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Participants (DQF)

Name Home Institution Visit Dates
Beatrice Acciaio  [contact person by email] [Universita Di Perugia] 23 April to 30 April
Yacine Ait-Sahalia  [contact person by email]  Princeton University 7 July to 8 July
Claudio Albanese  Imperial College London 1 April to 15 May
Amadeo Alentorn  University of Essex 10 March
Carol Alexander  [contact person by email]  [ISMA Centre] 13 May to 14 May;
13 June to 17 June;
4 July to 8 July
George-Marios Angeletos  [contact person by email]  [MIT] 23 May to 26 May
Philippe Artzner  [contact person by email] Université Louis Pasteur 18 February to 18 March
Soren Asmussen  [contact person by email] [Aarhus University] 30 January to 4 February
Jochen Backhaus  [contact person by email] [Universitaet Leipzig] 4 July to 8 July
Vlad Bally  [contact person by email] [Universite de Maine] 16 May to 21 May
Peter Bank  [contact person by email]  Columbia University 16 June to 9 July
Andreza Pimentel Barbosa  [contact person by email] University of Reading 10 March
Ole Barndorff-Nielsen  [contact person by email] [University of Aarhus] 30 January to 4 February
Pauline Barrieu  [contact person by email] [LSE] 8 March to 10 March;
25 April to 29 April;
4 July to 8 July
Suleyman Basak  [contact person by email]  [London Business School & CEPR] 14 March to 15 March
Dirk Becherer  Imperial College London 24 January to 22 July
Constant Beckers  [contact person by email] [Barclays Global Investors] 10 March
Mike Bennett  [contact person by email] University of Warwick 17 March to 19 March
Fred Benth  [contact person by email]  University of Oslo 3 July to 9 July
Alexandros Beskos [University of Lancaster] 4 July to 8 July
Harjoat Bhamra  [contact person by email]  [The University of British Columbia] 13 March to 15 March
Tomasz Bielecki  [contact person by email] Illinois Institute of Technology 26 June to 2 July
Tomas Bjork  [contact person by email]  [Stockholm School of Economics] 24 January to 28 January;
7 March to 18 March
Bruno Bouchard  [contact person by email] [Universite Paris VI - Tour 56] 16 May to 20 May
Nicole Branger  [contact person by email]  [Goethe University] 4 July to 8 July
Mark Broadie  [contact person by email]  Columbia University 8 May to 13 May
Peter Brockwell  [contact person by email]  Colorado State University 29 January to 4 February
Dorje Brody  [contact person by email] [Imperial College, London] 4 July to 8 July
Anne-Laure Bronstein  [contact person by email] [Kings College London] 11 April to 22 April;
1 June to 10 June
Raymond Brummelhuis  [contact person by email] [Brikbeck College] 22 April to 22 July
Andrew Cairns  [contact person by email]  Heriot-Watt University 24 January to 20 March
Luciano Campi  [contact person by email]  Vienna University of Technology 31 March to 1 May
Rene Carmona  [contact person by email]  Princeton University 21 February to 26 February;
16 May to 22 May
Peter Paul Carr  [Bloomberg] 21 April to 25 April
Alvaro Cartea  [contact person by email] University of London 4 July to 8 July
Ales Cerny  Imperial College London 27 February to 18 March
Umut Cetin  [contact person by email]  London School of Economics 25 February;
20 March to 25 March
Damien Challet  [contact person by email] OCIAM 31 May
Graeme Chalmers  [contact person by email] University of Strathclyde 8 May to 13 May
Sichong Chen  [contact person by email] University of Manchester 10 March
Xiaohong Chen  [contact person by email] New York University 12 June to 20 June
Alexander Cherny  Moscow State University 3 July to 22 July
Myriam Cisneros-Molina  [contact person by email] University of Oxford 21 February to 25 February;
7 March to 11 March
Rama Cont  [contact person by email]  [CMAP - Ecole Polytechnique] 30 January to 3 February;
10 April to 27 May
Alexander Cox University of York 12 April to 9 May;
4 July to 8 July
Stephane Crepey  [contact person by email] [Université d'Evry] 26 June to 2 July
Jaksa Cvitanic  [contact person by email] [USC] 16 May to 19 May
Angelos Dassios  [contact person by email] [LSE] 2 March to 3 March
Eckardt Dauck University of Essex 10 March
Mark Davis  [contact person by email]  Imperial College London 24 January to 29 April;
