Seminars

Participants

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Isaac Newton Institute for Mathematical Sciences

Developments in Quantitative Finance

24 Jan-22 Jul

List of short stay invited participants

Name Institution visit dates Conf
Ait-Sahalia, Y (Homepage) Princeton University 7 Jul - 8 Jul D
Alexander, C (Homepage) ISMA Centre 13 May - 14 May D
13 Jun - 17 Jun D
4 Jul - 8 Jul D
Alentorn, A University of Essex 10 Mar - 10 Mar D
Angeletos, GM (Homepage) MIT 23 May - 26 May D
Asmussen, S Aarhus University 30 Jan - 4 Feb D
Bally, V Universite de Maine 16 May - 21 May D
Barndorff-Nielsen, OE University of Aarhus 30 Jan - 4 Feb D
Barrieu, P LSE 8 Mar - 10 Mar D
25 Apr - 29 Apr D
4 Jul - 8 Jul D
Barbosa, AP University of Reading 10 Mar - 10 Mar D
Basak, S (Homepage) London Business School & CEPR 14 Mar - 15 Mar D
Beckers, C Barclays Global Investors 10 Mar - 10 Mar D
Bennett, M University of Warwick 17 Mar - 19 Mar D
Bhamra, HS (Homepage) The University of British Columbia 13 Mar - 15 Mar D
Bielecki, TR Illinois Institute of Technology 26 Jun - 2 Jul D
Bjork, T (Homepage) Stockholm School of Economics 24 Jan - 28 Jan D
7 Mar - 18 Mar D
Bouchard, B Universite Paris VI - Tour 56 16 May - 20 May D
Brockwell, P (Homepage) Colorado State University 29 Jan - 4 Feb D
Broadie, M (Homepage) Columbia University 8 May - 13 May D
Bronstein, AL Kings College London 11 Apr - 22 Apr D
1 Jun - 10 Jun D
Carmona, R (Homepage) Princeton University 21 Feb - 26 Feb D
16 May - 22 May D
Carr, P (Homepage) Bloomberg 21 Apr - 25 Apr D
Cetin, U (Homepage) London School of Economics 25 Feb - 25 Feb D
20 Mar - 25 Mar D
Chalmers, GD University of Strathclyde 8 May - 13 May D
Challet, D OCIAM 31 May - 31 May D
Chen, X New York University 12 Jun - 20 Jun D
Chen, S University of Manchester 10 Mar - 10 Mar D
Cisneros-Molina, M University of Oxford 21 Feb - 25 Feb D
7 Mar - 11 Mar D
Crepey, S Université d'Evry 26 Jun - 2 Jul D
Cvitanic, J USC 16 May - 19 May D
Dassios, A LSE 2 Mar - 3 Mar D
Dauck, EMP University of Essex 10 Mar - 10 Mar D
Dimtcheva, L Imperial College London 10 Mar - 10 Mar D
4 Jul - 8 Jul D
Dimitriu, A Goldman Sachs International 13 Jun - 17 Jun D
Dupire, B Bloomberg 5 Jul - 8 Jul D
Elie, R (Homepage) CREST 16 May - 20 May D
El Karoui, N (Homepage) Ecole Polytechnique 25 Apr - 29 Apr D
Embrechts, P ETH-Zentrum 9 Mar - 12 Mar D
Evans, J D University of Bath 1 Jul - 1 Jul D
12 Jul - 15 Jul D
Fedotov, S (Homepage) University of Manchester 7 Feb - 11 Feb D
21 Mar - 1 Apr D
4 Jul - 8 Jul D
Föllmer, H Humboldt Univ. zu Berlin 13 Mar - 24 Mar D
25 Apr - 29 Apr D
Foldes, L London School of Economics 25 Apr - 29 Apr D
Fouque, JP (Homepage) North Carolina State University 20 Feb - 27 Feb D
Frey, R Universitat Leipzig 3 Jul - 5 Jul D
Fung, W London Business School 10 Mar - 10 Mar D
Galichon, A Harvard University 13 Jun - 17 Jun D
Galluccio, SG BNP Paribas 13 May - 14 May D
Gatheral, J NY University 26 May - 27 May D
Giesecke, K (Homepage) Cornell University 22 Feb - 27 Feb D
Giles, M (Homepage) Oxford University 9 May - 13 May D
Glasserman, P Columbia University 8 May - 11 May D
Gobet, E (Homepage) Ecole Polytechnique 16 May - 20 May D
4 Jul - 8 Jul D
