Acting Board
Frank Riedel (Chair)
Bielefeld University
Frank Riedel is the director of the Center for Mathematical Economics at Bielefeld University, as well as a Distinguished Visiting Professor at the University of Johannesburg. His research covers the microeconomic and mathematical foundations of financial markets (and competitive markets in general), and strategic interaction of rational agents as well as boundedly rational humans.
Email: frank.riedel@uni-bielefeld.de
Asma Khedher (Co-Chair)
University of Amsterdam
Asma Khedher is an Associate Professor at the Korteweg de Vries Institute for Mathematics (University of Amsterdam). Asma Khedher’s research focuses on financial Mathematics, stochastic processes, stochastic volatility models, and infinite-dimensional SDEs.
Email: A.Khedher@uva.nl
Giorgio Ferrari (Co-Chair)
Bielefeld University
Giorgio Ferrari is full professor for Mathematical Finance at the Center for Mathematical Economics (IMW) at Bielefeld University. He obtained a Ph.D. in Mathematics for Economic-Financial Applications at the University of Rome "La Sapienza" in 2012. He then moved to IMW, where he was first post-doctoral researcher, and then Junior and Associate Professor. His research interests lie in the field of stochastic control theory and its applications to Economics and Finance. Particular attention is devoted to dynamic stochastic optimization problems and games involving singular controls and stopping times, and to the analysis of the corresponding free-boundary problems.
Email: giorgio.ferrari@uni-bielefeld.de
Christa Cuchiero
University of Vienna
Christa Cuchiero is a professor at the University of Vienna. She earned her doctorate in Mathematics from ETH Zurich in 2011. Her research centers around mathematical finance, stochastic analysis, quantitative risk management and machine learning. She is particularly interested in classes of universal stochastic processes with applications in volatility modeling and portfolio theory, approximation theory in dynamic situations, data-driven risk inference and machine learning in finance.
Email: christa.cuchiero@univie.ac.at
Griselda Deelstra
Université libre de Bruxelles
Griselda Deelstra is professor in stochastic finance in the Department of Mathematics at the Université libre de Bruxelles (ULB), where she is the director of the Actuarial Sciences Group. Griselda Deelstra’s research interests focus on stochastic modelling in finance and insurance, in particular on risk management and derivative pricing.
Email: griselda.deelstra@ulb.be
Giulia di Nunno
University of Oslo
Giulia di Nunno is professor of mathematics in Department of Mathematics at University of Oslo, and Adjunct Professor in Department of Business and Management Science at NHH Norwegian School of Economics in Bergen. Giulia di Nunno's research focuses on stochastic calculus, SDEs, stochastic control under differentiated information and mathematical finance in general.
Email: giulian@math.uio.no
Damir Filipovic
Swiss Finance Institute, EPFL
Damir Filipovic holds the Swissquote Chair in Quantitative Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL) and a Swiss Finance Institute Senior Chair. He also acts as head of the Swiss Finance Institute @ EPFL. Damir Filipovic's research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes.
Email: damir.filipovic@epfl.ch
Paolo Guasoni
Dublin City University
Paolo Guasoni holds the Stokes Chair in Financial Mathematics at Dublin City University since 2009 and specializes in Mathematical Finance. His research investigates the effects of market frictions, incentives, and preferences, in portfolio choice and asset pricing, and has appeared in Finance and Stochastics, Mathematical Finance, Annals of Applied Probability, and Journal of Financial Economics. He has attracted funding by the European Research Council, the National Science Foundation, Science Foundation Ireland, and the European Commission. He serves as Associate Editor for Finance and Stochastics, Mathematical Finance, SIAM Journal in Financial Mathematics, Applied Mathematical Finance, and the European Journal of Finance.
Email: paolo.guasoni@dcu.ie
Martino Grasselli
University of Padua
Martino Grasselli is Professor at the Mathematics department of University of Padua and Head of the Finance Group at the Devinci Research Center in Paris La Defense. His research topics cover stochastic volatility, model calibration, portfolio management, interest rates models, demographic and mortality risks.
Email: grassell@math.unipd.it
Emanuela Rosazza Gianin
Università di Milano-Bicocca
Emanuela Rosazza Gianin is Professor of Mathematical Finance in Department of Statistics and quantitative methods at University of Milano-Bicocca, Italy. Emanuela Rosazza Gianin's research focuses on risk measures, BSDEs, pricing and insurance.
Email: emanuela.rosazza1@unimib.it
Robert Stelzer
Ulm University
Robert Stelzer is a professor at Institute of Mathematical Finance in Ulm University. Robert Stelzer's research interests include Financial Mathematics, Stochastic Volatility Models, Stochastic Processes, Time Series Analysis, Random Matrices, Markov-Switching Models and Extreme Value Theory.
Email: robert.stelzer@uni-ulm.de
Lukasz Stettner
Institute of Mathematics PAS
Lukasz Stettner is a professor at Department of Probability Theory and Mathematics of Finance in Institute of Mathematics PAS. Lukasz Stettner's research intesests are focused on stochastic processes and stochastic control, in particular ergodic theory of Markov processes, filtering theory, large deviations, ergodic cost functionals, partially observed control problems, and adaptive control.
Email: L.Stettner@impan.pl
Peter Tankov
Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Cite university and Ecole Polytechnique. He is a mathematician, specialist in applied probability and stochastic processes. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. Peter is the scientific director of the Paris Agreement Research Commons foundation at Louis Bachelier Institute and member of editorial boards of the main quantitative finance journals: Mathematical Finance and Finance and Stochastics.
Email: peter.tankov@ensae.fr