3 July to 9 July
Michael Dempster  [contact person by email] University of Cambridge 11 April to 29 April
Ghassan Dibeh  [contact person by email] Lebanese American University 26 January to 23 March
Anca Dimitriu [Goldman Sachs International] 13 June to 17 June
Ludmila Dimtcheva  [contact person by email] Imperial College London 10 March;
4 July to 8 July
Bruno Dupire  [contact person by email] [Bloomberg] 5 July to 8 July
Philip Dybvig  [Washington University, St Louis] 31 March to 22 April
Ernst Eberlein  [contact person by email]  [University of Freiburg] 2 February to 5 February;
20 February to 11 March
Naoufel El Bachir  [contact person by email] University of Reading 4 July to 8 July
Nicole El Karoui  [contact person by email]  École Polytechnique 25 April to 29 April
Romuald Elie  [contact person by email]  [CREST] 16 May to 20 May
Paul Embrechts  [contact person by email] [ETH-Zentrum] 9 March to 12 March
Jonathan Evans  [contact person by email] University of Bath 1 July;
12 July to 15 July
Sergei Fedotov  [contact person by email]  University of Manchester 7 February to 11 February;
21 March to 1 April;
4 July to 8 July
Lucien Paul Foldes  [contact person by email] London School of Economics 25 April to 29 April
Hans Föllmer  [contact person by email] [Humboldt Univ. zu Berlin] 13 March to 24 March;
25 April to 29 April
Jean-pierre Fouque  North Carolina State University 20 February to 27 February
Rudiger Frey  [contact person by email] Universität Leipzig 3 July to 5 July
Marco Frittelli  Università di Firenze 18 April to 17 June
Peter Friz  [contact person by email] University of Cambridge 24 January to 22 July
Andras Fulop  [contact person by email] University of Toronto 4 July to 8 July
William Fung  [contact person by email] London Business School 10 March
Alfred Galichon Harvard University 13 June to 17 June
Stefano Galluccio  [contact person by email] [BNP Paribas] 13 May to 14 May
Raquel Gaspar  [contact person by email] [Stockholm School of Economics] 24 January to 25 March;
2 July to 9 July
Dariusz Gatarek Numerix 13 May
Jim Gatheral  [contact person by email] [NY University] 26 May to 27 May
Helyette Geman  [contact person by email] [Université Paris Dauphine] 3 July to 7 July
Kay Giesecke  [contact person by email]  Cornell University 22 February to 27 February
Michael Giles  [contact person by email]  [Oxford University] 9 May to 13 May
Paul Glasserman  [contact person by email] Columbia University 8 May to 11 May
Kristoffer Glover  [contact person by email] University of Manchester 4 July to 8 July
Hok Gwan Go University of Cambridge 4 July to 8 July
Emmanuel Gobet  École Polytechnique 16 May to 20 May;
4 July to 8 July
Matheus Grasselli  [contact person by email]  McMaster University 9 May to 17 June
Pavel Grigoriev Vienna University of Technology 4 July to 8 July
Xin Guo  Cornell University 19 June to 8 July
Michael Hanke  [contact person by email] [University of Innsbruck] 4 July to 8 July
Lars Hansen  [contact person by email] University of Chicago 12 June to 21 June
John William Heap  [contact person by email] University of Manchester 4 July to 8 July
David Heath [Carnegie-Mellon University] 5 March to 12 March;
7 May to 31 May
Christian Hellwig  [contact person by email] [UCLA] 22 May to 24 May
Vicky Henderson  Princeton University 24 January to 22 July
Daniel Hernandez-Hernandez  [contact person by email] [CIMAT (Centro de Investigación en Matemáticas)] 5 March to 25 March;
9 May to 17 June
Des Higham  [contact person by email] University of Strathclyde 9 May to 12 May
Martin Hillebrand  Technische Universität München 28 February to 4 March;
4 July to 8 July
David Hobson  [contact person by email]  University of Bath 9 December;
24 January to 20 July
Stewart Hodges  [contact person by email] University of Warwick 28 February to 18 March;
4 April to 22 April
Ulrich Horst [The University of British Columbia] 4 July to 8 July
John-Joe Hosking  [contact person by email] [Imperial College] 9 May to 13 May
Friedrich Hubalek  [contact person by email] [University of Aarhus] 31 January to 4 February
Sonja Huber [Leopold-Franzens University of Innsbruck] 4 July to 8 July
Lane Hughston  [contact person by email] King's College London 11 April to 10 July
