Workgroup Financial Mathematics
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Invited Speakers

Prof. Hans Föllmer (Humboldt University Berlin)

Hans Föllmer is renowned for fundamental contributions to probability theory, statistical mechanics, and mathematical finance. He studied Mathematics and Philosophy at the Universities of Koeln, Goettingen, Paris, and Erlangen and obtained his doctorate  from the University of Erlangen. After  three years in the U.S.  at MIT and Dartmouth College and his Habilitation at the University of Erlangen, he was professor at the Universities of Frankfurt and Bonn and at ETH Zurich. At Bonn, he was professor twice, first at the Department of Economics and later, after a period of eleven years in Zurich, at the Department of Mathematics. Since 1994, he has been professor at Humboldt University in Berlin (emeritus since 2006). He is also Visiting Professor at the National University of Singapore and Andrew D. White Professor-at-Large at Cornell University. His extensive publications cover several mathematical and interdisciplinary areas.
For his deep and wide-ranging contributions, he received the following awards: the Emmy Noether award of the University of Erlangen, the Science Prize of the GOR (Gesellschaft für Operations Research), the Prix Gay-Lussac/Humboldt of the French Government, the Georg Cantor Medal of the German Mathematical Society, and an honorary doctorate from the University Paris-Dauphine. He was also elected as member of the Academia Europaea, the Berlin-Brandenburgische Akademie der Wissenschaften, and the German National Academy of Sciences "Leopoldina".

Prof. Rama Cont (Columbia University New York)

Rama Cont is Associate Professor at Columbia University (New York), head of the Columbia Center for Financial Engineering and CNRS Senior Research Scientist at Laboratoire de Probabilites, Universite de Paris VI. His research focuses on stochastic analysis, stochastic modeling and computational methods in finance, inverse problems, and probabilistic models of complex networks. He is the author of Financial Modeling with Jump Processes (2003) and the editor-in-chief of the Encyclopedia of Quantitative Finance (2010).
He has held teaching position at Ecole Polytechnique, HEC, Princeton, Universite de Paris VI and Osaka  University, and various consulting positions with financial institutions and regulatory bodies in Europe and the US. Rama Cont was awarded the Louis Bachelier Research Prize (Grand Prix Louis Bachelier de l’Academie des Sciences) by the French Academy of Sciences and the Natixis Foundation for Quantitative Research in 2010.

Dr. Christoph Wagner

Christoph Wagner is Managing Director at FMS-Wertmanagement responsible for quantitative analytics and valuation. His main expertise are structured credit products, insurance-linked securities, securitizations and alternative assets. He is active in the fields of risk modeling and portfolio management for more than 10 years now, prior positions were with Deutsche Bank, Allianz and Unicredit.
Christoph Wagner holds a Ph.D. in theoretical physics from Technische Universität München and a Diploma from Ludwig-Maximilians-Universität München; he is a certified actuary and financial risk manager (GARP).  Before entering the financial industry he spent several years in postdoctoral positions, both at the Center of Nonlinear Dynamics and Complex Systems, Brussels, and at the Siemens Research Department in Munich. He is a regular speaker at conferences and a lecturer.