Mathematics for Risk in Finance and Energy (2015/2016)

Organizers: René Aid (EdF), PF Marco Avellaneda (Courant), Rama Cont (Imperial College), PF Fred Espen Benth (U. Oslo), PF Valery Kholodnyi (Verbund), Walter Schachermayer (WPI c/o U. Wien), Josef Teichmann (ETH Zürich), OTPF Almut Veraart (ICL)

Events

Intensive Course on "Stochastic modelling of energy markets" (external website )
Location: OMP 1, Lecture Room 13, 2nd floor Time: 4. Jul 2016 (Mon) - 4. Jul 2016 (Mon); Opening: 10:00
Organisation(s) WPI Organiser(s) Fred Espen Benth (U. Oslo)

Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance"
Location: WPI, OMP 1, Seminar Room 08.135 Please note that the first two talks will take place at SkyLounge (12th floor) Time: 4. Apr 2016 (Mon) - 6. Apr 2016 (Wed); Opening: 10:00
Organisation(s) WPI Organiser(s) Christa Cuchiero (U. Wien) Rama Cont (Imperial College London) Walter Schachermayer (WPI c/o U. Wien)

Pauli Fellows

Avellaneda, Marco			1. Jul 2015-30. Jun 2016
Benth, Fred			1. Jul 2015-30. Jun 2016
Kholodnyi, Valery			1. Jul 2015-30. Jun 2016

Olga Taussky Pauli Fellows

Veraart, Almut

1. Jul 2015-30. Jun 2016

Visitors

Acciaio, Beatrice			30. Mar 2016-16. Apr 2016
Ananova, Anna			3. Apr 2016-9. Apr 2016
Badikov, Sergey			3. Apr 2016-7. Apr 2016
Beiglboeck, Mathias		LOCAL	4. Apr 2016-7. Apr 2016
Blacque-Florentin, Pierre			3. Apr 2016-7. Apr 2016
Cont, Rama			3. Apr 2016-7. Apr 2016
Cosso, Andrea			4. Apr 2016-6. Apr 2016
Davis, Mark			4. Apr 2016-7. Apr 2016
Kalinin, Alexander			3. Apr 2016-7. Apr 2016
Lu, Yi			3. Apr 2016-7. Apr 2016
Nutz, Marcel			3. Apr 2016-7. Apr 2016
Obloj, Jan			5. Apr 2016-6. Apr 2016
Perkowski, Nicolas			3. Apr 2016-5. Apr 2016
Prömel, David			3. Apr 2016-8. Apr 2016
Siorpaes, Pietro			3. Apr 2016-9. Apr 2016
Teichmann, Josef		LOCAL	4. Apr 2016-7. Apr 2016
Vovk, Vladimir			3. Apr 2016-8. Apr 2016