Chris Hunter  [contact person by email] [BNP Paribas] 18 March
Thomas Hurd  [contact person by email]  McMaster University 23 April to 3 June;
4 July to 8 July
Aytac Ilhan  University of Oxford 21 February to 20 March;
23 May to 26 May;
27 June to 1 July;
4 July to 8 July
Giulia Iori  [contact person by email] City University, London 4 July to 8 July
Saul Jacka  [contact person by email]  University of Warwick 31 May to 1 June
Jean Jacod  [contact person by email] [Universite Paris VI] 30 January to 4 February
Monique Jeanblanc  [contact person by email]  [Universite d'Evry Val d'Essonne] 19 June to 2 July
Paul Johnson  [contact person by email] University of Manchester 4 July to 8 July
Tim Johnson  King's College London 9 May to 13 May;
11 July to 15 July;
18 July to 22 July
Daniel Jones  [contact person by email]  University of Oxford 6 June to 18 June
Mark Joshi RBS Group Risk Management 18 March
Yuri Kabanov Université de Franche-Comté 24 January to 29 April
Ashay Kadam  [contact person by email] [Cass Business School, London] 4 July to 8 July
Jan Kallsen  Munich University of Technology 31 January to 4 February
Stefanie Kammer [University of Giessen] 26 February to 6 March
Ruediger Kiesel [University of Ulm] 24 February to 1 March
Masaaki Kijima  Kyoto University 25 March to 16 April
Rolf Klaas  [contact person by email] [University of Giessen] 26 February to 6 March
Claudia Klüeppelberg  [Technische Universitt Munchen] 31 January to 4 February
Tino Kluge  University of Oxford 20 March to 25 March;
22 April;
5 May to 14 May;
4 July to 8 July
Wolfgang Kluge  [contact person by email] [University of Freiburg] 4 July to 8 July
Arturo Kohatsu-Higa  [contact person by email] [INRIA] 4 July to 8 July;
16 May to 20 May
Steven Kou  [contact person by email]  Columbia University 12 April to 8 July
Nataliya Koval [University of Freiburg] 4 July to 8 July
Dmitry Kramkov  [contact person by email]  [Carnegie-Mellon University] 25 April to 6 May;
25 June to 12 July
Kamil Kulesza  [contact person by email] Polish Academy of Sciences 11 April to 22 April;
4 July to 8 July
Damien Lamberton [Universite Marne-la-Vallee] 5 April to 24 June
David Lando  [contact person by email]  Copenhagen Business School 3 July to 8 July
Bernard Lapeyre  [contact person by email] [Ecole Nationale des Ponts et Chaussees] 17 May to 20 May
Peter Laurence  [contact person by email]  [Universita di Roma] 27 February to 2 March
Emese Lazar  [contact person by email] [ISMA Centre, University of Reading] 12 June to 17 June;
4 July to 8 July
Anthony Ledford  [contact person by email] Management Investments 10 March
Roger Lee  [contact person by email]  University of Chicago 9 May to 21 May
John Lehoczky  [contact person by email] Carnegie Mellon University 4 July to 8 July
Johannes Leitner  [contact person by email] Vienna University of Technology 3 July to 8 July
Chien-Hui Liao University of Manchester 4 July to 8 July
Andrew Lim  [contact person by email]  University of California 8 July to 22 July
Wei-han Liu National Defense Management College 4 July to 8 July
Guido Lorenzoni  [contact person by email]  [MIT] 23 May to 24 May
Terje Lystad  [contact person by email] [Norwegian School of Economics & Business Admin] 4 July to 8 July
Andrea Macrina  [contact person by email]  King's College London 11 April to 20 April;
3 July to 9 July
Dilip Madan  [contact person by email] University of Maryland 30 January to 5 February;
20 April to 24 April
Rogemar Mamon  [contact person by email]  Brunel University 27 February to 4 March;
19 June to 1 July;
3 July to 9 July
Cecilia Mancini  [contact person by email]  [Dipartim.di Matematica per le Decisioni] 31 January to 4 February;
4 July to 8 July
Xuerong Mao  [contact person by email]  University of Strathclyde 9 May to 13 May;
10 July to 17 July;
13 February to 19 February
Nour Meddahi Université de Montréal 13 June to 18 June
Elena Medova  [contact person by email]  University of Cambridge 14 February to 14 March
Olaf Menkens  University of Essex 10 March;
11 April to 22 April;
4 July to 8 July
Sovan Mitra  [contact person by email] Brunel University 10 March
Michael Monoyios  [contact person by email]  Brunel University 24 January to 14 July
