Frontiers of Mathematical Finance

Editorial Board

Senior Editorial Board

Wim Schoutens Managing Editor

K.U. Leuven, Belgium

Financial Mathematics, Quantitative Finance, Risk Management

Jaksa Cvitanic co-editor

Caltech, Pasadena, CA., USA

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

Xin Guo co-editor

University of California at Berkeley, CA., USA

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

Associate Editorial Board

Anna Aksamit

University of Sydney, Australia

Mathematical Finance, Stochastic Analysis, Probability Theory

Hansjoerg Albrecher

University of Lausanne, Lausanne, Switzerland

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

Pauline Barrieu

LSE, London, UK

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

Erhan Bayraktar

University of Michigan, Ann Arbor, MI, USA

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

Maxim Bichuch

John Hopkins University

Fintech, Machine Learning, Mathematical Finance, Stochastic Optimal Control, Systemic Risk

Agostino Capponi

Columbia University, New York, NY, USA

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

Peter Carr

New York University, New York, NY, USA

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

Umut Cetin

London School of Economics

Probability Theory, Stochastic Processes, Market Microstructure, Financial Economics, Financial Mathematics

Tahir Choulli

University of Alberta

Mathematical Finance, Mathematical Insurance, Informational Markets and Risks, Arbitrage Theory, Martingales Theory, Backward Stochastic Differential Equations

Delia Coculescu

University of Zurich, Zurich, Switzerland

Quantitative Finance, Risk Modeling, Banking, Insurance

Christa Cuchiero

University of Vienna, Vienna, Austria

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

Min Dai

National University of Singapore, Singapore

Mathematical Finance, Option Pricing, Portfolio Selection

Giulia DiNunno

University of Oslo, Oslo, Norway

Stochastic Analysis, Probability, Stochastic Control, Mathematical Finance

Matheus Grasselli

McMaster University, Hamilton, Ontario, Canada

Mathematical Finance, Systemic Risk, Macroeconomics, Money and Banking

Martino Grasselli

University of Padova, Padova, Italy

Quantitative Finance

Julien Hugonnier

Ecole Polytechnique Federale Laussane, Laussane, Switzerland

Asset Pricing, General Equilibrium Theory

Sebastian Jaimungal

University of Toronto, Toronto, Canada

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

Ying Jiao

University Claude Bernard Lyon1, Lyon, France

Credit Risk, Information Modeling, Stochastic Optimization

Steven Kou

Boston University, Boston, MA, USA

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

Martin Larrson

Carnegie Mellon University, Pittsburgh, PA, USA

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

Alexander Lipton

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

Imperial College, London, UK

Mathematical Finance, Stochastic Processes, Stochastic Optimization

Marcel Nutz

Columbia University, New York, NY, USA

Mathematical Finance, Optimal Transport, Stochastic Control, Stochastic Games

Gilles Pagès

Sorbonne University, Paris, France

Probability, Mathematical Finance

Mathieu Rosenbaum

École Polytechnique, Paris, France

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

Matthias Scherer

Technical University of Munich, Munich, Germany

Credit Risk, Dependence Modeling, Multivariate Analysis

Josef Teichmann

ETH, Zurich, Switzerland

Mathematical Finance, Machine Learning in Finance, Rough Analysis

Hao Xing

Boston University, Boston, MA., USA

Mathematical Finance, Stochastic Control, Financial Economics, Risk Management

Dacheng Xiu

University of Chicago, Chicago, IL., USA

Financial Econometrics, Machine Learning in Finance, Statistics

Jianfeng Zhang

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

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

Advisory Board

Freddy Delbaen

ETH, Zurich

Robert Jarrow

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

Dilip Madan

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

Eckhard Platen

University of Technology, Sydney, NSW., Australia

Stanley Pliska

University of Illinois at Chicago, IL., USA

Philip Protter

Columbia University, NY., USA

Nizar Touzi

Ecole Polytechnique, France



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