Speakers

Umut Cetin (London School of Economics)

Umut Cetin is a Professor of Statistics at the London School of Economics, where he has been since 2004 after a one-year post-doctoral study at the Technical University of Vienna. Umut’s research falls into the field of stochastic analysis, often with an applied emphasis on understanding imperfections in financial markets. His earlier works on Asset Pricing Theory analysed issues related to credit and liquidity risk. More recently his research has moved towards equilibrium analysis in Market Microstructure Theory, especially in the presence of asymmetric information.

Patrick Cheridito (ETH Zurich)

Wei Cui (University College London)

Wei Cui currently works as an assistant professor of economics at University College London. He works on both theoretical and quantitative general-equilibrium impacts of frictional financial markets, as well as optimal monetary-fiscal policy designs. Dr Cui has published in leading economics journals including Journal of Monetary Economics, Journal of the European Economic Association, and American Economic Review. He holds an ESRC-funded research grant for studying macroeconomic effects of beliefs in financial markets with an application to China.

He received his PhD from Princeton University in 2013, and his BSc from Tsinghua University in China in 2008, both in Economics.

Albina Danilova (London School of Economics)

Albina Danilova has joined the Department of Mathematics at LSE in 2009 and is currently an Associate Professor. She was awarded a Ph.D. by the Department of Operations Research and Financial Engineering at Princeton University. Before joining the LSE Department of Mathematics in 2009, she has held postdoctorate position at the Department of Mathematics at Carnegie Mellon University and Nomura Junior Research Fellowship at the Mathematical Institute, University of Oxford.

Her research interests span asymmetric information, derivative pricing, stochastic calculus, insider trading, stochastic control, and equilibrium theory.

Martin Herdegen (Warwick)

Martin Herdegen is an Assistant Professor of Financial Mathematics at the University of Warwick. He obtained his PhD from ETH Zürich in 2014. Prior to joining Warwick, he was a Postdoctoral Research Fellow (SNF) at ETH Zürich.

Martin's research in mathematical finance focuses on market inefficiencies and frictions, mostly from a general equilibrium perspective.

Marcin Kacperczyk (Imperial College London)

Marcin Kacperczyk is a Professor of Finance at Imperial College London with research interests in the areas of investments, information economics, financial intermediation, and artificial intelligence. His research has been published in leading academic and practitioner journals, including Econometrica, Quarterly Journal of Economics, Journal of Finance, Journal of Financial Economics, Journal of Monetary Economics, and Review of Financial Studies.

Marcin has completed his PhD in finance at University of Michigan. He has previously worked at NYU Stern School of Business and UBC Sauder School of Business. He is a Research Associate at the Center for Economic Policy Research, and former Faculty Research Fellow at the National Bureau of Economic Research. He is the Editor of the Review of Finance, and Associate Editor for Financial Management, the Journal of Financial and Quantitative Analysis, and Management Science.

Marcin’s work has been widely covered by media, such as CNN, CNBC, Bloomberg, WSJ, FT, NYT, Business Week, U.S. News, and Washington Post. Two of his papers have been nominated for the Smith Breeden Prize, and one received the Spaengler IQAM Award for the best paper published in the Review of Finance. He is a current holder of the European Research Council research grant and former President of the European Finance Association. He is also a research advisor at the European Central Bank.

Igor Makarov (London School of Economics)

Igor Makarov is an associate professor of finance at London School of Economics. His research covers theoretical and empirical topics in capital markets. Dr. Makarov has published in leading academic journals, including the Journal of Finance, the Journal of Financial Economics, and Review of Financial Studies. Dr. Makarov has won several professional awards, including the 2007 Crowell Memorial Prize (second place) for his work on sources of systematic risk and the 2012 NASDAQ OMX Award for his work on the CDS auctions. He received his M.Sc. degree in mathematics from the Moscow State University, an M.A. degree in economics from the New Economic School, and a Ph.D. in finance from the MIT Sloan School of Management.

Chris Rogers (University of Cambridge)

Chris Rogers took up the Chair of Statistical Science in September 2002, after almost nine years at the University of Bath, where he was Professor of Probability in the Department of Mathematical Sciences. Before that, he had held teaching positions at Queen Mary & Westfield College (University of London), the University of Cambridge, the University College of Swansea, and the University of Warwick.

Chris works in the theory of probability and its applications, particularly in quantitative finance. His work in finance includes the potential approach to the term structure of interest rates, complete models of stochastic volatility, portfolio turnpike theorems, improved binomial pricing, robust hedging, liquidity modelling, axiomatics of valuation operators, the equity premium puzzle, duality in optimal investment/consumption, and Monte Carlo valuation of American options.

Ioanid Rosu (HEC Paris)

Ioanid Rosu received two Ph.D.'s, one in mathematics in 1999 and one in financial economics in 2004, both from MIT. Between 2004 and 2010 he was Assistant Professor of Finance at the University of Chicago, Booth School of Business. Since 2010, he is Associate Professor of Finance at HEC Paris. His research focuses on the liquidity of financial markets and its effect on asset prices and investor decisions. He has written several papers on High Frequency Trading and its effect on market quality. He is also interested in mergers and acquisitions, option pricing, and earnings management. His work has appeared in the Journal of Finance, Review of Financial Studies, and elsewhere. He is an Associate Editor of the Journal of Financial Markets and Mathematical Finance.

Duane Seppi (Carnegie Mellon University)

Hao Xing (Boston University Questrom School of Business)