Frontiers of Mathematical Finance

Editorial Board

Senior Editorial Board

Wim Schoutens Managing Editor

wim.schoutens@kuleuven.be

K.U. Leuven, Belgium

Financial Mathematics, Quantitative Finance, Risk Management

Jaksa Cvitanic co-editor

cvitanic@caltech.edu

Caltech, Pasadena, CA., USA

Financial Economics, Contract Theory, Survey Incentives, Stochastic Control, Financial Mathematics

Xin Guo co-editor

xinguo@berkeley.edu

University of California at Berkeley, CA., USA

Applied Probability, Financial Mathematics, Machine Learning, Stochastic Control and Games

Associate Editorial Board

Anna Aksamit

anna.aksamit@sydney.edu.au

University of Sydney, Australia

Mathematical Finance, Stochastic Analysis, Probability Theory

Hansjoerg Albrecher

Hansjoerg.Albrecher@unil.ch

University of Laussane, Laussane, Switzerland

Insurance Mathematics, Applied Probability, Actuarial Science, Risk Theory, Stochastic Simulation

Pauline Barrieu

p.m.barrieu@lse.ac.uk

LSE, London, UK

Model Uncertainty, Insurance-linked Securitization, Contract Design, Microinsurance, Weather Derivatives, Environmental Economics

Erhan Bayraktar

erhan@umich.edu

University of Michigan, Ann Arbor, MI, USA

Mathematical Finance, Stochastic Optimal Control, Probability, Insurance Mathematics, Stochastic Games

Agostino Capponi

ac3827@columbia.edu

Columbia University, New York, NY, USA

Networks, Systemic Risk, Financial Stability, Market Microstructure, Financial Technology

Peter Carr

petercarr@nyu.edu

New York University, New York, NY, USA

Financial Engineering, Quantitative Finance, Mathematical Finance, Derivatives, Volatility

Delia Coculescu

delia.coculescu@bf.uzh.ch

University of Zurich, Zurich, Switzerland

Quantitative Finance, Risk Modeling, Banking, Insurance

Christa Cuchiero

christa.cuchiero@univie.ac.at

University of Vienna, Vienna, Austria

Probability Theory, Stochastic Analysis, Statistics, Mathematical Finance, Risk Management

Min Dai

matdm@nus.edu.sg

National University of Singapore, Singapore

Mathematical Finance, Option Pricing, Portfolio Selection

Giulia DiNunno

giulian@math.uio.no

University of Oslo, Oslo, Norway

Stochastic Analysis, Probability, Stochastic Control, Mathematical Finance

Matheus Grasselli

grasselli@math.mcmaster.ca

McMaster University, Hamilton, Ontario, Canada

Mathematical Finance, Systemic Risk, Macroeconomics, Money and Banking

Martino Grasselli

martino.grasselli@unipd.it

University of Padova, Padova, Italy

Quantitative Finance

Julien Hugonnier

julien.hugonnier@epfl.ch

Ecole Polytechnique Federale Laussane, Laussane, Switzerland

Asset Pricing, General Equilibrium Theory

Sebastian Jaimungal

sebastian.jaimungal@utoronto.ca

University of Toronto, Toronto, Canada

Mean-Field Games, Algorithmic and High Frequency Trading, Machine Learning, Commodity and Energy Markets

Ying Jiao

ying.jiao@univ-lyon1.fr

University Claude Bernard Lyon1, Lyon, France

Credit Risk, Information Modeling, Stochastic Optimization

Steven Kou

kou@bu.edu

Boston University, Boston, MA, USA

Fintech, Financial Technology, Financial Engineering, Mathematical Finance, Applied Probability

Martin Larrson

martinl@andrew.cmu.edu

Carnegie Mellon University, Pittsburgh, PA, USA

Mathematical Finance, Stochastic Analysis, Probability Theory, Stochastic Portfolio Theory

Alexander Lipton

alexlipt@mit.edu

Sila, Portland, Oregon, USA & Connection Science and Engineering, MIT, Cambridge, MA, USA & The Hebrew University of Jerusalem, Jerusalem, Israel

Mathematical Finance, Applied Mathematics

Johannes Muhle-Karbe

j.muhle-karbe@imperial.ac.uk

Imperial College, London, UK

Mathematical Finance, Stochastic Processes, Stochastic Optimization

Marcel Nutz

mnutz@columbia.edu

Columbia University, New York, NY, USA

Mathematical Finance, Optimal Transport, Stochastic Control, Stochastic Games

Gilles Pagès

gilles.pages@upmc.fr

Sorbonne University, Paris, France

Probability, Mathematical Finance

Mathieu Rosenbaum

mathieu.rosenbaum@polytechnique.edu

École Polytechnique, Paris, France

Statistical Finance, Market Microstructure, High Frequency Data, Financial Regulation

Matthias Scherer

scherer@tum.de

Technical University of Munich, Munich, Germany

Credit Risk, Dependence Modeling, Multivariate Analysis

Josef Teichmann

josef.teichman@math.ethz.ch

ETH, Zurich, Switzerland

Mathematical Finance, Machine Learning in Finance, Rough Analysis

Hao Xing

haoxing@bu.edu

Boston University, Boston, MA., USA

Mathematical Finance, Stochastic Control, Financial Economics, Risk Management

Dacheng Xiu

dacheng.xiu@chicagobooth.edu

University of Chicago, Chicago, IL., USA

Financial Econometrics, Machine Learning in Finance, Statistics

Jianfeng Zhang

jianfenz@usc.edu

University of Southern California, Los Angeles, CA., USA

Stochastic Analysis, Backward Stochastic Differential Equations, Stochastic Numerics, and Mathematical Finance

Advisory Board

Freddy Delbaen

freddy.delbaen@math.ethz.ch

ETH, Zurich

Robert Jarrow

robertjarrow@cornell.edu

Cornell University, Ithaca, NY., USA, (Chairman)

Dilip Madan

dbm@umd.edu

University of Maryland, College Park, MD., USA,(Vice Chairman)

Eckhard Platen

eckhard.platen@uts.edu.au

University of Technology, Sydney, NSW., Australia

Stanley Pliska

srpliska@uic.edu

University of Illinois at Chicago, IL., USA

Philip Protter

pep2117@columbia.edu

Columbia University, NY., USA

Nizar Touzi

nizar.touzi@polytechnique.edu

Ecole Polytechnique, France

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