Beyond the Boundaries

The speakers


Prof. Damiano Brigo

Imperial College London

Professor Damiano Brigo holds the Chair in Mathematical Finance at Imperial College, London. He is the former Director of the  cosultancy group Capco Institute and  the former Head  of Credit Models of the Investment  Bank Banca IMI's front office. His research interests include mathematical finance, systems theory, probability and statistics. Prof. Brigo is the author of much-acclaimed books on stochastic interest rates and credit risk modelling. 


Dr. Katia Colaneri

University of Rome-Tor Vergata

Katia is currently Assistant Professor at the Department of Economics and Finance,

University of Rome - Tor Vergata. Perviously, she was lecturer at the University of Leeds. Her research interests include filtering and stochastic control problems under full and partial information with applications to finance.


Prof. Rama Cont

University of Oxford

Prof. Rama Cont is the Head of the Oxford Mathematical and Computational Finance Group. He is also the Director of the EPSRC Centre for Doctoral Training in Mathematics of Random Systems, Senior Research Fellow at the Institute for New Economic Thinking and Principal Investigator at Oxford Suzhou Centre for Advanced Research.

His research evolves around stochastic analysis (pathwise methods in stochastic analysis, functional Itô calculus) and applications to finance, systemic risk and financial stability, and mathematical foundations of Data Science and Data-driven decision systems. Rama is also Scientific Advisor for  the International Monetary Fund and  the recipient of the APEX Award of the Royal Society for Excellence in Interdisciplinary Research. 


Prof. Alexander Cox

University of Bath

Alex Cox is a Reader in Probability at the University of Bath. His research focuses on questions arising in Probability and its applications in Mathematical Finance. He is particularly interested  in questions which relate to robustness and model-independence when considering the pricing and hedging of financial derivative contracts.


Prof. Stéphane Crépey

Université d'Evry-Paris Saclay

Stéphane Crépey is professor at the Mathematics department of Université d'Evry-Paris Saclay, in charge of the probability and finance group. His research interests are in financial modelling; counterparty credit risk, XVA analysis; risk measures, central counterparties; simulation methods; calibration; machine learning techniques; uncertainty quantification and  model risk.  Stéphane is a member of the scientific council of the French financial markets authority. He is

the author of two  successful  books on financial modelling and counterparty risk.


Prof. Christa Cuchiero

Christa is a tenure-track assistant professor at Vienna University of Economics and Business. Her research interests evolve around Mathematical finance, Insurance and Quantitative Risk Management, in particular multivariate stochastic and rough volatility modelling, stochastic portfolio theory and model free portfolio selection and optimization, large financial markets. She is the recipient of the Bruti-Liberati Visiting Fellowship in Sydney and of  the  Prix de l’Institut Europlace de Finance (EIF).  In 2019, Christa was awarded the highly prestigious START award of the Austrian Science Fund (FWF).


Prof. Griselda Deelstra

Université Libre de Bruxelles

Griselda Deelstra is Professor in Stochastic Finance and Actuarial Sciences. She is  an expert in Stochastic Modelling in Finance and Insurance, in particular: Pricing and Hedging of financial instruments and insurance products in stochastic models, Interest Rate Models and Interest Rate Derivatives, Asset-Liability management, Risk modelling and risk measures in finance and insurance. She is the author of Risk Theory and Reinsurance (with G. Plantin). 


Prof. Giulia Di Nunno

University of Oslo

Giulia di Nunno is professor of Risk and Stochastics at the University of Oslo. Her research interests include stochastic analysis, stochastic calculus and control, with focus on mathematical finance. In particular,  modelling, pricing, hedging and other optimal portfolio problems under full, partial, and inside information; sensitivity and robustness; markets with memory and energy finance. Giulia is the chair of the European Mathematical Society's Committee for Developing Countries and the recipient of the Su Buchin Prize of the International Council for Industrial and Applied Mathematics for her activity in promoting top-level mathematical research and education in African countries.


Prof. Monique Jeanblanc

Université d'Evry-Paris Saclay

Monique Jeanblanc is now Emeritus Professor at University Evry-Paris Saclay. She is the author of more than 100 papers in probability theory and mathematical finance and of four highly acclaimed books. Monique's recent research focuses on credit risk modelling and the  rôle of information in financial markets. Monique  is a member of the executive board of Institut Louis Bachelier. She is also Chevalier of the Ordre National de la Légion d'Honneur (the highest decoration in France).


