Guests

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Name/Affiliation	Room	Phone	Period	E-mail
Becherer, Dirk Humboldt-Universität zu Berlin	HG G 39.6	+41 44 632 6967	12 - 16 Jun. 2023	becherer@
Title and affiliation Prof. Dirk Becherer (Humboldt-Universität zu Berlin) 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	mathias.beiglboeck@
Title and affiliation Prof. Mathias Beiglböck (Universität Wien) 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	mathias.beiglboeck@
Title and affiliation Prof. Mathias Beiglböck (University of Vienna) 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	denis.belomestny@
Title and affiliation Prof. Denis Belomestny (Universität Duisburg-Essen) 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	francesca.biagini@
Title and affiliation Prof. Francesca Biagini (Ludwig-Maximilians-Universität München) 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	jonas.blessing@
Title and affiliation Mr. Jonas Blessing (University of Konstanz) 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	bouchard@
Title and affiliation Prof. Bruno Bouchard (Université Paris-Dauphine (Paris 9)) 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	nicole.baeuerle@
Title and affiliation Prof. Nicole Bäuerle (Karlsruher Institut für Technologie) 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	carlier@
Title and affiliation Prof. Guillaume Carlier (Université Paris Dauphine) 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	ales.cerny.1@
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	giulian@
Title and affiliation Prof. Giulia Di Nunno (University of Oslo) 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	dyachenko@
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	dyachenko@
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	fontana@
Title and affiliation Dr. Claudio Fontana (Università degli Studi di Padova) 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	cfrei@
Title and affiliation Prof. Christoph Frei (University of Alberta) 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	fukasawa@
Title and affiliation Prof. Masaaki Fukasawa (Osaka University) 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	foellmer@
Title and affiliation Prof. Hans Föllmer (Humboldt-Universität zu Berlin) 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	mie.gluckstad@
Title and affiliation Ms. Mie Glückstad (University of Oxford) 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	lyudmila.grigoryeva@
Title and affiliation Dr. Lyudmila Grigoryeva (University of St. Gallen) 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	xinguo@
Title and affiliation Prof. Xin Guo (University of California, Berkeley) 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	m.herdegen@
Title and affiliation Prof. Martin Herdegen (University of Warwick) 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	nhernandez@
Title and affiliation Dr. Nicolás Hernández (Universidad de Chile) 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	nhernandez@
Title and affiliation Dr. Nicolás Hernández Santibáñez (Universidad de Chile) 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	hoffmann@
Title and affiliation Prof. Marc Hoffmann (Université Paris-Dauphine (Paris 9)) 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	eh3988@
Title and affiliation Prof. Emma Hubert (Princeton University) 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	d.itkin@
Title and affiliation Dr. David Itkin (Imperial College London) 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	a.jacquier@
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	ajofre@
Title and affiliation Prof. Alejandro Jofré (University of Chile) 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	ajofre@
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	benjamin.jourdain@
Title and affiliation Prof. Benjamin Jourdain (Cermics) 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	youri.kabanov@
Title and affiliation Prof. Yuri Kabanov (Université de Franche-Compté) 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	k.kardaras@
Title and affiliation Prof. Kostas Kardaras (London School of Economics) 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	nabil.kazi-tani@
Title and affiliation Prof. Nabil Kazi-Tani (Université de Lorraine) 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	sigrid.kallblad@
Title and affiliation Prof. Sigrid Källblad Norin (KTH) 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	a.macrina@
Title and affiliation Prof. Andrea Macrina (University College London) 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	stefano.marmi@
Title and affiliation Prof. Stefano Marmi (Scuola Normale Superiore) 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	n.muca-cirone22@
Title and affiliation Mr. Nicola Muça Cirone (Imperial College London) 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	ariel.neufeld@
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	e.neumann@
Title and affiliation Prof. Eyal Neumann (Imperial College London) 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	oliubart@
Title and affiliation Prof. Miquel Oliu-Barton (Université Paris Dauphine) 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	pham@
Title and affiliation Prof. Huyên Pham (Université Paris-Diderot (Paris 7)) 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	eckhard.platen@
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	eckhard.platen@
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 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	serpul3374@
Title and affiliation Prof. Sergio Pulido (ENSIIE) 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	rheinlan@
Title and affiliation Prof. Thorsten Rheinländer (Technische Universität Wien) 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	anthony.reveillac@
Title and affiliation Prof. Anthony Réveillac (INSA Toulouse) 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	walter.schachermayer@
Title and affiliation Prof. Walter Schachermeyer (Universität Wien) 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	aschied@
Title and affiliation Prof. Alexander Schied (University of Waterloo) 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	thorsten.schmidt@
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	stefan.schrott@
Title and affiliation Mr. Stefan Schrott (University of Vienna) 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	peter.tankov@
Title and affiliation Prof. Peter Tankov (ENSAE (École Nationale de la Statistique et de l'Administration Économique)) 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	tonon@
Title and affiliation Prof. Daniela Tonon (Università degli Studi di Padova) 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	urban.ulrych@
Title and affiliation Dr. Urban Ulrych (EPFL) Invited by Beatrice Acciaio Stay period from 14-Dec-2023 until 14-Dec-2023
Yan, Qinxin Princeton University	HG G 47.1	-	12 Jun. 2023 - 30 Jun. 2024	qinxin.yan@
Title and affiliation Ms. Qinxin Yan (Princeton University) Invited by Josef Teichmann Stay period from 12-Jun-2023 until 30-Jun-2024