Prof. Dr. Freddy Delbaen / Professor of Mathematical Finance at ETH Zurich.

In 1995, Freddy Delbaen was appointed full professor at the Chair of Financial Mathematics. He directs many projects in this field.

Born in 1946 in Duffel, Belgium, Freddy Delbaen studied mathematics at the Free University of Brussels (VUB) and graduated from there in 1971. The subject of his Ph.D. dissertation was mathematical economics.

Freddy Delbaen has published many papers in journals dealing with pure and applied mathematics, as well as insurance and financial mathematics. He is a member of several editorial boards of such journal, as Insurance Mathematics and Economics, Finance and Stochastics, etc. He is co-editor of Mathematical Finance books.

Prof. Dr. Damir Filipovic / University of Munich Department of Mathematics.

Born in 1970 in Flawil, Switzerland. In March 2000 he obtained his Ph.D. in Mathematics at ETH Zurich.

Dr. Filipovic is full professor at the Chair of Financial and Insurance Mathematics within the Department of Mathematics at the University of Munich, since October 2004.

As well, he has been a visiting professor of the Faculty of Business of the Sydney University of Technology and the Stanford University.

Among the various jobs he has occupied, are the ones of Scientific Consultant for Solvency Testing and Risk Analysis in Insurance, for the Swiss Federal Office of Private Insurance (BPV), and Senior Researcher of the Mathematics Department at the ETH Zurich.

His current research interests are: finance and insurance mathematics, solvency testing and risk analysis in insurance, guarantees in insurance policies, credit risk, interest rate models, option pricing, stochastic equations and Markov processes.

Monique Jeanblanc / Mathematics Department at the Evry Val d'Essonne University

Monique Jeanblanc is professor of Mathematics within the French d´Evry Val d´Essonne University.

She has various publications in Mathematical journals.

Prof. Dr. Martin Schweizer / Mathematic Department, ETH Zurich.

He was born in 1961 in Zurich, Switzerland. He obtained his Ph.D. in Mathematics at ETH Zurich under the direction of Prof. Hans Föllmer on "Hedging of Options in a General Semimartingale Model".

Among the various jobs he has occupied are: Assistant at ETH Zurich, Research Associate at the University of Bonn, Institute of Applied Mathematics and at the University of Göttingen, Institute of Mathematical Stochastics. He has been a visiting professor at the University of Frankfurt, an associate professor at the University of Göttingen, Institute of Mathematical Stochastics. As well as, professor of Mathematics at the Technical University of Berlin, the University of Munich and the ETH Zurich.

He is a member of the Editorial Board of the Applied Probability Journals.

His research interests are: Finance and Stochastic Processes. Mathematical Finance and Applied Probability.

Prof. Dr. Claudia Klüppelberg / Center for Mathematical Sciences, Munich University of Technology

Professor Dr. Claudia Klüppelberg was born in 1953 in Germany. She holds the Chair of Mathematical Statistics at the Center for Mathematical Sciences of the Munich University of Technology.

After her Diploma in Mathematics and a Ph.D. at the University of Mannheim, Claudia Klüppelberg spent five years in the Insurance Mathematics group of the Mathematic Department at ETH Zurich, with Profs. Hans Bühlmann and Paul Embrechts.

Claudia Klüppelberg’s research interest combine various areas of applied probability and statistics with special application to finance and insurance risk processes.

She is interested in promoting the stochastic sciences on an academic level, but also in real life problems in the finance and insurance areas and collaborates with banks and insurance companies.

Claudia Klüppelberg is an Elected Fellow of the Institute of Mathematical Statistics, a member of the Editorial Board of the Springer Finance book series, and Associate Editor of several scientific journals. She belongs to various national and international research and academic advisory committees.

Besides numerous publications in scientific journals, Claudia Klüppelberg has coauthored the book Embrechts, P., Klüppelberg, C. and Mikosch T. “Modelling Extremal Events for Insurance and Finance”.

She was professor of the Chair of Mathematical Statistics at the TU Munchen University and a professor of Applied Statistics at the Mathematics Department of the University of Mainz.

Claudia Klüppelberg organizes Conferences, Workshops and Courses. Her courses are mainly based on the following subjects: Probability Theory, Stochastic Processes and Mathematical Statistics, Insurance Mathematics, Mathematical Finance, Risk Management, Extreme Value Theory, Time Series Analysis and Linear Algebra.

Prof. Dr. Ernst Eberlein / Department of Mathematical Stochastics, University of Freiburg

His research interests are: realistic modelling of financial markets, market and credit risk management, pricing and hedging of derivative products, statistical analysis of financial data and application of Lévy processes in finance.

Dr. Ernst Eberlein has various publications on this subjects.

Griselda Deelstra / Professor of the ULB University

Griselda Deelstra holds a degree in Actuarial Sciences (1992) and a D.Sc in Mathematics (1996) from the Vrije Universiteit Brussel.

She teaches Stochastic Finance and Stochastic Calculus at the ULB. She has been teaching at the Ecole Nationale en Statistique et de l'Administration Economique (ENSAE) in Paris and at the doctoral programs of the Universities Paris 7 and Paris 11. She was a member of the jury of the Institut des Actuaires Français (IAF).

Griselda has a Master Degree in Mathematics at RUCA and UIA and a Master Degree in Actuarial Sciences at VUB (Brussels). She obtained her Ph.D. in Mathematical Sciences, with her doctoral dissertation "Long-term returns in stochastic interest rate models", with F.Delbaen as her supervisor.

She gained the AFIR (Actuarial Approach for Financial Risk) prize in Brussels for the paper: "Long-term returns in stochastic interest rate models: Applications", G. Deelstra, 1995.

Dr. Tomasz R. Bielecki / Associate Professor of Applied Mathematics, Illinois Institute of Technology.

He obtained his Ph.D. at the Warsaw School of Economics.

His research interests are: mathematical finance, stochastic control, stochastic analysis, probability and random processes, quantitative  methods for risk management in finance and insurance.

He authored the book: “Valuation and Hedging of Defaultable Game Options in a Hazard Process Model”

Dr. Łukasz Stettner / Department of Probability Theory and Mathematics of Finance,  Institute of Mathematics of the Polish Academy of Sciences. 

Dr. Lukasz is a full professor since 2001. He is editor of the publications: Applicationes Mathematicae and Banach Center. As well as, associated editor of SIAM J. Control Optimization.

His areas of research are: stochastic control (partially observed control problems, risk sensitive control problems, adaptive control), stochastic processes (singular perturbations, Markov processes, large deviations, small noise perturbations), mathematics of finance (incomplete markets, pricing of financial derivatives, portfolio optimization).

Jerzy Zabczyk / Professor of the Institute of Mathematics, Polish Academy of Sciences. Probability Section.

Jerzy Zabczyk was born in 1941 in Douai, France. He has a Master Degree in Mathematics (Functional Analysis) at the University of Warsaw and obtained his Ph.D. in Mathematics (Stochastic Processes) at the University of Gdansk.

His research interests are: Probability theory (probabilistic potential theory), control theory (nonlinear systems, infinite dimensional systems, stochastic control) and application of mathematics (mathematical finance, engineering). He has authored various books and publications on this subjects.