skip to content
 

Participants (DQF)

Name Home Institution Visit Dates
Abbey Tan University of Manchester 10 March to 10 March
Alan Stacey [The Royal Bank of Scotland] 18 March to 18 March
Albert Shiryaev [Steklove Mathematical Institute] 29 January to 06 February
Ales Cerny  Imperial College London 27 February to 18 March
Alessandro Pavan    Northwestern University 22 May to 24 May
Alet Roux  University of Hull 17 March to 20 March, 24 April to 30 April, 04 July to 08 July
Alexander Cherny  Moscow State University 03 July to 22 July
Alexander Cox University of York 12 April to 09 May, 04 July to 08 July
Alexander Schied    [Institute of Mathematics] 06 March to 10 March
Alexandros Beskos [University of Lancaster] 04 July to 08 July
Alfred Galichon Harvard University 13 June to 17 June
Alvaro Cartea  University of London 04 July to 08 July
Amadeo Alentorn  University of Essex 10 March to 10 March
Amarendra Swarup Imperial College London 10 March to 10 March
Anca Dimitriu [Goldman Sachs International] 13 June to 17 June
Andras Fulop  University of Toronto 04 July to 08 July
Andrea Macrina    King's College London 11 April to 20 April, 03 July to 09 July
Andrew Cairns    Heriot-Watt University 24 January to 20 March
Andrew Lim    University of California 08 July to 22 July
Andreza Pimentel Barbosa  University of Reading 10 March to 10 March
Angelos Dassios  [LSE] 02 March to 03 March
Anke Wiese    Heriot-Watt University 11 April to 22 April
Anna Pavlova  Massachusetts Institute of Technology 14 March to 15 March
Anne-Laure Bronstein  [Kings College London] 11 April to 22 April, 01 June to 10 June
Anthony Ledford  Management Investments 10 March to 10 March
Anthony Neuberger  University of Warwick 14 February to 18 February
Antoine Savine [BNP Paribas] 18 March to 18 March
Arturo Kohatsu-Higa  [INRIA] 16 May to 20 May, 04 July to 08 July
Ashay Kadam  [Cass Business School, London] 04 July to 08 July
Aytac Ilhan  University of Oxford 21 February to 20 March, 23 May to 26 May, 27 June to 01 July, 04 July to 08 July
Beatrice Acciaio  [Universita Di Perugia] 23 April to 30 April
Bernard Lapeyre  [Ecole Nationale des Ponts et Chaussees] 17 May to 20 May
Bruno Bouchard  [Universite Paris VI - Tour 56] 16 May to 20 May
Bruno Dupire  [Bloomberg] 05 July to 08 July
Carol Alexander    [ISMA Centre] 13 May to 14 May, 13 June to 17 June, 04 July to 08 July
Cecilia Mancini    [Dipartim.di Matematica per le Decisioni] 31 January to 04 February, 04 July to 08 July
Chenggui Yuan  [University of Wales Swansea] 13 February to 19 February
Chien-Hui Liao University of Manchester 04 July to 08 July
Chris Hunter  [BNP Paribas] 18 March to 18 March
Chris Rogers  University of Cambridge 24 January to 22 July
Christian Hellwig  [UCLA] 22 May to 24 May
Christoph Reisinger  University of Oxford 01 November to 20 November
Christopher Potter  University of Oxford 21 April to 22 April
Christopher Stricker  Université de Franche-Comté 24 April to 30 April
Claudia Klüeppelberg  [Technische Universitt Munchen] 31 January to 04 February
Claudia Ribeiro  University of Warwick 14 February to 17 February
Claudio Albanese  Imperial College London 01 April to 15 May
Conall O'Sullivan  University College Dublin 04 July to 08 July
Constant Beckers  [Barclays Global Investors] 10 March to 10 March
Damien Challet  OCIAM 31 May to 31 May
Damien Lamberton [Universite Marne-la-Vallee] 05 April to 24 June
Daniel Hernandez-Hernandez  [CIMAT (Centro de Investigación en Matemáticas)] 05 March to 25 March, 09 May to 17 June
Daniel Jones    University of Oxford 06 June to 18 June
Dariusz Gatarek Numerix 13 May to 13 May
David Heath [Carnegie-Mellon University] 05 March to 12 March, 07 May to 31 May
David Hobson    University of Bath 09 December to 09 December, 24 January to 20 July
David Lando    Copenhagen Business School 03 July to 08 July
Des Higham  University of Strathclyde 09 May to 12 May
Dieter Sondermann  Universität Bonn 05 July to 08 July
Dilip Madan  University of Maryland 30 January to 05 February, 20 April to 24 April
Dirk Becherer  Imperial College London 24 January to 22 July
Dirk Tasche    Deutsche Bundesbank 07 March to 11 March
Dmitry Kramkov    [Carnegie-Mellon University] 25 April to 06 May, 25 June to 12 July
