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Didier Cossin is Professor of Finance at HEC, University of Lausanne as well as Adjunct Professor at IMD, Switzerland. He specializes in finance, with an emphasis on financial evaluation and financial structuring with options and real options and the applications of advanced techniques to corporate.
He holds a Ph.D. in Business Economics from Harvard University and is a former Visiting Scholar (Fulbright Fellow) from the Department of Economics of the Massachusetts Institute of Technology. He is also a former student from ENS (rue d'Ulm) Paris and holds Master degrees from Sorbonne University as well as EHESS. Before being based in Switzerland, Didier Cossin has worked in London for Goldman Sachs and in Tokyo for Roussel-Uclaf, a pharmaceutical company. He has taught at Harvard University where he obtained two Derek Bok Awards for excellence in teaching. Didier Cossin is currently a member of the American Finance Association, the Financial Management Association, the Eastern Finance Association and the European Finance Association. He is a consultant and an executive teacher with the United Nations as well as with central banks, financial institutions, corporations, funds and venture-capital based start-ups in Europe and abroad. He has chaired the Department of Management at the University of Lausanne from 1995 to 1997 and is currently the director of the Institute of Banking & Finance there.
Michel Dacorogna is currently managing the Financial Analysis and Risk Modeling team of Converium. He has two main responsibilities there: assist customers in determining the best reinsurance structure taking into account the full portfolio of asset and liabilities and develop the Asset and Liability Management models for the Converium group itself. He has been one of the founding members of Olsen & Associates, where he managed the company's research and development department. Prior to O&A, he was a research fellow in the solid-state physics theory group at the University of California at Berkeley. Mr. Dacorogna's main research interest is the application of computer science and numerical analysis to dynamic systems in various fields in order to gain insight into the behavior of such systems. He has numerous publications in this area. He is an associate editor of Quantitative Finance and the European Physical Journal B for its topical issues on Econophysics. He received his Habilitation, Ph.D. and M.Sc. in Physics from the University of Geneva in Switzerland. Stefano Galluccio is Senior Vice President in the Fixed Income Department of BNPParibas in London. He is a trader and a senior quantitative analyst in interest rates (IR) derivatives and hybrid structures, including products with cross exposure to IR/equity risk as well as IR/FX and IR/credit. Prior to the current position, he has been in charge of credit derivatives research at Commerzbank and Paribas in London. Stefano holds a Ph.D. in mathematical physics from University of Fribourg in Switzerland and a Master Degree in probability from the University of Paris VI. His research interests include: stochastic volatility and jump-diffusion models for interest rates and hybrid derivatives, forward volatility arbitrage, counterparty risk pricing, first-to-default/CDOs and wavelet methods in option pricing. Kristian Miltersen is professor of finance at Norwegian School of Economics and Business Administration in Bergen, Norway. He got his Ph.D. in 1992 from Odense University in Denmark. His main interests are term sturcture of interest rate models, real-options, commodity price modeling, and dynamic capital structure models. He has been on long-term research visits to Stanford University in 1989-90, Bonn University in 1994, UCLA in 1996-97 and again in 2001-02, and Cornell University in 1997. Jorge Mina is head of risk modeling at RiskMetrics Group, overseeing the research inputs to RiskMetrics Group software and data products. He has played a key role in the evolution of the RiskManager market risk application. Jorge has written various articles on market and credit risk and co-authored Return to RiskMetrics: The Evolution of a Standard, an update and restatement of the RiskMetrics Technical Document; and the LongRun Technical Document, the RiskMetrics Group methodology for long-term forecasting. Before joining RiskMetrics Group in September 1998, he worked in Risk Management Services at JPMorgan. Jorge holds a MS in financial mathematics from the University of Chicago and a BS in actuarial science from the Instituto TecnolÛgico AutÛnomo de MÈxico. Ludger Overbeck is Professor of Mathematics at the University of Giessen and Head of the Research and Development team in the risk analytics and instrument department of Deutsche Bankís Credit Risk Management. Before joining Deutsche Bank in 1997, Ludger worked with the Deutsche Bundesbank in the supervision department examining internal market risk models. He gives regular lectures at the mathematics department of the University in Bonn and in the business and economics department at the University in Frankfurt. Ludger obtained a Ph.D. in probability theory from the University of Bonn. After two post-doc years in Paris and Berkeley Ludger finished his habilitation in applied mathematics during his affiliation with the Bundesbank. In 2001, he received a habilitation in business and economics in Frankfurt. Stephen Schaefer is Professor of Finance at London Business School. Formerly on the faculty of the Graduate School of Business at Stanford University, he has also been a visiting professor at the Universities of British Columbia, California (Berkeley), Chicago, Venice and, most recently, Cape Town. At LBS he has been at various times Research Dean, a Faculty member of the Governing Body, chairman of the finance area and Director of the Institute of Finance and Accounting. His research interests include the pricing and hedging of fixed income securities and derivatives, risk management and the regulation of financial institutions.His publications include: "Non-Linear Value-at-Risk" (with Mark Britten-Jones), European Finance Review, "The Regulation of Banks and Securities Firms", European Economic Review and "The Term Structure of Real Interest Rates and the Cox, Ingersoll and Ross Model" (with R.H. Brown), Journal of Financial Economics. He currently serves on the editorial board of six professional journals including: the Review of Derivatives Research, the European Finance Review and the Journal of Fixed Income. Outside academic life, Stephen Schaefer consults for a number of major financial institutions. He was formerly an Independent Board Member of the Securities and Futures Authority and a Trustee-Director of Smith Breeden Mutual Funds. Eduardo Schwartz is the California Professor of Real Estate and Professor of Finance, Anderson Graduate School of Management at the University of California, Los Angeles. He has an Engineering degree from the University of Chile and a Masters and Ph.D. in Finance from the University of British Columbia. He has been in the faculty at the University of British Columbia and visiting at the London Business School and the University of California at Berkeley. His wide-ranging research has focused on different dimensions in asset and securities pricing. Topics in recent years include interest rate models, asset allocation issues, evaluating natural resource investments, pricing Internet companies, the stochastic behavior of commodity prices and valuing patent-protected R&D projects. His collected works include more than eighty articles in finance and economic journals, two monographs, an edited book, and a large number of monograph chapters, conference proceedings, and special reports. He is the winner of a number of awards for both teaching excellence and for the quality of his published work. He has been associate editor for more than a dozen journals, including the Journal of Finance, the Journal of Financial Economics and the Journal of Financial and Quantitative Analysis. He is past president of the Western Finance Association and the American Finance Association. He is a Fellow of the American Finance Association and the Financial Management Association International. He is a Research Associate of the National Bureau of Economic Research. He was awarded a Doctor Honoris Causa by the University of Alicante in Spain. He has also been a consultant to governmental agencies, banks, investment banks and industrial corporations. Gordon Sick is a member of the Haskayne School of Business since 1988, previously taught at the Yale School of Organization and Management, the University of Alberta and the University of British Columbia. In addition to a PhD and an M.Sc. in Finance, from the University of British Columbia, Dr. Sick also has an M.Sc. in Mathematics from the University of Toronto. He has been a director of the Financial Management Association, the Western Finance Association and also the Finance Division Chairperson of the Administrative Sciences Association of Canada. He chaired the 1999 Northern Finance Association Conference. Dr. Sick consults internationally on real options, risk assessment and derivatives. In the past, he has published articles on cash management, capital budgeting and asymmetric information models. He has been an Associate Editor of Management Science and is the Book Review Editor for the Journal of Finance. He has published articles in the Journal of Finance, Journal of Banking and Finance, Journal of Financial and Quantitative Analysis, Management Science, Financial Management, Journal of Real Estate Finance and Economics, and Journal of Urban Economics. His Principles of Corporate Finance, Second Canadian Edition, with Brealey, Myers and Giammarino, is an introductory finance text that is widely used in Canadian undergraduate and MBA programs. Dr. Sick's current research interests include capital budgeting, the impact of interest tax shields on project valuation, real options, cost of capital, real estate, seasonalities in security returns and the cost of banking services. Kenneth Singleton is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He previously taught in the Economics Department at the University of Virginia and the Graduate School of Industrial Administration at Carnegie Mellon, and held short-term visiting positions at the University of Chicago and University of Tokyo. While on leave from Stanford, in 1991-92, he was a vice president in the Fixed Income Research Department of Goldman Sachs and Co. His research interests are in econometric methods for estimation and testing of dynamic asset pricing models; modeling of term structures of government and defaultable bond yields; measuring and managing market, credit and liquidity risks; and debt financing in emerging economies. His professional awards include the Smith-Breeden Distinguished Paper Prize from the Journal of Finance, the Frisch Prize from the Econometric Society and the Irving Fisher Dissertation Award. He was named fellow of the Econometric Society in 1988 and of the Journal of Econometrics in 1998, and has been a research associate at the National Bureau of Economic Research since 1982. Singleton received his bachelor's degree from Reed College, and his master's degree and doctorate in economics from the University of Wisconsin. |
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