Wolfgang Pauli Institute (WPI) Vienna

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)

Pauli Fellows

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

Olga Taussky Pauli Fellows

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

Visitors

Ali, Liaqat 100% Co-funding 22. Sep 2016-23. Sep 2016
Almeida, Caio 100% Co-funding 9. Mar 2017-11. Mar 2017
Amado, Cristina 100% Co-Funding 9. Mar 2017-11. Mar 2017
Amine, Oussama 100% Co-Funding 5. Jul 2016-7. Jul 2016
Amon, Julian 100% Co-funding 9. Mar 2017-11. Mar 2017
Andersen, Torben G. 20. Sep 2016-24. Sep 2016
100% Co-funding 9. Mar 2017-11. Mar 2017
Balata, Allesandro 100% Co-Funding 5. Jul 2016-7. Jul 2016
Banulescu-Radu, Denisa 100% Co-funding 9. Mar 2017-11. Mar 2017
Barunik, Jozef 100% Co-funding 9. Mar 2017-11. Mar 2017
Baviera, Roberto 100% Co-Funding 5. Jul 2016-7. Jul 2016
Behrendt, Simon 100% Co-funding 22. Sep 2016-23. Sep 2016
Bollerslev, Tim 100% Co-funding 9. Mar 2017-11. Mar 2017
Boswijk, Peter 100% Co-funding 9. Mar 2017-11. Mar 2017
Braumann, Alexander 100% Co-funding 9. Mar 2017-11. Mar 2017
Bredendiek, Maximilian 100% Co-funding 22. Sep 2016-23. Sep 2016
Breitung, Joerg 100% Co-funding 9. Mar 2017-11. Mar 2017
Brownlees, Christian 100% Co-funding 9. Mar 2017-11. Mar 2017
Bryzgalova, Svetlana 100% Co-funding 9. Mar 2017-11. Mar 2017
Callegaro, Giorgia 100% Co-funding 5. Jul 2016-7. Jul 2016
Catania, Leopoldo 100% Co-funding 22. Sep 2016-23. Sep 2016
Cech, Frantisek 100% Co-funding 9. Mar 2017-11. Mar 2017
Chau, Ngoc Huy 100% Co-funding 22. Sep 2016-23. Sep 2016
Chen, Shi 100% Co-funding 22. Sep 2016-23. Sep 2016
Christensen, Kim 100% Co-funding 9. Mar 2017-11. Mar 2017
Christensen, Jens Henrik Eggert 100% Co-funding 9. Mar 2017-11. Mar 2017
Ciacci, Alberto 100% Co-funding 22. Sep 2016-23. Sep 2016
Conrad, Christian 100% Co-funding 9. Mar 2017-11. Mar 2017
Cont, Rama 21. Sep 2016-23. Sep 2016
Cui, Xuecan 100% Co-funding 22. Sep 2016-23. Sep 2016
Czichowsky, Christoph 100% Co-funding 22. Sep 2016-23. Sep 2016
Damian, Camilla 100% Co-funding 9. Mar 2017-11. Mar 2017
Darmet, Guillaume 100% Co-Funding 5. Jul 2016-7. Jul 2016
Davison, Matthew 100% Co-funding 5. Jul 2016-7. Jul 2016
Deschatre, Thomas 100% Co-Funding 5. Jul 2016-7. Jul 2016
Dias, Gustavo 100% Co-funding 9. Mar 2017-11. Mar 2017
Dobrev, Dobrislav 100% Co-funding 9. Mar 2017-11. Mar 2017
Dumitrescu, Elena 100% Co-funding 9. Mar 2017-11. Mar 2017
Eksi Altay, Zehra 100% Co-funding 9. Mar 2017-11. Mar 2017
Elliott, Graham 9. Mar 2017-11. Mar 2017
Exterkate, Peter 100% Co-funding 9. Mar 2017-11. Mar 2017
Fellmann, Reinhard 100% Co-funding 22. Sep 2016-23. Sep 2016
Feng, Guanhao 100% Co-funding 9. Mar 2017-11. Mar 2017
Fengler, Matthias 100% Co-funding 22. Sep 2016-23. Sep 2016
Fernandes, Cristiano 100% Co-funding 9. Mar 2017-11. Mar 2017
Fogli, Valentina 100% Co-Funding 5. Jul 2016-7. Jul 2016
Friz, Peter 25. Oct 2016-30. Oct 2016
Fu, Rong 100% Co-funding 9. Mar 2017-11. Mar 2017
Funke, Benedikt 100% Co-funding 9. Mar 2017-11. Mar 2017
Funovits, Bernd 100% Co-funding 9. Mar 2017-11. Mar 2017
Fusari, Nicola 100% Co-funding 9. Mar 2017-11. Mar 2017
Garbiar, Milan 100% Co-funding 5. Jul 2016-7. Jul 2016
Ghodsi, Hakimeh 100% Co-Funding 5. Jul 2016-7. Jul 2016
Gonzalez, Jhonny 100% Co-Funding 5. Jul 2016-7. Jul 2016
Graf von Luckner, Nikolaus 100% Co-funding 22. Sep 2016-23. Sep 2016
Grith, Maria 100% Co-funding 9. Mar 2017-11. Mar 2017
Gruet, Pierre 100% Co-Funding 5. Jul 2016-7. Jul 2016
Gu, Lingqi 100% Co-funding 22. Sep 2016-23. Sep 2016
Gümüssoy, Koray 100% Co-funding 22. Sep 2016-23. Sep 2016
Gulisashvili, Archil 100% Co-funding 5. Jul 2016-7. Jul 2016
Habermacher, Thomas 100% Co-Funding 1. Jul 2016-7. Jul 2016
Hillebrand, Eric 100% Co-funding 9. Mar 2017-11. Mar 2017
Horvath, Akos 100% Co-funding 22. Sep 2016-23. Sep 2016
Hossain, Shahadat 100% Co-funding 22. Sep 2016-23. Sep 2016
Hosseinkouchack, Mehdi 100% Co-funding 9. Mar 2017-11. Mar 2017
Hounyo, Ulrich 100% Co-funding 9. Mar 2017-11. Mar 2017
Hubner, Stefan 100% Co-funding 9. Mar 2017-11. Mar 2017
Ibrahim, Noor Adilah 100% Co-Funding 5. Jul 2016-7. Jul 2016
Ito, Ryoko 100% Co-funding 9. Mar 2017-11. Mar 2017
Ivanov, Eugen 100% Co-funding 9. Mar 2017-11. Mar 2017
Kalnina, Ilze 100% Co-funding 9. Mar 2017-11. Mar 2017
Karlsen, Erik Hove 100% Co-Funding 5. Jul 2016-7. Jul 2016
Kazak, Ekaterina 100% Co-funding 9. Mar 2017-11. Mar 2017
Khrapov, Stanislav 100% Co-funding 9. Mar 2017-11. Mar 2017
Kim, Jihyun 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Kirilenko, Andrei 21. Sep 2016-24. Sep 2016
Klein, Irene 100% Co-funding 22. Sep 2016-23. Sep 2016
Kostrewski, Maciej 100% Co-Funding 5. Jul 2016-7. Jul 2016
Kreiss, Jens-Peter 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Kruhner, Paul LOCAL 5. Jul 2016-7. Jul 2016
Kusstatscher, Hannes 100% Co-funding 22. Sep 2016-23. Sep 2016
Laessig, Yves 100% Co-Funding 5. Jul 2016-7. Jul 2016
Lange, Nina 100% Co-Funding 5. Jul 2016-7. Jul 2016
Leal, Pablo Hernandez 100% Co-Funding 5. Jul 2016-7. Jul 2016
Leymarie, Jérémy 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Li, Jia 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Li, Yifan 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Liang, Chong 100% Co-funding 22. Sep 2016-23. Sep 2016
Lillo, Fabrizio 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Livieri, Giulia 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Lucas, Andre 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Lumsdaine, Robin 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Luna-Barrera, Debora Daniela Escobar LOCAL 5. Jul 2016-7. Jul 2016
Mancini, Cecilia 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Manganelli, Simone 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Marziali, Andrea 100% Co-Funding 5. Jul 2016-7. Jul 2016
Medeiros, Marcelo 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Merola, Fiorella 100% Co-Funding 5. Jul 2016-7. Jul 2016
Mirone, Giorgio 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Mora, Andres 100% Co-Funding 5. Jul 2016-7. Jul 2016
Musters, Kasia 100% Co-Funding 5. Jul 2016-7. Jul 2016
Nachbar, Ellena 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Neustroev, Grigory 100% Co-Funding 5. Jul 2016-7. Jul 2016
Nielsen, Bent 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Nielsen, Morten 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Nielsen, Heino Bohn 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Noé, Michael 100% Co-Funding 22. Sep 2016-23. Sep 2016
100 % Co-Funding 9. Mar 2017-11. Mar 2017
Nolte, Ingmar 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Okhrin, Yarema 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Palacios, Teresa Martinez 100% Co-Funding 5. Jul 2016-7. Jul 2016
Palczewski, Jan 100% Co-Funding 5. Jul 2016-7. Jul 2016
Park, Yangho 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Parzer, Markus 100% Co-funding 22. Sep 2016-23. Sep 2016
Pedersen, Rasmus 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Pelletier, Denis 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Peter, Franziska 100% Co-funding 22. Sep 2016-23. Sep 2016
Pflug, George LOCAL 4. Jul 2016-7. Jul 2016
Piccirilli, Marco 100% Co-Funding 5. Jul 2016-7. Jul 2016
Pierre, Erwan 100% Co-Funding 5. Jul 2016-7. Jul 2016
Podolskij, Mark 21. Sep 2016-24. Sep 2016
Post, Robert 100% Co-Funding 5. Jul 2016-7. Jul 2016
Quaedvlieg, Rogier 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Rashidi, Arezoo 100% Co-Funding 5. Jul 2016-7. Jul 2016
Rasonyi, Miklos 100% Co-funding 22. Sep 2016-23. Sep 2016
Reno, Roberto 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Reynolds, Julia 100% Co-funding 22. Sep 2016-23. Sep 2016
Rogers, Leonardo Chris 21. Sep 2016-24. Sep 2016
Ronn, Ehud 100% Co-funding 4. Jul 2016-8. Jul 2016
Sala, Carlo 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Schmider, Sebastian 100% Co-funding 22. Sep 2016-23. Sep 2016
Schmock, Uwe 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Schotman, Peter 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Schwenkler, Gustavo 100% Co-funding 9. Mar 2017-11. Mar 2017
Sgarra, Carlo 100% Co-Funding 5. Jul 2016-7. Jul 2016
Shardin, Anton 100% Co-Funding 5. Jul 2016-7. Jul 2016
Shokrollahi, Foad 100% Co-Funding 5. Jul 2016-7. Jul 2016
Simonsen, Iben Cathrine 100% Co-Funding 5. Jul 2016-7. Jul 2016
Simovic, Tomas 100% Co-Funding 5. Jul 2016-7. Jul 2016
Smahovsky, Andrej 100% Co-funding 5. Jul 2016-7. Jul 2016
Sögner, Leopold 100% Co-funding 9. Mar 2017-11. Mar 2017
Sönksen, Jantje 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Starovska, Maria 100% Co-funding 5. Jul 2016-7. Jul 2001
Stuermer, Karin 100% Co-funding 9. Mar 2017-11. Mar 2017
Sucarrat, Genaro 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Taborsky, David 100% Co-funding 22. Sep 2016-23. Sep 2016
Taylor, Stephen 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Thyrsgaard, Martin 100% Co-funding 22. Sep 2016-23. Sep 2016
Vacha, Lukas 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Valery, Manokhin 100% Co-funding 22. Sep 2016-23. Sep 2016
Vargiolu, Tiziano 100% Co-Funding 5. Jul 2016-7. Jul 2016
Varneskov, Rasmus 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Voigt, Stefan 100% Co-funding 22. Sep 2016-23. Sep 2016
Werker, Bas 9. Mar 2017-11. Mar 2017
Winkelmann, Lars 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Wunderlich, Ralf 100% Co-Funding 5. Jul 2016-7. Jul 2016
Xiu, Dacheng 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Yu, Haiyue 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Zaffaroni, Paolo 9. Mar 2017-11. Mar 2017
Zakoian, Jean-Michel 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Zeng, Ye 100 % Co-Funding 9. Mar 2017-11. Mar 2017
Ziel, Florian 100% Co-Funding 5. Jul 2016-7. Jul 2016
Zimmermann, David 100% Co-funding 22. Sep 2016-23. Sep 2016
© WPI 2001-2004. www.wpi.ac.at