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All stories that have been tagged with IMSF

Walter Saxer Prize 2021

29.09.2021 | RiskLab, D-MATH News, IMSF | The latest honours and prizes
Vito Gallo, Andrea Gabrielli

The 2021 Walter Saxer Prize goes to Andrea Gabrielli for his doctoral thesis and to Vito Gallo for his master's thesis. Congratulations!

Doctoral exam of Calypso Herrera

15.09.2021 | D-MATH News, IMSF, Doctoral exams
Calypso Herrera

Calypso Herrera successfully passed her oral doctoral thesis examination entitled: "Machine learning in finance: applications of continuous depth and randomized neural networks". Congratulations!

15.01.2021 | D-MATH News, IMSF, Doctoral exams
Xi Kleinsinger-Yu, Josef Teichmann

Xi Kleisinger-Yu successfully passed her oral doctoral thesis examination entitled: "Risk management in energy markets: analytical and machine learning perspectives". Congratulations!

Two new professors appointed

01.08.2020 | D-MATH News, IMSF, Professorships
Beatrice Acciaio, Dylan Possamaï

We warmly welcome our new faculty members: Professor Beatrice Acciaio and Professor Dylan Possamaï. Both were appointed by the ETH Board in July 2020.

Doctoral exam of Vincenzo Ignazio

07.07.2020 | D-MATH News, IMSF, Doctoral exams
Vincenzo Ignazio

Vincenzo Ignazio successfully passed his oral doctoral thesis examination entitled: "Mean field game partial differential equations and measure valued jump diffusions". Congratulations!

Doctoral exam of Daniel Balint

21.04.2020 | IMSF, D-MATH News, Doctoral exams
Daniel Balint

丹尼尔Balint成功通过他的口腔doctoral thesis examination entitled: "Towards a discounting-invariant no-arbitrage theory". Congratulations!

Doctoral exam of Chong Liu

26.06.2019 | IMSF d数学新闻,博士生考试
Chong Liu

Chong Liu successfully passed his oral doctoral thesis examination entitled: "A tale of two minimization problems: semimartingale transportation and rough path lifts". Congratulations!

Christa Cuchiero: START award

20.06.2019 | D-MATH News, IMSF
Christa Cuchiero

We are very pleased to announce that Christa Cuchiero, a former doctoral student of the Department, has been awarded the highly prestigious START award of the Austrian Science Fund (FWF).

Doctoral exam of Matti Kiiski

03.05.2019 | IMSF, Doctoral exams

Matti Kiiski successfully passed his oral doctoral thesis examination entitled: "Convex duality in martingale optimal transport". Congratulations!

Walter Saxer Prize 2019

19.03.2019 | RiskLab, IMSF, D-MATH News | The latest honours and prizes
Mario Wüthrich, Matthias Gattiker

Matthias Gattiker received the 2019 Walter Saxer Prize in recognition of his exceptional Master's thesis entitled: "Quadratic risk minimization with terminal wealth constraints".

Doctoral exam of Max Reppen

31.07.2018 | D-MATH News, IMSF, Doctoral exams
Max Reppen

Max Reppen successfully passed his oral doctoral thesis examination entitled: "Singular control in financial economics". Congratulations!

Doctoral exam of Sara Svaluto-Ferro

11.07.2018 | IMSF, D-MATH News, Doctoral exams
Sara Svaluto-Ferro

Sara Svaluto-Ferro successfully passed her oral doctoral thesis examination entitled: "Probability-valued jump-diffusions in finance and related topics". Congratulations!

Paul Embrechts: farewell lecture

30.05.2018 | Inaugural and farewell lectures, RiskLab, IMSF, D-MATH News
Paul Embrechts

On 30 May, Professor Paul Embrechts gave his farewell lecture entitled: "January 31, 1953, and September 11, 2001: Living with Risk". He has been professor at the Department since November 1989.

