The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.


Seminars

Participants

Additional Links

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.

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