Speakers
Professor of Mathematics and Vice President of Research, Dauphine, Paris Sciences et Lettres University, France.
Specializes in the theory of financial markets with frictions or uncertainty, in optimal control, and in numerical probability. Associate Editor of Finance & Stochastics and Mathematical Finance.
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.
Professor of Finance, London School of Economics and Political Science, London, UK.
Has recently worked on developing measures of market beliefs based on derivative prices; on the influence of jumps and disasters for pricing, and in public policy; spillovers and contagion; and on the valuation of long-dated assets. Co-editor of Economica, and a member of the editorial board of the Review of Economic Studies.
Associate Professor of Statistics, Columbia University, New York, USA.
Specializes in stochastic control, game theory and their applications to finance. Fellow of the Sloan and Minerva Foundations, Associate Editor of Mathematics of Operations Research, SIAM Journal on Financial Mathematics, Stochastic Processes and their Applications.
Assistant Professor of Finance at Imperial College Business School.
Studies the exchange and valuation of financial assets and the organization and evolution of the markets where those assets trade.
Assistant Professor of Finance, Stern School of Business, New York University, New York, USA.
Works on information, financial intermediation, banking, and macroeconomics. Member of the Finance Theory Group and Visiting Scholar at the Federal Reserve Bank of Philadelphia.
Professor of Finance, Copenhagen Business School and NYU, and Principal, AQR Capital Management, Greenwich, USA.
Works on asset pricing and liquidity risk. Served as Director of the American Finance Association, in the New York Fed’s Monetary Policy Panel, on the Economic Advisory Boards of NASDAQ and FTSE, and on the editorial boards of the Journal of Finance, Journal of Economic Theory, and the Quarterly Journal of Economics. Recipient of the Bernacer Prize to the best E.U. Economist Under 40.
Lowell and Leila Robinson Professor of Economics at the University of Wisconsin, Madison, USA.
Works on modeling of financial markets with price impact, with special focus on the effects of fragmentation, market design, and scope for financial innovation in fragmented markets. Member of Finance Theory Group and an Associate Editor at Econometrica, Journal of Economic Literature, Economic Theory, and Economic Theory Bulletin.
Professor of Mathematics and Swiss Finance Institute Senior Chair, Department of Mathematics, ETH Zurich and Department of Operations Research and Financial Engineering, Princeton University, USA.
Pioneer of stochastic optimal control and its applications to models with frictions such as transaction costs or model uncertainty. Previous executive secretary of the Bachelier Finance Society, Chair of the Department of Mathematics at ETH, and recipient of a Humboldt Research Award. Associate editor of SIAM Journal on Financial Mathematics as well as Mathematics and Financial Economics.
Professor of Finance, EDHEC Business School, London, UK.
Researches optimal portfolio selection and asset allocation in dynamic environments, valuation of securities in capital markets, risk management, and exchange rates. Former editor of the Review of Asset Pricing Studies, the Review of Financial Studies, and the Review of Finance, associate editor of Management Science, and Chair of the Society of Financial Studies Council.
Professor of Finance, London School of Economics and Political Science, London, UK.
Directs the Financial Markets Group and the Paul Woolley Centre for the Study of Capital Market Dysfunctionality at LSE. Fellow of the British Academy, a Director and former Managing Editor of the Review of Economic Studies, Research Fellow at CEPR and a former Director of its Financial Economics program, former Director of the American Finance Association, and a former Head of the LSE Finance Department.