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If you are interested in visiting the Quantitative Finance Research Centre then you should contact Associate Professor Erik Schlögl.
Morten Christensen, University of Southern Denmark, Denmark
Dates: 5th January to the 13th February
Cornelis (Cees) Diks, University of Amsterdam
Dates: 28th March to the 17th April
Ernst Eberlein University of Freiburg, Germany
Dates: 1st November to the 16th of January 2006
Research interests: Realistic Modelling of financial markets; maret and credit risk management; Pricing and hedging of derivative products; Statistical analysis of financial data; Application of Levy processes in finance.
Professor Graham Elliott, University of California, San Diego
Dates: 15th June to the 12th July
Research interests: Econometrics, international finance
Professor Benton Gup, University of Alabama, USA
Dates: 11th July to the 19th July
Research interests: Banking and financial management
Mahmoud Hamada, Energy Australia
Dates: 1st January to the 31st December
Nikolaus Hautsch, University of Copenhagen, Denmark
Dates: 22nd September to the 3rd November
Research interests: Empirical Finance: Market Micro-structure, Volatility Modelling. Econometrics: Linear and nonlinear time series models, multivariate point processes, dynamic duration and intensity models
Chih-ying Hsiao, University of Bielefeld, Germany
Dates: 13th December 2004 to the 15th January 2005
Raja Junankar, University of Western Sydney, Australia
Dates: 10th January to the 31st March
Research interests: Labour economics, unemployment, long term unemployment, experimental economics, immigration, investment
Michael Kopel, University of Technology Vienna, Austria
Dates: 6th to the 23rd February
Research interests: Information economics and principal-agent theory, theory of the firm, economics of strategy/industrial organization/innovation and incentive issues, adaptive learning and equilibrium selection in dynamic games, nonlinear dynamical systems and economic dynamics
Thomas Lux, University of Kiel, Germany
Dates: 25th October to the 22nd December
Thomas McWalter, University of Witwatersrand, South Africa
Dates: 13th December 2004 to the 31st January 2005
Mika Meitz, Stockholm School of Economics, Sweden
Dates: 13th Janauary to the 31st July
Francesco Momente, Universita L. Bocconi, Milano, Italy
Dates: 11th July to the 12th September
Research interests: Corporate Finance
Francesca Pancotto, S. Anna School of Advanced Studies, Pisa, Italy
Dates: 1st July to the 23rd December
Research interests: Dynamics of financial markets, monetary and international economics
Wolfgang Runggaldier University of Padova, Italy
Dates: 21st November to the 9th of January 2006
Research interests: Stochastical Dynamical Systems, in particular filtering and Stochastical Control; Stochastic methods for the applications, in particular Finance.
Mark Salmon, University of Warwick, UK
Dates: 17th January to the 25th March
Research interests: Financial econometrics, behavioural finance, international macroeconomics
Rickard Sandberg, Stockholm School of Economics, Sweden
Dates: 15th June to the 15th July
Research interests: Volatility modelling, option pricing, nonlinear time series, nonlinear panel methods, unit roots
Alessandro Sansone, University of Rome La Sapienza, Italy
Dates: 1st July to the 15th December
Stephen Satchell, Trinity College Cambridge, UK
Dates: 1st July to the 30th August
Research interests: Econometrics, finance, risk measurement, utility theory
Annastiina Silvennoinen, Stockholm School of Economics, Sweden
Dates: 13th Janauary to the 31st July
Ferenc Szidarovszky, University of Arizona, USA
Dates: 5th January to the 1st May
Research interests: Numerical methods, game theory, systems theory, dynamical economic systems, multiobjective programming, modeling industrial processes and natural resources
Timo Terasvirta, Stockholm School of Economics, Sweden
Dates: 22nd January to the 1st May
Research interests: Nonlinear time series models, financial econometrics
Anatoli Tsirlin, Russian Academy of Science
Dates: 14th March to the 15th April
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