Hansen, L University of Chicago 12 Jun - 21 Jun D
Hellwig, C UCLA 22 May - 24 May D
Higham, D University of Strathclyde 9 May - 12 May D
Hillebrand, M (Homepage) Technische Universitat Munchen 28 Feb - 4 Mar D
4 Jul - 8 Jul D
Horst, U The University of British Columbia 4 Jul - 8 Jul D
Hosking, JJ Imperial College 9 May - 13 May D
Hubalek, F University of Aarhus 31 Jan - 4 Feb D
Hunter, C BNP Paribas 18 Mar - 18 Mar D
Jacod, J Universite Paris VI 30 Jan - 4 Feb D
Jacka, SD (Homepage) University of Warwick 31 May - 1 Jun D
Johnson, T (Homepage) King's College London 9 May - 13 May D
11 Jul - 15 Jul D
18 Jul - 22 Jul D
Jones, D (Homepage) University of Oxford 6 Jun - 18 Jun D
Joshi, MS RBS Group Risk Management 18 Mar - 18 Mar D
Kallsen, J (Homepage) Munich University of Technology 31 Jan - 4 Feb D
Kiesel, R University of Ulm 24 Feb - 1 Mar D
Klüeppelberg, C (Homepage) Technische Universitt Munchen 31 Jan - 4 Feb D
Kluge, T (Homepage) University of Oxford 20 Mar - 25 Mar D
22 Apr - 22 Apr D
5 May - 14 May D
4 Jul - 8 Jul D
Kohatsu-Higa, A INRIA 16 May - 20 May D
4 Jul - 8 Jul D
Kulesza, K Polish Academy of Sciences 11 Apr - 22 Apr D
4 Jul - 8 Jul D
Lapeyre, B Ecole Nationale des Ponts et Chaussees 17 May - 20 May D
Laurence, P (Homepage) Universita di Roma 27 Feb - 2 Mar D
Lazar, E ISMA Centre, University of Reading 12 Jun - 17 Jun D
4 Jul - 8 Jul D
Ledford, A Management Investments 10 Mar - 10 Mar D
Lee, R (Homepage) University of Chicago 9 May - 21 May D
Lorenzoni, G (Homepage) MIT 23 May - 24 May D
Macrina, A (Homepage) King's College London 11 Apr - 20 Apr D
3 Jul - 9 Jul D
Madan, DB University of Maryland 30 Jan - 5 Feb D
20 Apr - 24 Apr D
Mamon, R (Homepage) Brunel University 27 Feb - 4 Mar D
19 Jun - 1 Jul D
3 Jul - 9 Jul D
Mancini, C (Homepage) Dipartim.di Matematica per le Decisioni 31 Jan - 4 Feb D
4 Jul - 8 Jul D
Mao, X (Homepage) University of Strathclyde 13 Feb - 19 Feb D
9 May - 13 May D
10 Jul - 17 Jul D
Meddahi, N Universite de Montreal 13 Jun - 18 Jun D
Menkens, O (Homepage) University of Essex 10 Mar - 10 Mar D
11 Apr - 22 Apr D
4 Jul - 8 Jul D
Mitra, S Brunel University 10 Mar - 10 Mar D
Morris, S Yale University 22 May - 26 May D
Mykland, PA University of Chicago 13 Jul - 22 Jul D
Neuberger, A University of Warwick 14 Feb - 18 Feb D
3 Jul - 9 Jul P
Norberg, R London School of Economics 8 May - 14 May D
O'Callaghan, PHD University of Warwick 10 Mar - 10 Mar D
Overbeck, L University of Giessen 21 Feb - 26 Feb D
Owen, M (Homepage) Herio-Watt University 1 May - 7 May D
19 Jun - 26 Jun D
4 Jul - 8 Jul D
Pages, G (Homepage) Universite Paris 6 16 May - 21 May D
Panayides, S University of Manchester 10 Mar - 10 Mar D
Pavlova, A Massachusetts Institute of Technology 14 Mar - 15 Mar D
Pavan, A (Homepage) Northwestern University 22 May - 24 May D
Peskir, G University of Aarhus 30 May - 10 Jun D
Pham, H Universite Paris VII 16 May - 20 May D
Pistorius, M (Homepage) King's College London 11 Apr - 22 Apr D
4 Jul - 8 Jul D
Potter, C (Homepage) University of Oxford 21 Apr - 22 Apr D
Ramadorai, T (Homepage) Said Business School 13 Mar - 15 Mar D
Rasonyi, M Hungarian Academy of Sciences 18 Apr - 29 Apr D
Rheinlander, T LSE 21 Mar - 25 Mar D
6 Jun - 10 Jun D
Rindisbacher, M University of Toronto 15 May - 20 May D
