio Fontana (Università degli Studi di Padova) Personal homepage https://sites.google.com/site/fontanaclaud/ Fields of interest Mathematical finance and stochastic processes Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Frei, Christoph University of Alberta	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Christoph Frei (University of Alberta) Personal homepage https://www.math.ualberta.ca/~cfrei/index.html Fields of interest Quantitative finance, risk management and mathematical economics Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Fukasawa, Masaaki Osaka University	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Masaaki Fukasawa (Osaka University) Personal homepage http://www.sigmath.es.osaka-u.ac.jp/~fukasawa/ Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Föllmer, Hans Humboldt-Universität zu Berlin	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023
Title and affiliation Prof. Hans Föllmer (Humboldt-Universität zu Berlin) Personal homepage https://www.math.hu-berlin.de/~foellmer/curriculum.ger.html Fields of interest Stochastische Analysis, Finanzmathematik Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Glückstad, Mie University of Oxford	HG G 47.1	-	17 - 22 Dec. 2023
Title and affiliation Ms. Mie Glückstad (University of Oxford) Personal homepage https://www.maths.ox.ac.uk/people/mie.kanogluckstad Invited by Josef Teichmann Stay period from 17-Dec-2023 until 22-Dec-2023
Grigoryeva, Lyudmila University of St. Gallen	HG G 50.2	+41 44 632 2293	9 Mar. 2023
Title and affiliation Dr. Lyudmila Grigoryeva (University of St. Gallen) Personal homepage https://www.grigoryeva.info/ Invited by Josef Teichmann Stay period from 9-Mar-2023 until 9-Mar-2023
Guo, Xin University of California, Berkeley	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Xin Guo (University of California, Berkeley) Personal homepage https://ieor.berkeley.edu/people/xin-guo/ Fields of interest Stochastic control, Semi-martingale and filteration expansions, Credit Risk, (Ir)reversible Investment Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Herdegen, Martin University of Warwick	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Martin Herdegen (University of Warwick) Personal homepage https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/herdegen/ Fields of interest Mathematical Finance: arbitrage theory, change of numéraire, utility maximisation, financial bubbles, transaction costs, equilibria (with and without frictions), risk measures Probability Theory: semimartingale calculus, strict local martingales, processes with jumps, forward-backward stochastic differential equations Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Hernández, Nicolás Universidad de Chile	HG G 47.1	-	3 - 10 Jun. 2023
Title and affiliation Dr. Nicolás Hernández (Universidad de Chile) Personal homepage https://sites.google.com/site/nicohernandezsantibanez Invited by Dylan Possamaï Stay period from 3-Jun-2023 until 10-Jun-2023
Hernández Santibáñez, Nicolás Universidad de Chile	HG G 39.2	+41 44 632 3589	25 Jan. - 19 Feb. 2023
Title and affiliation Dr. Nicolás Hernández Santibáñez (Universidad de Chile) Personal homepage https://sites.google.com/site/nicohernandezsantibanez Fields of interest Contract theory, stochastic control, mathematical finance, probability, optimization, game theory Invited by Dylan Possamaï Stay period from 25-Jan-2023 until 19-Feb-2023
Hoffmann, Marc Université Paris-Dauphine (Paris 9)	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Marc Hoffmann (Université Paris-Dauphine (Paris 9)) Personal homepage https://www.ceremade.dauphine.fr/fr/membres/detail-cv/profile/marc-hoffmann.html Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Hubert, Emma Princeton University	HG G 47.1	-	9 - 17 Jul. 2023
Title and affiliation Prof. Emma Hubert (Princeton University) Personal homepage https://engineering.princeton.edu/faculty/emma-hubert Invited by Dylan Possamaï Stay period from 9-Jul-2023 until 17-Jul-2023
Itkin, David Imperial College London	HG G 47.1	-	3 - 9 Sep. 2023
Title and affiliation Dr. David Itkin (Imperial College London) Personal homepage https://www.imperial.ac.uk/people/d.itkin Invited by Josef Teichmann Stay period from 3-Sep-2023 until 9-Sep-2023
Jacquier, Antoine Imperial College London	HG G 50.2	+41 44 632 2293	8 - 12 May 2023
Title and affiliation Dr. Antoine Jacquier (Imperial College London) Invited by Beatrice Acciaio Stay period from 8-May-2023 until 12-May-2023
Jofré, Alejandro University of Chile	HG G 50.2	+41 44 632 2293	31 Jan. - 3 Feb. 2023
Title and affiliation Prof. Alejandro Jofré (University of Chile) Personal homepage https://www.cmm.uchile.cl/?cmm_people=alejandro-jofre Invited by Dylan Possamaï Stay period from 31-Jan-2023 until 3-Feb-2023
Jofré, Alejandro Universidad de Chile	HG G 47.1	-	3 - 9 Jun. 2023
Title and affiliation Prof. Alejandro Jofré (Universidad de Chile) Invited by Dylan Possamaï Stay period from 3-Jun-2023 until 9-Jun-2023
Jourdain, Benjamin Cermics	HG G 47.1	-	12 - 13 Oct. 2023
Title and affiliation Prof. Benjamin Jourdain (Cermics) Personal homepage http://cermics.enpc.fr/~jourdain/ Invited by Beatrice Acciaio Stay period from 12-Oct-2023 until 13-Oct-2023
Kabanov, Yuri Université de Franche-Compté	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Yuri Kabanov (Université de Franche-Compté) Personal homepage http://ykabanov.perso.math.cnrs.fr/page_kabanov_perso.htm Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Kardaras, Kostas London School of Economics	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Kostas Kardaras (London School of Economics) Personal homepage http://stats.lse.ac.uk/kardaras/ Fields of interest Probability and Stochastic Analysis, with applications in Mathematical Finance and Economics Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Kazi-Tani, Nabil Université de Lorraine	HG G 47.1	-	29 Mar. - 2 Apr. 2023
Title and affiliation Prof. Nabil Kazi-Tani (Université de Lorraine) Personal homepage https://sites.google.com/site/nabilkazitani/ Invited by Dylan Possamaï Stay period from 29-Mar-2023 until 2-Apr-2023
Källblad Norin, Sigrid KTH	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Sigrid Källblad Norin (KTH) Personal homepage https://www.kth.se/profile/sigridkn Fields of interest Mathematical Finance Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Macrina, Andrea University College London	HG G 47.1	-	8 - 10 Nov. 2023
Title and affiliation Prof. Andrea Macrina (University College London) Personal homepage https://amacrina.wixsite.com/macrina Invited by Beatrice Acciaio Stay period from 8-Nov-2023 until 10-Nov-2023
Marmi, Stefano Scuola Normale Superiore	HG G 42.2	+41 44 632 3597	20 Feb. - 31 Mar. 2023
Title and affiliation Prof. Stefano Marmi (Scuola Normale Superiore) Personal homepage http://homepage.sns.it/marmi/ Invited by Josef Teichmann Stay period from 20-Feb-2023 until 31-Mar-2023
Muça Cirone, Nicola Imperial College London	HG G 47.1	-	2 - 8 Dec. 2023
Title and affiliation Mr. Nicola Muça Cirone (Imperial College London) Personal homepage https://poisson.phc.dm.unipi.it/~mucacirone/ Invited by Josef Teichmann Stay period from 2-Dec-2023 until 8-Dec-2023
Neufeld, Ariel Nanyang Technological University (NTU)	HG G 47.1	-	9 - 12 May 2023
Title and affiliation Prof. Ariel Neufeld (Nanyang Technological University (NTU)) Invited by Martin Schweizer Stay period from 9-May-2023 until 12-May-2023
Neumann, Eyal Imperial College London	HG G 47.1	-	19 - 20 Oct. 2023
Title and affiliation Prof. Eyal Neumann (Imperial College London) Personal homepage https://eyaln13.wixsite.com/eyal-neuman Invited by Martin Schweizer Stay period from 19-Oct-2023 until 20-Oct-2023
Oliu-Barton, Miquel Université Paris Dauphine	HG G 47.1	-	8 - 10 Nov. 2023
Title and affiliation Prof. Miquel Oliu-Barton (Université Paris Dauphine) Personal homepage https://sites.google.com/site/oliubarton/ Invited by Dylan Possamaï Stay period from 8-Nov-2023 until 10-Nov-2023
