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Mathematical Finance (2016/2017)

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

Events

Vienna–Copenhagen Conference on Financial Econometrics (external website )

Location: Kleiner Festsaal, Hauptgebäude Univ. Wien, Universitätsring 1, 1010 Wien
Time: 9. Mar 2017 (Thu) - 11. Mar 2017 (Sat)
Organisation(s)
DSOR
WPI
UCPH 		Organiser(s)
Nikolaus Hautsch (WiWi, U. Wien)
Remark: Click here for further information

High-Frequency Trading - Curse or Blessing (external website )

Location: Oskar-Morgenstern-Platz 1, SkyLounge, 12th floor
Time: 22. Sep 2016 (Thu) - 23. Sep 2016 (Fri); Opening: 10:00
Topics:
HFT2016 aims at bringing together some of the world's leading experts on high-frequency trading. The focus will be on a critical analysis as well as the perspectives of this recent development in global financial markets.
Organisation(s)
U. Wien & WPI 		Organiser(s)
Walter Schachermayer (WPI c/o U. Wien)
Nikolaus Hautsch (WiWi, U. Wien)
Georg Pflug (WiWi, U. Wien)

Conference on the Mathematics of Energy Markets (external website )

Location: OMP 1, Lecture Room 13, 2nd floor
Time: 5. Jul 2016 (Tue) - 7. Jul 2016 (Thu); Opening: 10:00
Organisation(s)
WPI 		Organiser(s)
Rene Aid (EDF)
Fred Espen Benth (U. Oslo)
Valery Kholodnyi (Verbund)
Almut Veraart (ICL)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows

Avellaneda, Marco 1. Jul 2016-30. Jun 2017 local address 
Benth, Fred 1. Jul 2016-30. Jun 2017 local address 
Kholodnyi, Valery LOCAL 1. Jul 2016-30. Jun 2017 local address 

Olga Taussky Pauli Fellows

Veraart, Almut 1. Jul 2016-30. Jun 2017 local address 

Visitors

Ali, Liaqat 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Almeida, Caio 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Amado, Cristina 100% Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Amine, Oussama 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Amon, Julian 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Andersen, Torben G. 20. Sep 2016-24. Sep 2016 local address 
100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Balata, Allesandro 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Banulescu-Radu, Denisa 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Barunik, Jozef 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Baviera, Roberto 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Behrendt, Simon 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Bollerslev, Tim 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Boswijk, Peter 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Braumann, Alexander 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Bredendiek, Maximilian 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Breitung, Joerg 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Brownlees, Christian 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Bryzgalova, Svetlana 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Callegaro, Giorgia 100% Co-funding 5. Jul 2016-7. Jul 2016 local address 
Catania, Leopoldo 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Cech, Frantisek 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Chau, Ngoc Huy 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Chen, Shi 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Christensen, Kim 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Christensen, Jens Henrik Eggert 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Ciacci, Alberto 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Conrad, Christian 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Cont, Rama 21. Sep 2016-23. Sep 2016 local address 
Cui, Xuecan 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Czichowsky, Christoph 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Damian, Camilla 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Darmet, Guillaume 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Davison, Matthew 100% Co-funding 5. Jul 2016-7. Jul 2016 local address 
Deschatre, Thomas 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Dias, Gustavo 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Dobrev, Dobrislav 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Dumitrescu, Elena 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Eksi Altay, Zehra 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Elliott, Graham 9. Mar 2017-11. Mar 2017 local address 
Exterkate, Peter 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Fellmann, Reinhard 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Feng, Guanhao 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Fengler, Matthias 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Fernandes, Cristiano 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Fogli, Valentina 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Friz, Peter 25. Oct 2016-30. Oct 2016 local address 
Fu, Rong 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Funke, Benedikt 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Funovits, Bernd 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Fusari, Nicola 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Garbiar, Milan 100% Co-funding 5. Jul 2016-7. Jul 2016 local address 
Ghodsi, Hakimeh 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Gonzalez, Jhonny 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Graf von Luckner, Nikolaus 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Grith, Maria 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Gruet, Pierre 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Gu, Lingqi 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Gümüssoy, Koray 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Gulisashvili, Archil 100% Co-funding 5. Jul 2016-7. Jul 2016 local address 
Habermacher, Thomas 100% Co-Funding 1. Jul 2016-7. Jul 2016 local address 
Hillebrand, Eric 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Horvath, Akos 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Hossain, Shahadat 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Hosseinkouchack, Mehdi 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Hounyo, Ulrich 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Hubner, Stefan 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Ibrahim, Noor Adilah 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Ito, Ryoko 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Ivanov, Eugen 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Kalnina, Ilze 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Karlsen, Erik Hove 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Kazak, Ekaterina 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Khrapov, Stanislav 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Kim, Jihyun 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Kirilenko, Andrei 21. Sep 2016-24. Sep 2016 local address 
Klein, Irene 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Kostrewski, Maciej 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Kreiss, Jens-Peter 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Kruhner, Paul LOCAL 5. Jul 2016-7. Jul 2016 local address 
Kusstatscher, Hannes 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Laessig, Yves 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Lange, Nina 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Leal, Pablo Hernandez 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Leymarie, Jérémy 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Li, Yifan 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Li, Jia 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Liang, Chong 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Lillo, Fabrizio 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Livieri, Giulia 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Lucas, Andre 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Lumsdaine, Robin 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Luna-Barrera, Debora Daniela Escobar LOCAL 5. Jul 2016-7. Jul 2016 local address 
Mancini, Cecilia 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Manganelli, Simone 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Marziali, Andrea 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Medeiros, Marcelo 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Merola, Fiorella 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Mirone, Giorgio 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Mora, Andres 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Musters, Kasia 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Nachbar, Ellena 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Neustroev, Grigory 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Nielsen, Morten 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Nielsen, Heino Bohn 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Nielsen, Bent 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Noé, Michael 100% Co-Funding 22. Sep 2016-23. Sep 2016 local address 
100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Nolte, Ingmar 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Okhrin, Yarema 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Palacios, Teresa Martinez 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Palczewski, Jan 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Park, Yangho 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Parzer, Markus 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Pedersen, Rasmus 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Pelletier, Denis 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Peter, Franziska 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Pflug, George LOCAL 4. Jul 2016-7. Jul 2016 local address 
Piccirilli, Marco 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Pierre, Erwan 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Podolskij, Mark 21. Sep 2016-24. Sep 2016 local address 
Post, Robert 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Quaedvlieg, Rogier 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Rashidi, Arezoo 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Rasonyi, Miklos 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Reno, Roberto 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Reynolds, Julia 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Rogers, Leonardo Chris 21. Sep 2016-24. Sep 2016 local address 
Ronn, Ehud 100% Co-funding 4. Jul 2016-8. Jul 2016 local address 
Sala, Carlo 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Schmider, Sebastian 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Schmock, Uwe 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Schotman, Peter 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Schwenkler, Gustavo 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Sgarra, Carlo 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Shardin, Anton 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Shokrollahi, Foad 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Simonsen, Iben Cathrine 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Simovic, Tomas 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Smahovsky, Andrej 100% Co-funding 5. Jul 2016-7. Jul 2016 local address 
Sögner, Leopold 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Sönksen, Jantje 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Starovska, Maria 100% Co-funding 5. Jul 2016-7. Jul 2001 local address 
Stuermer, Karin 100% Co-funding 9. Mar 2017-11. Mar 2017 local address 
Sucarrat, Genaro 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Taborsky, David 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Taylor, Stephen 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Thyrsgaard, Martin 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Vacha, Lukas 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Valery, Manokhin 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Vargiolu, Tiziano 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Varneskov, Rasmus 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Voigt, Stefan 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
Werker, Bas 9. Mar 2017-11. Mar 2017 local address 
Winkelmann, Lars 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Wunderlich, Ralf 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Xiu, Dacheng 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Yu, Haiyue 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Zaffaroni, Paolo 9. Mar 2017-11. Mar 2017 local address 
Zakoian, Jean-Michel 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Zeng, Ye 100 % Co-Funding 9. Mar 2017-11. Mar 2017 local address 
Ziel, Florian 100% Co-Funding 5. Jul 2016-7. Jul 2016 local address 
Zimmermann, David 100% Co-funding 22. Sep 2016-23. Sep 2016 local address 
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