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.
Harald HauEnseignement et PhD Cours International Finance FIN-610 The course familiarizes students with research topics in international finance.
Volkan CevherVolkan Cevher received the B.Sc. (valedictorian) in electrical engineering from Bilkent University in Ankara, Turkey, in 1999 and the Ph.D. in electrical and computer engineering from the Georgia Institute of Technology in Atlanta, GA in 2005. He was a Research Scientist with the University of Maryland, College Park from 2006-2007 and also with Rice University in Houston, TX, from 2008-2009. Currently, he is an Associate Professor at the Swiss Federal Institute of Technology Lausanne and a Faculty Fellow in the Electrical and Computer Engineering Department at Rice University. His research interests include machine learning, signal processing theory, optimization theory and methods, and information theory. Dr. Cevher is an ELLIS fellow and was the recipient of the Google Faculty Research award in 2018, the IEEE Signal Processing Society Best Paper Award in 2016, a Best Paper Award at CAMSAP in 2015, a Best Paper Award at SPARS in 2009, and an ERC CG in 2016 as well as an ERC StG in 2011.
Sébastien OttEnseignement et PhD Cours Large deviations MATH-533 Un cours d'introduction à la théorie des grandes déviations, basé sur le développement de la théorie général à partir de principes tirés d'exemples spécifiques. Probability and statistics (for IC) MATH-232
Jean-Paul Richard KneibEnseignement et PhD Doctorant·es actuel·les Oliver Pineda Suarez, Robert Daniel Kincaid, Ethan Daniel Tregidga, Belén Yu Irureta-Goyena Chang, Elisabeth Andréa Cécile Rachith, Shengyu He, Aurélien Thomas Mathieu Verdier, Timour Jestin A dirigé les thèses EPFL de Markus Rexroth, Luzius Gregor Kronig, Christoph Ernst René Schäfer, Vasileios Angelopoulos, Michaël Juillard, Amélie Tamone, Andrei Variu, Yoan Rappaz, Anne-Marlene Rüede, Jiaxi Yu, Daniel Felipe Forero Sanchez, Beauchesne Benjamin Emmanuel Nicola
Julien HugonnierEnseignement et PhD Doctorant·es actuel·les Luca Pagliuca, Darius Nik Nejad A dirigé les thèses EPFL de Rodolfo Javier Prieto Katunaric, Michael Hasler, Giuliano Antonio Curatola, Julien Cujean, Thomas Antonius Geelen, Nicolas Gauderon, Benoit Vincent Sylvain Cornet A co-dirigé les thèses EPFL de Rémy Praz, Cagil Kocyigit, Alexis Marchal Cours Derivatives FIN-404 Le but de ce cours est de donner une description détaillée des modèles standard d'évaluation et de couverture des produits dériv
Semyon MalamudEnseignement et PhD Doctorant·es actuel·les Johannes Schwab, Onur Demiray, Giuseppe Matera A dirigé les thèses EPFL de Rémy Praz, Evgeny Petrov, Yuan Zhang, Julien Arsène Blatt, Erik Hapnes, Teng Andrea Xu, Boris Kuznetsov Cours Big Data and Machine Learning for Financial Economics FIN-622 Machine learning in finance FIN-407 Ce cours a pour objectif de donner une introduction à l'application de l'apprentissage automatique à la finance, en se concentrant sur les problèmes d'
Thomas Alois WeberEnseignement et PhD Doctorant·es actuel·les Ru Zhang A dirigé les thèses EPFL de Maryam Razeghian Jahromi, Michael Mark, Han Jun A co-dirigé les thèses EPFL de Raphaël Klein Cours Information: strategy & economics MGT-431 Introduction à l'économie de l'information et ses ramifications stratégiques. Les principaux objectifs sont d'utiliser la théorie économique pour comprendre les interactions stratégiques en présence d'incertitude, estimer la valeur de l'information et analyser la stratégi
Nikolaos GeroliminisProf. Nikolas Geroliminis is an Associate Professor at EPFL and the head of the Urban Transport Systems Laboratory (LUTS). Before joining EPFL he was an Assistant Professor on the faculty of the Department of Civil Engineering at the University of Minnesota. He has a diploma in Civil Engineering from the National Technical University of Athens (NTUA) and a MSc and Ph.D. in civil engineering from University of California, Berkeley. He is an Associate Editor for Transportation Research part C and he also serves in the editorial board of TR, part B, Transportation Letters, Journal of ITS and of many international conferences. He is a member of the Transportation Research Board's Traffic Flow Theory Committee. His research interests focus primarily on urban transportation systems, traffic flow theory and control, public transportation and logistics, Optimization and Large Scale Networks. He is a recent recipient of the ERC Starting Grant METAFERW: Modeling and controlling traffic congestion and propagation in large-scale urban multimodal networks
Education
Diploma, 2003, Civil Engineering, National Technical University of Athens, Greece
M.S., 2004, Civil and Environmental Engineering, University of California at Berkeley
Ph.D., 2007, Civil and Environmental Engineering, University of California at Berkeley
Gaétan Jean A de RassenfosseGaétan de Rassenfosse est professeur en pré-titularisation conditionnelle en politique scientifique et technologique à l'EPFL. Il a rejoint le College du Management de la Technologie (CDM) en 2014. Avant cela, il a été Research Fellow puis Senior Research Fellow à l'Université de Melbourne, Australie, de 2010 à 2014. Il a obtenu un doctorat en économie de la Solvay Business School de l'Université libre de Bruxelles, Belgique, en 2010. Il a été chercheur invité à l'UC Berkeley (Californie, états-Unis) en 201
