Mathematical Finance: Arbitrage and Portfolio Optimization
Arriving Sunday, May 11 and departing Friday May 16, 2014
Confirmed Participants
Name | Affiliation |
---|---|
Acciaio, Beatrice | ETH Zurich |
Anthropelos, Michail | University of Piraeus |
Bank, Peter | Technische Universität Berlin |
Beiglböck, Mathias | University of Vienna |
Biagini, Sara | University of Pisa |
Bouchard, Bruno | Université Paris Dauphine - PSL |
Campi, Luciano | London School of Economics |
Çetin, Umut | London School of Economics |
Christa, Cuchiero | University of Vienna |
Cox, Alexander | University of Bath |
Cvitanić, Jakša | California Institute of Technology |
Czichowsky, Christoph | London School of Economics |
Delbaen, Freddy | ETH Zurich + UNI Zurich |
Föllmer, Hans | Humboldt Universität zu Berlin |
Fouque, Jean-Pierre | University of California Santa Barbara |
Frei, Christoph | University of Alberta |
Frittelli, Marco | Università degli Studi di Milano |
Guasoni, Paolo | Boston University and Dublin City University |
Henderson, Vicky | University of Warwick |
Ichiba, Tomoyuki | University of California Santa Barbara |
Jeanblanc, Monique | University d'Evry Val d'Essonne |
Kallsen, Jan | University of Kiel |
Karatzas, Ioannis | Columbia University |
Kardaras, Constantinos | London School of Economics |
Kramkov, Dmitry | Carnegie Mellon University |
Larsen, Kasper | Carnegie Mellon University |
Larsson, Martin | Carnegie Mellon University |
Muhle-Karbe, Johannes | Carnegie Mellon University |
Nutz, Marcel | Columbia |
Obloj, Jan | University of Oxford |
Pulido Nino, Sergio | Swiss Finance Institute @ EPFL |
Robertson, Scott | Carnegie Mellon University |
Ruf, Johannes | UCL |
Schachermayer, Walter | University of Vienna |
Schweizer, Martin | ETH Zurich |
Shreve, Steve | Carnegie Mellon University |
Sirbu, Mihai | UT Austin |
Sircar, Ronnie | Princeton University |
Tankov, Peter | ENSAE, Institut Polytechnique de Paris |
Teichmann, Josef | ETH Zurich |
Xing, Hao | Boston University |
Zitkovic, Gordan | The University of Texas at Austin |