Walter Saxer Prize 2018

13.03.2018 | D-MATH News, IMSF, RiskLab
Matthias Kirchner, Philippe Deprez

The two junior scientists Philippe Deprez and Matthias Kirchner have received the 2018 Walter Saxer Prize in recognition of their exceptional doctoral theses.

Doctoral exam of Lukas Gonon

30.01.2018 | D-MATH News, IMSF, Doctoral exams
Lukas Gonon

Lukas Gonon successfully passed his oral doctoral thesis examination entitled: "Calibration, filtering and hedging: non-linear information processing in mathematical finance". Congratulations!

Josef Teichmann and Mario Wüthrich: Bob Alting von Geusau Prize

05.10.2017 | D-MATH News, IMSF, RiskLab
Josef Teichmann, Mario Wüthrich

Josef Teichmann and Mario Wüthrich have been awarded the Bob Alting von Geusau Prize for their paper: "Consistent yield curve prediction".

Doctoral exam of Thomas Krabichler

01.10.2017 | IMSF, Doctoral exams
Martin Schweizer, Thomas Krabichler, Josef Teichmann

Thomas Krabichler successfully defended his doctoral thesis entitled: "Term structure modelling beyond classical paradigms". Congratulations!

Doctoral exam of Danijel Zivoi

01.10.2017 | IMSF, Doctoral exams
Mario Wüthrich, Danijel Zivoi, Martin Schweizer

Danijel Zivoi successfully defended his doctoral thesis entitled: "Quadratic hedging problems under restricted information". Congratulations!

Paul Embrechts: honorary member

26.09.2017 | RiskLab, Common Tags, D-MATH News, IMSF
Paul Embrechts

We are delighted to announce that Professor Paul Embrecht has been appointed as an honorary member of the Swiss Association of Actuaries.

El matematico del riesgo

05.09.2017 | D-MATH in the Media, IMSF, RiskLab
Paul Embrechts

Paul Embrechts, experto en números y analista de matrices de la industria aseguradora, examina los desafíos de la industria con las nuevas tecnologías y con problemas como el ciberataque.

Paul Embrechts: visiting professor at Hong Kong University

13.06.2017 | IMSF, D-MATH News, RiskLab
Paul Embrechts

We are delighted to announce that Professor Paul Embrechts has been appointed for the Hung Hing-Ying Distinguished Visiting Professorship in Science and Technology at Hong Kong University.

Doctoral exam of Matthias Kirchner

23.05.2017 | Doctoral exams, RiskLab, D-MATH News, IMSF
Matthias Kirchner

Matthias Kirchner successfully defended his doctoral thesis entitled: "Perspectives on Hawkes processes". Congratulations!

Doctoral exam of Thomas Cayé

23.05.2017 | D-MATH News, IMSF, Doctoral exams
Thomas Cayé

Thomas Cayé successfully defended his doctoral thesis entitled: "Trading with small nonlinear price impact, optimal execution and rebalancing of active investments". Congratulations!

John Ery: SCOR Fellowship Prize

22.05.2017 | D-MATH News, IMSF, RiskLab
Frieder Knüpling, John Ery

The 2017 SCOR Fellowship Prize was awarded to John Ery for a collaborative doctoral thesis in the area of actuarial pricing, stochastic claims reserving and capital modelling.

Paul Embrechts: honorary doctorate

23.03.2017 | IMSF, D-MATH News, RiskLab
Paul Embrechts

Cass Business School has awarded Professor Paul Embrechts with the Honorary Degree of Doctor of Science (Honoris Causa).

Walter Saxer Prize 2017

07.03.2017 | IMSF, D-MATH News, RiskLab
Prize winners

The two junior scientists Edgars Jakobsons and Patrick Zöchbauer have received the 2017 Walter Saxer Prize in recognition of their exceptional Master's and doctoral theses.