Stephen Morris Yale University 22 May to 26 May
Ranjiva Munasinghe University of Warwick 4 July to 8 July
Per Mykland  [contact person by email] University of Chicago 13 July to 22 July
Anthony Neuberger  [contact person by email] University of Warwick 14 February to 18 February;
3 July to 9 July
Ragnar Norberg  [contact person by email] London School of Economics 8 May to 14 May
Patrick O'Callaghan  [contact person by email] University of Warwick 10 March
Conall O'Sullivan  [contact person by email] University College Dublin 4 July to 8 July
Jan Obloj [Universite Paris 6] 4 July to 8 July
Frank Oertel  Heriot-Watt University 20 February to 25 February;
1 May to 7 May;
19 June to 8 July
Ludger Overbeck  [contact person by email] [University of Giessen] 21 February to 26 February
Mark Owen  [contact person by email]  [Herio-Watt University] 1 May to 7 May;
19 June to 26 June;
4 July to 8 July
Gilles Pages  [contact person by email]  [Universite Paris 6] 16 May to 21 May
Stephanos Panayides University of Manchester 10 March
Alessandro Pavan  [contact person by email]  Northwestern University 22 May to 24 May
Anna Pavlova  [contact person by email] Massachusetts Institute of Technology 14 March to 15 March
Goran Peskir  [contact person by email] [University of Aarhus] 30 May to 10 June
Huyen Pham  [contact person by email] [Universite Paris VII] 16 May to 20 May
Martijn Pistorius  [contact person by email]  King's College London 4 July to 8 July;
11 April to 22 April
Eckhard Platen University of Technology Sydney 23 May to 8 July
Stan Pliska  [contact person by email]  University of Illinois at Chicago 2 May to 12 July
Ulrike Polte  [contact person by email] [University of Leipzig] 4 July to 8 July
Monika Popp  [contact person by email] [University of Leipzig] 4 July to 8 July
Christopher Potter  University of Oxford 21 April to 22 April
Tarun Ramadorai  [contact person by email]  Said Business School 13 March to 15 March
Henrik Rasmussen University of Oxford 13 May to 14 May
Miklos Rasonyi  [contact person by email] [Hungarian Academy of Sciences] 18 April to 29 April
Christoph Reisinger  [contact person by email] University of Oxford 1 November to 20 November
Thorsten Rheinlander [LSE] 21 March to 25 March;
6 June to 10 June
Claudia Ribeiro  [contact person by email] University of Warwick 14 February to 17 February
Marcel Rindisbacher  [contact person by email] University of Toronto 15 May to 20 May
Chris Rogers  [contact person by email] University of Cambridge 24 January to 22 July
Jan Rosinski  [contact person by email]  [The University of Tennessee] 30 January to 5 February
Stephen Alan Ross  [contact person by email] Massachusetts Institute of Technology 6 July to 8 July
Alet Roux  University of Hull 17 March to 20 March;
24 April to 30 April;
4 July to 8 July
Marek Rutkowski  [contact person by email]  Politechnika Warszawska 19 June to 2 July
Sotirios Sabanis  [contact person by email] University of Edinburgh 13 May to 14 May;
4 July to 8 July
Nitin Saksena  [contact person by email] Princeton University 4 July to 8 July
Antoine Savine [BNP Paribas] 18 March
Walter Schachermayer  [contact person by email] Vienna University of Technology 24 April to 30 April
Jose Alexandre Scheinkman  [contact person by email]  Princeton University 12 June to 20 June;
22 May to 27 May
Alexander Schied  [contact person by email]  [Institute of Mathematics] 6 March to 10 March
Thorsten Schmidt  [contact person by email] [University of Leipzig] 20 February to 11 March
Martin Schneider  [contact person by email] New York University 13 March to 16 March
Philipp Schonbucher  [contact person by email]  ETH Zürich 20 February to 26 February
Wim Schoutens  [contact person by email]  [UCS] 21 February to 25 February
Martin Schweizer  [contact person by email]  [ETH-Zentrum] 10 April to 7 May
Pauline Sculli  [contact person by email] London School of Economics 25 February to 4 March
Mark Shackleton  [contact person by email]  [University of Lancaster] 4 July to 8 July
Nicholas Sharp  [contact person by email] University of Manchester 4 July to 8 July
Yukun Shen Imperial College London 3 May to 14 May
Shuenn-Jyi Sheu  [contact person by email] [Academia Sinica, Taiwan] 27 June to 10 July
