Organizers

Kostas Kardaras (London School of Economics)

Chair in Statistics, London School of Economics and Political Science, London, UK.

Research focuses on financial equilibrium, stochastic optimal control, robust long-term investment, informational asymmetry, and game theory. Associate editor of Finance & Stochastics and Mathematical Finance.

Johannes Muhle-Karbe (Imperial College London)

Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019 as Chair in Mathematical Finance and Director of the CFM-Imperial Institute of Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich. He serves as an associate editor of the Annals of Applied Probability, Applied Mathematical Finance, as well as Mathematics and Financial Economics.

Johannes' research lies at the interface of stochastic calculus, optimal control, and their applications to problems from finance and economics. In particular, he studies the impacts of "flaws and frictions" such as transaction costs or model ambiguity on optimal trading and asset prices.

Daniel Schwarz (University College London)

Daniel Schwarz is an Associate Professor in the mathematical finance group at University College London.

Daniel's research interests are in mathematical finance, the theory of stochastic processes and financial economics. Currently his work focuses on equilibrium based models, the problem of the completion of financial markets with derivative securities and the pricing of assets in commodity markets.