Prof. Alexander McNeil

University of York

Alexander McNeil is  Professor of Actuarial Science at the University of York.  He is the founder of the Scottish Financial Risk Academy (SFRA).  His research interests are in financial risk management, models for market, credit and insurance risks, financial time series analysis, models for extreme risks and correlated risks, and enterprise-wide models for solvency and capital adequacy. He is the author, together with R. Frey and P. Embrechts, of the reference book "Quantitative Risk Management: Concepts, Techniques and Tools". Alex is also an Honorary Fellow of the Institute and Faculty of Actuaries and a Corresponding Member of the Swiss Association of Actuaries.


Prof. Nicolas Perkowski

Free University Berlin

Nicolas is   Professor at the Free University-Berlin. Previously, he was Junior Professor for Stochastic Analysis at Humboldt-Universität zu Berlin and  DFG Heisenberg Researcher at Max Planck Institute for Mathematics in the Sciences, Leipzig. His research focuses on singular stochastic partial differential equations and robust methods in financial mathematics. He  is the recipient of  prestigious awards, such as  the Rollo Davidson Prize (2018) and of the Heinz Maier-Leibnitz Prize (2019).


Prof. Frank Riedel

Bielefeld University

Frank Riedel is Professor for Mathematics and Economics and the Director of  the Center for Mathematical Economics at Bielefeld University. His main research interests are:   microeconomic and mathematical foundations of financial markets, strategic interactions of rational agents,  stochastic games and singular control problems in finance under Knightian uncertainty. Frank is a principal investigator at the Collaborative Research Centre "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications".


Prof. Mete Soner

Princeton University

Prof.  Mete Soner (Princeton and until recently ETH Zurich) is a leading researcher in the field of probability and financial mathematics. He has led the Bachelier Finance Society for a number of years. He works on stochastic optimal control, nonlinear partial differential equations and mathematical finance. In 2008, he was awarded a European Research Council Advanced Project entitled Mathematical Methods for Financial Risk Management. In 2014, he received an Alexander von Humboldt Foundation Research Award, and was elected as a SIAM Fellow on 2015. Mete has authored several books among which the much-acclaimed “Controlled Markov Processes and Viscosity Solutions”(with W.H. Fleming).


Dr. Lukasz Szpruch

University of Edinburgh

Lukasz is Reader at the School of Mathematics, University of Edinburgh and the Scientific Director of the Finance and Economics Programme at the Alan Turing Institute, London. Formerly, he held a Nomura Junior Research Fellowship at the Institute of Mathematics, University of Oxford. His research interests include probability theory, stochastic analysis and machine learning. Lukasz has run joint  projects with the financial services industry on topics such as model calibration and risk computation.


Prof. Josef Teichmann

ETH Zurich

Josef Teichmann has been Full Professor at ETH Zürich since June 2009. He is currently also the Executive Secretary of the Bachelier Finance Society. His research interests evolve around stochastic processes, filtering and control, as well as artificial intelligence. He is associate editor of several journals in probability and financial mathematics among which “Stochastic Processes and Applications” and “Finance and Stochastics”.

Josef is the recipient of prestigious accolades, such as the  Prize of the Austrian Mathematical Society (2005), the Start-Preis of the Austrian Science Fund (2006), and  the Louis Bachelier Prize (2014).

Prof. Nizar Touzi

Ecole Polytechnique-Paris Saclay

Nizar Touzi is Professor of Applied Mathematics at  École Polytechnique (since 2006).  Nizar specializes in  the fields of financial mathematics, applied probability, and control theory. He was an invited session speaker at the International Congress of Mathematicians  in Hyderabad (2010). He received a number of distinctions, such as  the Louis Bachelier prize (2012), and the Paris Europlace Institute prize for Best Young Researcher in Finance (2007). In 2010, Nizar held the University of Toronto Dean's Distinguished Chair position.  He is also recipient of an  Advanced Grant of the ERC. Nizar is also Scientific Director of The Chair Financial Risks  of Louis Bachelier Group.

Prof. Alexander Veretennikov

University of Leeds

Alexander Veretennikov is Professor of probability at the University of Leeds and Chief Research Fellow at the Laboratory of Stochastic Analysis and its Applications at Higher School of Economics (Moscow). He has made significant contributions in several areas of probability, among which stochastic differential equations and approximations; Markov processes and stochastic control; mixing rates, averaging, diffusion approximation; large deviations; parameter estimations and mean-field models.