Albert Shiryaev [Steklove Mathematical Institute] 29 January to 6 February
Steven Shreve  [contact person by email]  [Carnegie-Mellon University] 22 May to 9 July
Maria Siopacha  [contact person by email] Vienna University of Technology 4 July to 8 July
Ronnie Sircar  [contact person by email]  Princeton University 13 March to 18 March;
26 June to 7 July
Irina Slinko [Stockholm School of Economics] 9 February to 16 February;
28 February to 5 March
Rob Smith University of Cambridge 4 July to 8 July
Dieter Sondermann  [contact person by email] Universität Bonn 5 July to 8 July
Michael Sorensen  [contact person by email]  Universitetsparken 5 30 January to 4 February
Alan Stacey [The Royal Bank of Scotland] 18 March
Emmeline Storey  [contact person by email] Imperial College London 10 March
Jordan Stoyanov  [contact person by email] [University of Newcastle] 31 January to 4 February
Christopher Stricker  [contact person by email] Université de Franche-Comté 24 April to 30 April
Omer Suleman [Oxford University] 10 March
Xiaochen Sun  [contact person by email] Brunel University 10 March
Amarendra Swarup Imperial College London 10 March
Abbey Tan University of Manchester 10 March
Emily Tanimura  [contact person by email]  [Centre d'analyse et Mathématiques sociale] 22 May to 27 May
Peter Tankov  [contact person by email] Université Paris 7 - Denis-Diderot 8 May to 14 May
Dirk Tasche  [contact person by email]  Deutsche Bundesbank 7 March to 11 March
Stephen Taylor  [contact person by email] [University of Lancaster] 3 July to 9 July
Mike Tehranchi  [contact person by email] University of Texas at Austin 29 May to 11 June
W Tian  [contact person by email] University of Waterloo 12 July to 22 July
Larissa Tischenko University of Cambridge 4 July to 8 July
Stathis Tompaidis  [contact person by email] [McCombs School of Business] 10 May to 20 May
Nizar Touzi  [contact person by email]  [CREST] 24 April to 29 April;
16 May to 20 May
Michael Tretyakov  [contact person by email]  University of Leicester 9 May to 13 May
Johan Tysk  [contact person by email]  Uppsala Universitet 6 February to 12 February
Raman Uppal  [contact person by email] London Business School 10 March to 18 March
Jan Vecer  [contact person by email] Columbia University 30 May to 3 June;
4 July to 8 July
Luitgard Veraart University of Cambridge 4 July to 8 July
Ekaterina Voltchkova  [contact person by email] [CMAP] 9 May to 13 May
Mike Walker  [contact person by email] University of Toronto 20 February to 5 March
Limin Wang [LSE] 7 March to 16 March
Thaisiri Watewai  [contact person by email] University of California 4 July to 8 July;
10 July to 22 July
Nick Webber  [contact person by email] University of Warwick 6 February to 19 February;
2 May to 11 May
Stefan Weber  [contact person by email] [Humboldt Universitat zu Berlin] 21 February to 26 February
Anke Wiese  [contact person by email]  Heriot-Watt University 11 April to 22 April
Jeanette Woerner  [contact person by email] [Universitaet Goettingen] 31 January to 4 February
Rodney Wolff  [contact person by email]  Queensland University of Technology 24 January to 18 February
Uwe Wystup  [contact person by email]  [HfB] 3 July to 5 July
Wei Xia  [contact person by email] [Birkbeck College] 10 March
Yihong Xia  [The University of Pennsylvania] 13 March to 19 March
Hyejin Yang École Polytechnique 16 April to 23 May
Seung Yang University of Cambridge 4 July to 8 July
Yee Sook Yong University of Cambridge 4 July to 8 July
Chenggui Yuan  [contact person by email] [University of Wales Swansea] 13 February to 19 February
Thaleia Zariphopoulou  [contact person by email] University of Texas at Austin 21 February to 27 February
Mihail Zervos  King's College London 11 April to 22 July
Jianfeng Zhang  [contact person by email] [USC Department of Mathematics] 16 May to 20 May
Jieping Zhang  [contact person by email] University of Cambridge 4 July to 8 July
Lan Zhang  [contact person by email] [Carnegie-Mellon University] 13 July to 22 July
Harry Zheng  [contact person by email] [Imperial College] 20 June to 1 July
Xun Yu Zhou  [contact person by email]  [The Chinese University of Hong Kong] 4 July to 8 July
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons