Julie Bjørner SøeTeaching & PhD Courses Interest rate and credit risk models FIN-416 This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage of interest rate and credit derivatives.
Andreas FusterAndreas Fuster is an Associate Professor of Finance at Swiss Finance Institute @ EPFL and a Research Fellow at the CEPR. Previously, he worked at the Federal Reserve Bank of New York and the Swiss National Bank. Andreas's main research interests are in empirical finance, macroeconomics, and behavioral economics. His recent work has focused in particular on the effects of technological advances on household credit markets. Andreas’s research has been published in academic journals such as the Quarterly Journal of Economics, the Review of Economic Studies, the Journal of Finance, and the Review of Financial Studies. Andreas obtained his Ph.D. from Harvard University and also holds an M.Phil. from Oxford University and a B.A. from the University of Lausanne (Switzerland), all in economics.
Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Aude BillardExpertise
RoboticsMachine LearningArtificial IntelligenceHuman-Robot InteractionMechatronicsDynamical Systems ControlComputational Neuroscience
Aude Billard is full professor and head of the LASA laboratory at the School of Engineering at the Swiss Institute of Technology Lausanne (EPFL), and the Director of the Swiss Innovation Booster on Robotics. Dr. Billard acts as the President of the IEEE Robotics and Automation Society (RAS), after serving in several roles in the administrative and executive committe
Luisa LambertiniLuisa Lambertini is Full Professor at the Ecole Polytechnique Federale de Lausanne (EPFL), where she holds the Chair of International Finance. She received her Ph.D. in Economics from the University of California at Berkeley in 1995, her Master of Science in Economics from Warwick University in 1989 and a Laurea cum Laude from the Universita' degli Studi di Bologna in 1987. Prior to coming to EPFL, Professor Lambertini was Associate Professor at Claremont McKenna College 2005-06, Associate Professor at Boston College 2003-06 and Assistant Professor at the University of California at Los Angeles 1995-03. Professor Lambertini's research is in international finance, open-economy macroeconomics and political economy. She studies how monetary and fiscal policies affect the economy, how they interact and how they can be used to achieve good economic outcomes and improve social welfare. Professor Lambertini's research focuses on how monetary and fiscal institutions should be designed to successfully mitigate the impact of unexpected shocks while pursuing long-run goals consistent with price stability and fiscal sustainability. These issues are even more important for small open economies in an interdependent world and for countries that adopt a common currency. Professor Lambertini has published articles in the American Economic Review, the Review of Economic Studies, the European Economic Review, the Journal of International Economics and the Economic Journal, among others. She was a Consultant in the Fiscal Policies Division of the European Central Bank and she has organized several international conferences. More details on my CV
Dario FloreanoProf. Dario Floreano is director of the Laboratory of Intelligent Systems at the Swiss Federal Institute of Technology Lausanne (EPFL). Since 2010, he is the founding director of the Swiss National Center of Competence in Robotics, a research program that brings together more than 20 labs across Switzerland. Prof. Floreano holds an M.A. in Vision, an M.S. in Neural Computation, and a PhD in Robotics. He has held research positions at Sony Computer Science Laboratory, at Caltech/JPL, and at Harvard University. His main research interests are Robotics and A.I. at the convergence of biology and engineering. Prof. Floreano made pioneering contributions to the fields of evolutionary robotics, aerial robotics, and soft robotics. He served in numerous advisory boards and committees, including the Future and Emerging Technologies division of the European Commission, the World Economic Forum Agenda Council, the International Society of Artificial Life, the International Neural Network Society, and in the editorial committee of several scientific journals. In addition, he helped spinning off two drone companies (senseFly.com and Flyability.com) and a non-for-profit portal on robotics and A.I. (RoboHub.org). Books
Manuale sulle Reti Neurali, il Mulino (in Italian), 1996 (first edition), 2006 (second edition)Evolutionary Robotics, MIT Press, 2000
Bio-Inspired Artificial Intelligence, MIT Press, 2008
Flying Insects and Robots, Springer Verlag, 2010