Doctoral exam of Philippe Deprez

31.01.2017 | Doctoral exams, RiskLab, IMSF, D-MATH News
Tom Hurd, Philippe Deprez, Mario Wüthrich

Philippe Deprez successfully defended his doctoral thesis entitled: "Random graph modeling and network analysis". Congratulations!

Patrick Cheridito: inaugural lecture

28.11.2016 | IMSF, Inaugural and farewell lectures, RiskLab
Patrick Cheridito

On 23 November, Professor Patrick Cheridito gave his inaugural lecture entitled: "Risk, uncertainty and insurance contracts". He has been professor at the Department since June 2016.

ETH Risk Day 2016: Mini-Conference on risk management in finance and insurance

19.09.2016 | IMSF, Conferences and congresses, RiskLab
Steven Kou, Patrick Cheridito, Walter Farkas, Steven Ongena, Pawel Polak

As every fall, the Risk Day successfully took place at the ETH Zurich on 16 September 2016 and was again attended by almost 400 participants from academia and the financial and insurance industry as well as regulators.

Patrick Cheridito: newly appointed professor

01.06.2016 | IMSF, Professorships, RiskLab
Patrick Cheridito

We warmly welcome our new faculty member, Professor Patrick Cheridito.

Doctoral exam of Edgars Jakobsons

11.05.2016 | IMSF, Doctoral exams, RiskLab
Marion Wüthrich, Edgars Jakobsons, Paul Embrechts, Ruodu Wang

Edgars Jakobsons successfully defended his doctoral thesis entitled: "Dependence uncertainty bounds and optimization of aggregate risk". Congratulations!

Doctoral exam of Georg Grafendorfer

26.04.2016 | IMSF, Doctoral exams

Georg Grafendorfer successfully defended his doctoral thesis entitled: "Infinite-dimensional affine processes". Congratulations!

Doctoral exam of David Stefanovits

25.04.2016 | IMSF, Doctoral exams, RiskLab
Josef Teichmann, David Stefanovits, Mario Wüthrich, Damir Filipovic

David Stefanovits successfully defended his doctoral thesis entitled: "Robust calibration in yield curve modelling". Congratulations!

Walter Saxer Prize 2016

09.03.2016 | IMSF, RiskLab
Paul Embrechts, Walter Farkas, Cosimo-Andrea Munari, Martin Schweizer

Cosimo-Andrea Munari received the Walter Saxer Prize in recognition of his exceptional doctoral thesis entitled: "Measuring risk beyond the cash-additive paradigm".

Doctoral exam of Sebastian Herrmann

29.02.2016 | IMSF, Doctoral exams
Benjamin Sudakov, Martin Schweizer, Sebastian Herrmann, Mete Soner, Johannes Muhle-Karbe

Sebastian Herrmann successfully defended his doctoral thesis entitled: "Beyond Black and Scholes: uncertainty aversion, delta-vega hedging, and bubbles and crashes". Congratulations!

Doctoral exam of Ren Liu

16.12.2015 | IMSF, Doctoral exams
Mete Soner, Ren Liu, Johannes Muhle-Karbe

Ren Liu successfully defended his doctoral thesis entitled: "Portfolio selection with frictions". Congratulations!

Doctoral exam of Mario Sikic

07.12.2015 | IMSF, Doctoral exams
Mete Soner, Mario Sikic, Martin Schweizer

Mario Sikic successfully defended his doctoral thesis entitled: "Market models beyond the standard setup". Congratulations!

Doctoral exam of Blanka Horvath

30.09.2015 | IMSF, Doctoral exams
Blanka Horvath with her examinors

Blanka Horvath successfully defended her doctoral thesis entitled: "Robust methods for the SABR model and related processes: analysis, asymptotics and numerics". Congratulations!

ETH Risk Day 2015: Mini-Conference on risk management in finance and insurance

14.09.2015 | IMSF, Conferences and congresses, RiskLab
Speaker Risk Day 2015

The conference held on 11 September 2015 was attended by around 400 participants. It was organized by Professor Erich Walter Farkas (University of Zurich and ETH Zurich) and RiskLab Switzerland.

Doctoral exam of Albert Altarovici

19.08.2015 | IMSF, Doctoral exams
Mete Soner, Albert Altarovici, Johannes Muhle-Karbe

Albert Altarovici successfully defended his doctoral thesis entitled: "Impact of friction on investment decisions". Congratulations!

Paul Embrechts: honorary member

19.06.2015 | IMSF, RiskLab
Paul Embrechts

The Institut des actuaires appointed Prof. Paul Embrechts as an honorary member. Read the interview in l'actuariel.

Doctoral exam of Ariel Neufeld

22.05.2015 | IMSF, Doctoral exams
Marcel Nutz, Ariel Neufeld, Martin Schweizer

Ariel Neufeld successfully defended his doctoral thesis entitled: "Knightian uncertainty in mathematical finance". Congratulations!

Zurich Spring School on Lévy Processes

30.03.2015 | IMSF, Conferences and congresses
Poster Spring School

The University of Zurich and ETH Zurich host a spring school on Lévy processes. The School started on 29 March and will last until 2 April 2015.

Walter Saxer Prizes 2015

11.03.2015 | IMSF, RiskLab
Gaby Binder, Patrick Helbling. Annina Saluz

The three junior scientists Gaby Binder, Patrick Helbling and Annina Saluz receive a Walter Saxer Prize in recognition of their exceptional Master's and doctoral theses.

Doctoral exam of Cosimo-Andrea Munari

18.02.2015 | IMSF, Doctoral exams
Martin Schweizer, Cosimo-Andrea Munari, Erich Walter Farkas

Cosimo-Andrea Munari successfully defended his doctoral thesis entitled: "Measuring risk beyond the cash-additive paradigm". Congratulations!

Doctoral exam of Annina Saluz

06.11.2014 | IMSF, Doctoral exams, RiskLab
Mario Wüthrich, Alois Gisler, Annina Saluz, Franco Moriconi, Paul Embrechts

Annina Saluz successfully defended her doctoral thesis entitled: "Stochastic loss reserving with emphasis on the Bornhuetter-Ferguson method". Congratulations!

Josef Teichmann receives Prix Bachelier

16.10.2014 | IMSF
Josef Teichmann, Bernard Meunier

The Fondation Natixis pour la recherche quantitative et la Société de Mathématiques Appliquées et Industrielles (SMAI) award the Prix Bachelier 2014 to Josef Teichmann.

ETH Risk Day 2014: Mini-conference on risk management in finance and insurance

12.09.2014 | IMSF, Conferences and congresses, RiskLab
Risk Day 2014

The 2014 conference celebrates 20 years from the establishment of the RiskLab at ETH Zurich around a team of scientists led by Prof. Paul Embrechts.

Peter Jossen and Martin Larsson: newly appointed assistant professors

01.09.2014 | IMSF, Professorships
Peter Jossen, Martin Larsson

The D-MATH is delighted to welcome Prof. Peter Jossen and Prof. Martin Larsson as our new faculty members.

Doctoral exam of Mirjana Vukelja

25.08.2014 | IMSF, Doctoral exams
Johannes Muhle-Karbe, Mirijana Vukelja, Mete Soner, Alain-Sol Sznitman

Mirjana Vukelja successfully defended her doctoral thesis entitled: "Utility maximization in an illiquid market". Congratulations!

Doctoral exam of Martin Herdegen

11.07.2014 | IMSF, Doctoral exams
Martin Schweizer, Martin Herdegen, Josef Teichmann

Martin Herdegen successfully defended his doctoral thesis entitled: "Numéraire-independent modelling of financial markets". Congratulations!

Paul Embrechts selected as a ASA Fellow 2014

15.05.2014 | IMSF, RiskLab
Paul Embrechts

The American Statistical Association Committee on Fellows selected Prof. Paul Embrechts as a 2014 Fellow for his outstanding contributions to the statistical profession.

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