Pham, Huyên Université Paris-Diderot (Paris 7)	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Huyên Pham (Université Paris-Diderot (Paris 7)) Personal homepage https://sites.google.com/site/phamxuanhuyen/contact Fields of interest Mathematical finance and quantitative finance, Stochastic control and optimization, Numerical probabilities, Large deviations and applications Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Platen, Eckhard University of Technology Sydney	HG G 47.1	-	12 - 14 Oct. 2023
Title and affiliation Prof. Eckhard Platen (University of Technology Sydney) Invited by Martin Schweizer Stay period from 12-Oct-2023 until 14-Oct-2023
Platen, Eckhard University of Technology, Sydney	HG G 41.2	+41 44 632 3594	12 - 16 Jun. 2023
Title and affiliation Prof. Eckhard Platen (University of Technology, Sydney) Personal homepage http://www.uts.edu.au/staff/eckhard.platen 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 Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Pulido, Sergio ENSIIE	HG G 50.2	+41 44 632 2293	22 - 24 Nov. 2023
Title and affiliation Prof. Sergio Pulido (ENSIIE) Personal homepage https://sites.google.com/site/sergiopulidonino/ Invited by Beatrice Acciaio Stay period from 22-Nov-2023 until 24-Nov-2023
Rheinländer, Thorsten Technische Universität Wien	HG G 42.1	+41 44 632 6991	12 - 16 Jun. 2023
Title and affiliation Prof. Thorsten Rheinländer (Technische Universität Wien) Personal homepage https://fam.tuwien.ac.at/~rheinlan/ Fields of interest Stochastic finance and insurance Hedging and valuation of derivatives Illiquid financial markets and the limit order book Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Réveillac, Anthony INSA Toulouse	HG G 47.1	-	30 Nov. - 1 Dec. 2023
Title and affiliation Prof. Anthony Réveillac (INSA Toulouse) Personal homepage https://perso.math.univ-toulouse.fr/areveill/ Invited by Dylan Possamaï Stay period from 30-Nov-2023 until 1-Dec-2023
Schachermeyer, Walter Universität Wien	HG G 42.1	+41 44 632 6991	12 - 16 Jun. 2023
Title and affiliation Prof. Walter Schachermeyer (Universität Wien) Personal homepage http://www.mat.univie.ac.at/~schachermayer/ Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Schied, Alexander University of Waterloo	HG G 42.1	+41 44 632 6991	12 - 16 Jun. 2023
Title and affiliation Prof. Alexander Schied (University of Waterloo) Personal homepage https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/alexander-schied Fields of interest Probability theory and stochastic analysis with applications to mathematical finance and economics Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Schmidt, Thorsten Albert-Ludwigs-Universität Freiburg	HG G 50.2	+41 44 632 2293	17 - 20 May 2023
Title and affiliation Prof. Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg) Invited by Beatrice Acciaio Stay period from 17-May-2023 until 20-May-2023
Schrott, Stefan University of Vienna	HG G 47.1	-	15 - 17 Feb. 2023
Title and affiliation Mr. Stefan Schrott (University of Vienna) Personal homepage https://ufind.univie.ac.at/de/person.html?id=107105 Invited by Beatrice Acciaio Stay period from 15-Feb-2023 until 17-Feb-2023
Tankov, Peter ENSAE (École Nationale de la Statistique et de l'Administration Économique)	HG G 42.1	+41 44 632 6991	12 - 16 Jun. 2023
Title and affiliation Prof. Peter Tankov (ENSAE (École Nationale de la Statistique et de l'Administration Économique)) Personal homepage https://sites.google.com/site/petertankov Fields of interest Quantitative Finance Invited by Josef Teichmann Stay period from 12-Jun-2023 until 16-Jun-2023
Tonon, Daniela Università degli Studi di Padova	HG G 50.2	+41 44 632 2293	26 - 28 Apr. 2023
Title and affiliation Prof. Daniela Tonon (Università degli Studi di Padova) Personal homepage https://sites.google.com/site/mathdanielatonon/ Invited by Beatrice Acciaio Stay period from 26-Apr-2023 until 28-Apr-2023
Ulrych, Urban EPFL	HG G 50.2	+41 44 632 2293	14 Dec. 2023
Title and affiliation Dr. Urban Ulrych (EPFL) Personal homepage https://people.epfl.ch/urban.ulrych Invited by Beatrice Acciaio Stay period from 14-Dec-2023 until 14-Dec-2023