Rosinski, J (Homepage) The University of Tennessee 30 Jan - 5 Feb D
Ross, SA Massachusetts Institute of Technology 6 Jul - 8 Jul D
Roux, A (Homepage) University of Hull 17 Mar - 20 Mar D
24 Apr - 30 Apr D
4 Jul - 8 Jul D
Rutkowski, M (Homepage) Politechnika Warszawska 19 Jun - 2 Jul D
Savine, A BNP Paribas 18 Mar - 18 Mar D
Schonbucher, P (Homepage) ETH Zurich 20 Feb - 26 Feb D
Schachermayer, W Vienna University of Technology 24 Apr - 30 Apr D
Schied, A (Homepage) Institute of Mathematics 6 Mar - 10 Mar D
Schneider, M New York University 13 Mar - 16 Mar D
Scheinkman, JA (Homepage) Princeton University 22 May - 27 May D
12 Jun - 20 Jun D
Schoutens, W (Homepage) UCS 21 Feb - 25 Feb D
Sculli, P London School of Economics 25 Feb - 4 Mar D
Shen, Y Imperial College London 3 May - 14 May D
Sheu, S Academia Sinica, Taiwan 27 Jun - 10 Jul D
Shiryaev, A Steklove Mathematical Institute 29 Jan - 6 Feb D
Sircar, R (Homepage) Princeton University 13 Mar - 18 Mar D
26 Jun - 7 Jul D
Sorensen, M (Homepage) Universitetsparken 5 30 Jan - 4 Feb D
Stacey, AM The Royal Bank of Scotland 18 Mar - 18 Mar D
Stoyanov, J University of Newcastle 31 Jan - 4 Feb D
Storey, E Imperial College London 10 Mar - 10 Mar D
Stricker, C Universite de Franche-Comte 24 Apr - 30 Apr D
Suleman, O Oxford University 10 Mar - 10 Mar D
Sun, X Brunel University 10 Mar - 10 Mar D
Swarup, A Imperial College London 10 Mar - 10 Mar D
Tankov, P INRIA 8 May - 14 May D
Tan, A University of Manchester 10 Mar - 10 Mar D
Tanimura, E (Homepage) Centre d'analyse et Mathématiques sociale 22 May - 27 May D
Tasche, D (Homepage) Deutsche Bundesbank 7 Mar - 11 Mar D
Tehranchi, M University of Texas at Austin 29 May - 11 Jun D
Tian, W University of Waterloo 12 Jul - 22 Jul D
Tompaidis, S McCombs School of Business 10 May - 20 May D
Touzi, N (Homepage) CREST 24 Apr - 29 Apr D
16 May - 20 May D
Tretyakov, M (Homepage) University of Leicester 9 May - 13 May D
Tysk, J (Homepage) Uppsala Universitet 6 Feb - 12 Feb D
Uppal, R London Business School 10 Mar - 18 Mar D
Vecer, J Columbia University 30 May - 3 Jun D
4 Jul - 8 Jul D
Walker, M University of Toronto 20 Feb - 5 Mar D
Wang, L LSE 7 Mar - 16 Mar D
Webber, N University of Warwick 6 Feb - 19 Feb D
2 May - 11 May D
Weber, S Humboldt Universitat zu Berlin 21 Feb - 26 Feb D
Wiese, A (Homepage) Heriot-Watt University 11 Apr - 22 Apr D
Woerner, J Universitaet Goettingen 31 Jan - 4 Feb D
Xia, Y (Homepage) The University of Pennsylvania 13 Mar - 19 Mar D
Xia, W Birkbeck College 10 Mar - 10 Mar D
Yuan, C University of Wales Swansea 13 Feb - 19 Feb D
Zariphopoulou, T University of Texas at Austin 21 Feb - 27 Feb D
Zhang, J USC Department of Mathematics 16 May - 20 May D
Zhang, L Carnegie-Mellon University 13 Jul - 22 Jul D
Zheng, H Imperial College 20 Jun - 1 Jul D

  • D = Definite acceptance of invitation
  • P = Pending acceptance of invitation
Please note: This list contains the names of those attending the programme for fourteen days or fewer. For information on those attending for fifteen days or more see: Long stay participants.

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Copyright © 1996 Isaac Newton Institute.
Updated at 01:44 PM on 15 November 2005