Dorje Brody  [Imperial College, London] 04 July to 08 July
Eckardt Dauck University of Essex 10 March to 10 March
Eckhard Platen University of Technology Sydney 23 May to 08 July
Ekaterina Voltchkova  [CMAP] 09 May to 13 May
Elena Medova    University of Cambridge 14 February to 14 March
Emese Lazar  [ISMA Centre, University of Reading] 12 June to 17 June, 04 July to 08 July
Emily Tanimura    [Centre d'analyse et Mathématiques sociale] 22 May to 27 May
Emmanuel Gobet  École Polytechnique 16 May to 20 May, 04 July to 08 July
Emmeline Storey  Imperial College London 10 March to 10 March
Ernst Eberlein    [University of Freiburg] 20 February to 11 March, 02 February to 05 February
Frank Oertel  Heriot-Watt University 20 February to 25 February, 01 May to 07 May, 19 June to 08 July
Fred Benth    University of Oslo 03 July to 09 July
Friedrich Hubalek  [University of Aarhus] 31 January to 04 February
George-Marios Angeletos    [MIT] 23 May to 26 May
Ghassan Dibeh  Lebanese American University 26 January to 23 March
Gilles Pages    [Universite Paris 6] 16 May to 21 May
Giulia Iori  City University, London 04 July to 08 July
Goran Peskir  [University of Aarhus] 30 May to 10 June
Graeme Chalmers  University of Strathclyde 08 May to 13 May
Guido Lorenzoni    [MIT] 23 May to 24 May
Hans Föllmer  [Humboldt Univ. zu Berlin] 13 March to 24 March, 25 April to 29 April
Harjoat Bhamra    [The University of British Columbia] 13 March to 15 March
Harry Zheng  [Imperial College] 20 June to 01 July
Helyette Geman  [Université Paris Dauphine] 03 July to 07 July
Henrik Rasmussen University of Oxford 13 May to 14 May
Hok Gwan Go University of Cambridge 04 July to 08 July
Huyen Pham  [Universite Paris VII] 16 May to 20 May
Hyejin Yang École Polytechnique 16 April to 23 May
Irina Slinko [Stockholm School of Economics] 09 February to 16 February, 28 February to 05 March
Jaksa Cvitanic  [USC] 16 May to 19 May
Jan Kallsen  Munich University of Technology 31 January to 04 February
Jan Obloj [Universite Paris 6] 04 July to 08 July
Jan Rosinski    [The University of Tennessee] 30 January to 05 February
Jan Vecer  Columbia University 30 May to 03 June, 04 July to 08 July
Jean Jacod  [Universite Paris VI] 30 January to 04 February
Jean-pierre Fouque  North Carolina State University 20 February to 27 February
Jeanette Woerner  [Universitaet Goettingen] 31 January to 04 February
Jianfeng Zhang  [USC Department of Mathematics] 16 May to 20 May
Jieping Zhang  University of Cambridge 04 July to 08 July
Jim Gatheral  [NY University] 26 May to 27 May
Jochen Backhaus  [Universitaet Leipzig] 04 July to 08 July
Johan Tysk    Uppsala Universitet 06 February to 12 February
Johannes Leitner  Vienna University of Technology 03 July to 08 July
John Lehoczky  Carnegie Mellon University 04 July to 08 July
John William Heap  University of Manchester 04 July to 08 July
John-Joe Hosking  [Imperial College] 09 May to 13 May
Jonathan Evans  University of Bath 01 July to 01 July, 12 July to 15 July
Jordan Stoyanov  [University of Newcastle] 31 January to 04 February
Jose Alexandre Scheinkman    Princeton University 22 May to 27 May, 12 June to 20 June
Kamil Kulesza  Polish Academy of Sciences 11 April to 22 April, 04 July to 08 July
Kay Giesecke    Cornell University 22 February to 27 February
Kristoffer Glover  University of Manchester 04 July to 08 July
Lan Zhang  [Carnegie-Mellon University] 13 July to 22 July
Lane Hughston  King's College London 11 April to 10 July
Larissa Tischenko University of Cambridge 04 July to 08 July
Lars Hansen  University of Chicago 12 June to 21 June
Limin Wang [LSE] 07 March to 16 March
Luciano Campi    Vienna University of Technology 31 March to 01 May
Lucien Paul Foldes  London School of Economics 25 April to 29 April
Ludger Overbeck  [University of Giessen] 21 February to 26 February
Ludmila Dimtcheva  Imperial College London 10 March to 10 March, 04 July to 08 July
Luitgard Veraart University of Cambridge 04 July to 08 July
Marcel Rindisbacher  University of Toronto 15 May to 20 May
Marco Frittelli  Università di Firenze 18 April to 17 June
Marek Rutkowski    Politechnika Warszawska 19 June to 02 July
Maria Siopacha  Vienna University of Technology 04 July to 08 July
Mark Broadie    Columbia University 08 May to 13 May
Mark Davis    Imperial College London 24 January to 29 April, 03 July to 09 July
Mark Joshi RBS Group Risk Management 18 March to 18 March
Mark Owen    [Herio-Watt University] 01 May to 07 May, 19 June to 26 June, 04 July to 08 July
Mark Shackleton    [University of Lancaster] 04 July to 08 July
Martijn Pistorius    King's College London 11 April to 22 April, 04 July to 08 July
Martin Hillebrand  Technische Universität München 28 February to 04 March, 04 July to 08 July
Martin Schneider  New York University 13 March to 16 March
Martin Schweizer    [ETH-Zentrum] 10 April to 07 May
Masaaki Kijima  Kyoto University 25 March to 16 April
Matheus Grasselli    McMaster University 09 May to 17 June
Michael Dempster  University of Cambridge 11 April to 29 April
Michael Giles    [Oxford University] 09 May to 13 May
Michael Hanke  [University of Innsbruck] 04 July to 08 July
Michael Monoyios    Brunel University 24 January to 14 July
Michael Sorensen    Universitetsparken 5 30 January to 04 February
Michael Tretyakov    University of Leicester 09 May to 13 May
Mihail Zervos  King's College London 11 April to 22 July
Mike Bennett  University of Warwick 17 March to 19 March
Mike Tehranchi  University of Texas at Austin 29 May to 11 June
Mike Walker  University of Toronto 20 February to 05 March
Miklos Rasonyi  [Hungarian Academy of Sciences] 18 April to 29 April
Monika Popp  [University of Leipzig] 04 July to 08 July
Monique Jeanblanc    [Universite d'Evry Val d'Essonne] 19 June to 02 July
Myriam Cisneros-Molina  University of Oxford 21 February to 25 February, 07 March to 11 March
Naoufel El Bachir  University of Reading 04 July to 08 July
Nataliya Koval [University of Freiburg] 04 July to 08 July
Nicholas Sharp  University of Manchester 04 July to 08 July
Nick Webber  University of Warwick 06 February to 19 February, 02 May to 11 May
Nicole Branger    [Goethe University] 04 July to 08 July
Nicole El Karoui    École Polytechnique 25 April to 29 April
Nitin Saksena  Princeton University 04 July to 08 July
Nizar Touzi    [CREST] 24 April to 29 April, 16 May to 20 May
Nour Meddahi Université de Montréal 13 June to 18 June
Olaf Menkens  University of Essex 10 March to 10 March, 11 April to 22 April, 04 July to 08 July
Ole Barndorff-Nielsen  [University of Aarhus] 30 January to 04 February
Omer Suleman [Oxford University] 10 March to 10 March
Patrick O'Callaghan  University of Warwick 10 March to 10 March
Paul Embrechts  [ETH-Zentrum] 09 March to 12 March
Paul Glasserman  Columbia University 08 May to 11 May
Paul Johnson  University of Manchester 04 July to 08 July
Pauline Barrieu  [LSE] 08 March to 10 March, 25 April to 29 April, 04 July to 08 July
Pauline Sculli  London School of Economics 25 February to 04 March
Pavel Grigoriev Vienna University of Technology 04 July to 08 July
Per Mykland  University of Chicago 13 July to 22 July
Peter Bank    Columbia University 16 June to 09 July
Peter Brockwell    Colorado State University 29 January to 04 February
Peter Friz  University of Cambridge 24 January to 22 July
Peter Laurence    [Universita di Roma] 27 February to 02 March
Peter Paul Carr  [Bloomberg] 21 April to 25 April
Peter Tankov  Université Paris 7 - Denis-Diderot 08 May to 14 May
Philip Dybvig  [Washington University, St Louis] 31 March to 22 April
Philipp Schonbucher    ETH Zürich 20 February to 26 February
Philippe Artzner  Université Louis Pasteur 18 February to 18 March
Ragnar Norberg  London School of Economics 08 May to 14 May
Rama Cont    [CMAP - Ecole Polytechnique] 30 January to 03 February, 10 April to 27 May
Raman Uppal  London Business School 10 March to 18 March
Ranjiva Munasinghe University of Warwick 04 July to 08 July
Raquel Gaspar  [Stockholm School of Economics] 24 January to 25 March, 02 July to 09 July
Raymond Brummelhuis  [Brikbeck College] 22 April to 22 July
Rene Carmona    Princeton University 21 February to 26 February, 16 May to 22 May
Rob Smith University of Cambridge 04 July to 08 July
Rodney Wolff    Queensland University of Technology 24 January to 18 February
Rogemar Mamon    Brunel University 27 February to 04 March, 19 June to 01 July, 03 July to 09 July
Roger Lee    University of Chicago 09 May to 21 May
Rolf Klaas  [University of Giessen] 26 February to 06 March
Romuald Elie    [CREST] 16 May to 20 May
Ronnie Sircar    Princeton University 13 March to 18 March, 26 June to 07 July
Rudiger Frey  Universität Leipzig 03 July to 05 July
Ruediger Kiesel [University of Ulm] 24 February to 01 March
Saul Jacka    University of Warwick 31 May to 01 June
Sergei Fedotov    University of Manchester 07 February to 11 February, 21 March to 01 April, 04 July to 08 July
Seung Yang University of Cambridge 04 July to 08 July
Shuenn-Jyi Sheu  [Academia Sinica, Taiwan] 27 June to 10 July
Sichong Chen  University of Manchester 10 March to 10 March
Sonja Huber [Leopold-Franzens University of Innsbruck] 04 July to 08 July
Soren Asmussen  [Aarhus University] 30 January to 04 February
Sotirios Sabanis  University of Edinburgh 13 May to 14 May, 04 July to 08 July
Sovan Mitra  Brunel University 10 March to 10 March
Stan Pliska    University of Illinois at Chicago 02 May to 12 July
Stathis Tompaidis  [McCombs School of Business] 10 May to 20 May
Stefan Weber  [Humboldt Universitat zu Berlin] 21 February to 26 February
Stefanie Kammer [University of Giessen] 26 February to 06 March
Stefano Galluccio  [BNP Paribas] 13 May to 14 May
Stephane Crepey  [Université d'Evry] 26 June to 02 July
Stephanos Panayides University of Manchester 10 March to 10 March
Stephen Alan Ross  Massachusetts Institute of Technology 06 July to 08 July
Stephen Morris Yale University 22 May to 26 May
Stephen Taylor  [University of Lancaster] 03 July to 09 July
Steven Kou    Columbia University 12 April to 08 July
Steven Shreve    [Carnegie-Mellon University] 22 May to 09 July
Stewart Hodges  University of Warwick 28 February to 18 March, 04 April to 22 April
Suleyman Basak    [London Business School & CEPR] 14 March to 15 March
Tarun Ramadorai    Said Business School 13 March to 15 March
Terje Lystad  [Norwegian School of Economics & Business Admin] 04 July to 08 July
Thaisiri Watewai  University of California 04 July to 08 July, 10 July to 22 July
Thaleia Zariphopoulou  University of Texas at Austin 21 February to 27 February
Thomas Hurd    McMaster University 23 April to 03 June, 04 July to 08 July
Thorsten Rheinlander [LSE] 21 March to 25 March, 06 June to 10 June
Thorsten Schmidt  [University of Leipzig] 20 February to 11 March
Tim Johnson  King's College London 09 May to 13 May, 11 July to 15 July, 18 July to 22 July
Tino Kluge  University of Oxford 20 March to 25 March, 22 April to 22 April, 05 May to 14 May, 04 July to 08 July
Tomas Bjork    [Stockholm School of Economics] 24 January to 28 January, 07 March to 18 March
Tomasz Bielecki  Illinois Institute of Technology 26 June to 02 July
Ulrich Horst [The University of British Columbia] 04 July to 08 July
Ulrike Polte  [University of Leipzig] 04 July to 08 July
Umut Cetin    London School of Economics 25 February to 25 February, 20 March to 25 March
Uwe Wystup    [HfB] 03 July to 05 July
Vicky Henderson  Princeton University 24 January to 22 July
Vlad Bally  [Universite de Maine] 16 May to 21 May
W Tian  University of Waterloo 12 July to 22 July
Walter Schachermayer  Vienna University of Technology 24 April to 30 April
Wei Xia  [Birkbeck College] 10 March to 10 March
Wei-han Liu National Defense Management College 04 July to 08 July
William Fung  London Business School 10 March to 10 March
Wim Schoutens    [UCS] 21 February to 25 February
Wolfgang Kluge  [University of Freiburg] 04 July to 08 July
Xiaochen Sun  Brunel University 10 March to 10 March
Xiaohong Chen  New York University 12 June to 20 June
Xin Guo  Cornell University 19 June to 08 July
Xuerong Mao    University of Strathclyde 13 February to 19 February, 09 May to 13 May, 10 July to 17 July
Xun Yu Zhou    [The Chinese University of Hong Kong] 04 July to 08 July
Yacine Ait-Sahalia    Princeton University 07 July to 08 July
Yee Sook Yong University of Cambridge 04 July to 08 July
Yihong Xia  [The University of Pennsylvania] 13 March to 19 March
Yukun Shen Imperial College London 03 May to 14 May
Yuri Kabanov Université de Franche-Comté 24 January to 29 April
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons